author | Oleksandr Gavenko <gavenkoa@gmail.com> |
Thu, 21 Apr 2016 16:22:14 +0300 | |
changeset 17 | db3d7a44583b |
parent 16 | c48b0353e055 |
child 18 | c18d218b854e |
--- a/probability-continuous.rst Thu Apr 21 16:20:38 2016 +0300 +++ b/probability-continuous.rst Thu Apr 21 16:22:14 2016 +0300 @@ -450,7 +450,7 @@ = E[var(X|Y) + (E[X|Y])²] - (E[E[X|Y]])² - = E[var(X|Y)] + E[(E[X|Y])²} - (E[E[X|Y]])² = E[var(X|Y)] + var(E[X|Y]) + = E[var(X|Y)] + E[(E[X|Y])²] - (E[E[X|Y]])² = E[var(X|Y)] + var(E[X|Y]) * https://en.wikipedia.org/wiki/Law_of_total_variance