# Covariances and Iterated Expectations Proof

#### 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?

and

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

#### Anonymous1

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?

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

and

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

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

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