Law of total variance.
authorOleksandr Gavenko <gavenkoa@gmail.com>
Tue, 05 Apr 2016 17:32:02 +0300
changeset 12 fa0dee44fe1f
parent 11 44779fa3053d
child 13 8a32b268e8bf
Law of total variance.
probability-discrete.rst
--- 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]