In article <b1lvld$19i$[EMAIL PROTECTED]>, Daniel Hoppe <[EMAIL PROTECTED]> wrote: >Hi,
>in Feller's "Introduction to Probability Theory and It's Applications" I >find the following equation: >Var(Y) = E(Var(Y|X)) + Var(E(Y|X)) >Does anyone know how to derive / proof this? This is no homework ;-) Var(Y) = E(Y^2) - E(Y)^2. E(Y^2) = E(E(Y^2|X)), and E(Y) = E(E(Y|X)). Subtract and add E(E(Y|X)^2), and there it is. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Deptartment of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
