# Thread: Covariances and Iterated Expectations Proof

1. ## Covariances and Iterated Expectations Proof

Hi, we have X and Y as real-valued random variables and g and h as real-valued functions.

Could someone help me with the following? What is the definition of the following?

and

I am also required to prove the following rule of iterated expectations:

2. Originally Posted by aniguchisan
Hi, we have X and Y as real-valued random variables and g and h as real-valued functions.

Could someone help me with the following? What is the definition of the following?

$\color{red}{\text{It is in your last jpg}}$

and

I am also required to prove the following rule of iterated expectations:

$\color{red}{\text{You can find the proof here: (scroll down to iterated expectation)}}$

Expected value - Wikipedia, the free encyclopedia