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"statistic" is really not the right word here. |
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:<math>\operatorname{Var}(Y|X) = E((Y - E(Y|X))^{2}|X),</math>
where <math>E</math> is the [[expectation operator]]. Conditional variances are important parts of [[ARCH]] models.
It is also true to say:
:<math>\operatorname{Var}(Y) = E(Var(Y|X))+Var(E(Y|X))</math>
See also [[law of total variance]].
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