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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Originally Posted by weakmath 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]) Let X and Y have have joint density function f(x, y) and marginal density functions and respectively. Then: . Var(Y) is left for you to try doing again.
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