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Math Help - How to find the conditional variance and CDF?

  1. #1
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    How to find the conditional variance and CDF?


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  2. #2
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    Re: How to find the conditional variance and CDF?

    Hey usagi_killer.

    For clarification 1, evaluate the expectation and then use the property that Var[aX] = a^2*Var[X].

    For clarification 2, you need to use the CDF result for e_it and standardize the expression so the distribution has mean 0 and variance 1.

    Think of how you do this for a Normal distribution. Lets say you have X ~ N(mu,v^2). You can then say

    P(X < x) = P(X - mu < x - mu) = P([X - mu]/v = (x - mu)/v = P(Z < (x - mu)/v) = P(Z < z).

    Its exactly the same sort of idea.
    Thanks from usagi_killer
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  3. #3
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    Re: How to find the conditional variance and CDF?

    Thanks chiro, looks like I made things harder than it seemed haha
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