show that (assuming all the expectatons and variances exist and are finite)

E(Y)= E(E[Y|X])

and

Var (Y) = E(Var[Y|X]) + Var (E[Y|X])

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- Oct 5th 2008, 03:38 PMweakmathdouble expectation proof
show that (assuming all the expectatons and variances exist and are finite)

E(Y)= E(E[Y|X])

and

Var (Y) = E(Var[Y|X]) + Var (E[Y|X]) - Oct 6th 2008, 12:12 AMmr fantastic