Content deleted Content added
adding simpler statement |
EtudiantEco (talk | contribs) m →Definition: more direct link to Conditional expectation |
||
Line 6:
:<math>\operatorname{Var}(Y|X=x) = \operatorname{E}((Y - \operatorname{E}(Y\mid X=x))^{2}\mid X=x),</math>
where E is the [[conditional expectation]], i.e. the [[expectation operator]] with respect to the [[conditional distribution]] of ''Y'' given that the ''X'' takes the value ''x''. An alternative notation for this is :<math>\operatorname{Var}_{Y\mid X}(Y|x).</math>
The above may be stated in the alternative form that, based on the [[conditional distribution]] of ''Y'' given that the ''X'' takes the value ''x'', the conditional variance is the [[variance]] of this [[probability distribution]].
| |||