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In [[probability theory]] and [[statistics]], a '''conditional variance''' is the [[variance]] of a [[conditional probability distribution]]. The conditional variance of a [[random variable]] ''Y'' given the value of a random variable ''X'' is
:<math>\operatorname{Var}(Y|X) = \operatorname{E}((Y - \operatorname{E}(Y|X))^{2}|X),</math>
where
The [[law of total variance]] says
:<math>\operatorname{Var}(Y) = \operatorname{E}(\operatorname{Var}(Y|X))+\operatorname{Var}(\operatorname{E}(Y|X)).</math>
[[Category:Statistics]]
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