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format E as an operator to be consistent with expectation operator |
aka sc/kedastic function |
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:<math>\operatorname{Var}(Y|X) = \operatorname{E}((Y - \operatorname{E}(Y|X))^{2}|X),</math>
where E is the [[expectation operator]]. Particularly in [[econometrics]], the conditional variance is also known as the ''scedastic function'' or ''skedastic function''. Conditional variances are important parts of [[ARCH]] models.
The [[law of total variance]] says
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