Conditional variance: Difference between revisions

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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\midXmid X)</math> itself is a random variable (and is a function of ''X'').

==Explanation, relation to least-squares ==

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[[Category:Theory of probability distributions]]

[[Category:Conditional probability]]

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