equal
deleted
inserted
replaced
448 |
448 |
449 var(X) = E[X²] - (E[X])² = E[E[X²|Y]] - (E[E[X|Y]])² |
449 var(X) = E[X²] - (E[X])² = E[E[X²|Y]] - (E[E[X|Y]])² |
450 |
450 |
451 = E[var(X|Y) + (E[X|Y])²] - (E[E[X|Y]])² |
451 = E[var(X|Y) + (E[X|Y])²] - (E[E[X|Y]])² |
452 |
452 |
453 = E[var(X|Y)] + E[(E[X|Y])²} - (E[E[X|Y]])² = E[var(X|Y)] + var(E[X|Y]) |
453 = E[var(X|Y)] + E[(E[X|Y])²] - (E[E[X|Y]])² = E[var(X|Y)] + var(E[X|Y]) |
454 |
454 |
455 * https://en.wikipedia.org/wiki/Law_of_total_variance |
455 * https://en.wikipedia.org/wiki/Law_of_total_variance |
456 |
456 |
457 Law of total covariance |
457 Law of total covariance |
458 ======================= |
458 ======================= |