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Sammi Brie (talk | contribs) Adding local short description: "Variance of a random variable given value of other variables", overriding Wikidata description "variance of a random variable given the value of other variables" |
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The conditional variance of a [[random variable]] ''Y'' given another random variable ''X'' is
:<math>\operatorname{Var}(Y
The conditional variance tells us how much variance is left if we use <math>\operatorname{E}(Y\mid X)</math> to "predict" ''Y''.
Here, as usual, <math>\operatorname{E}(Y\mid X)</math> stands for the [[conditional expectation]] of ''Y'' given ''X'',
which we may recall, is a random variable itself (a function of ''X'', determined up to probability one).
As a result, <math>\operatorname{Var}(Y
==Explanation, relation to least-squares ==
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[[Category:Theory of probability distributions]]
[[Category:Conditional probability]]
{{statistics-stub}}
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