author | Oleksandr Gavenko <gavenkoa@gmail.com> |
Tue, 05 Apr 2016 17:32:02 +0300 | |
changeset 12 | fa0dee44fe1f |
parent 11 | 44779fa3053d |
child 13 | 8a32b268e8bf |
--- a/probability-discrete.rst Tue Apr 05 17:22:50 2016 +0300 +++ b/probability-discrete.rst Tue Apr 05 17:32:02 2016 +0300 @@ -261,6 +261,9 @@ .. math:: var(X|Y) = E[X²|Y] - (E[X|Y])² +Law of total variance +===================== + By applying expected value by :math:`Y` on both sides: .. math:: E[var(X|Y)] = E[E[X²|Y]] - E[(E[X|Y])²] = E[X²] - E[(E[X|Y])²]