Posted by Kurt on October 03, 2002 at 01:18:21:
How would i go about proving the relationVar(X) = E[Var(X|Y)] + Var(E[X|Y])
I'm givenVar(X|Y) = E[[X - E(X|Y)]^2|Y]
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Comments: : How would i go about proving the relation : Var(X) = E[Var(X|Y)] + Var(E[X|Y]) : I'm given : Var(X|Y) = E[[X - E(X|Y)]^2|Y]
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