Covariances and Iterated Expectations Proof

May 2010
6
0
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:



Help please and thanks in advance!
 
Nov 2009
517
130
Big Red, NY
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:

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

Expected value - Wikipedia, the free encyclopedia



Help please and thanks in advance!
aNon1