1. Let X and Y be random variables defined on a common probability space. Assuming Var(X)<,
show that Var(X)=EVar(XY)+Var(E[XY]). [Hint: Use defn. of Var(X) and conditional expectation
tricks.] [1].
1 Let X and Y be random variables defined on a common proba.pdf
1 Let X and Y be random variables defined on a common proba.pdf
1. 1. Let X and Y be random variables defined on a common probability space. Assuming Var(X)<,
show that Var(X)=EVar(XY)+Var(E[XY]). [Hint: Use defn. of Var(X) and conditional expectation
tricks.] [1]