S statistic New member Joined Oct 29, 2010 Messages 1 Oct 29, 2010 #1 Please help me on this one. Thanks. For random variables X and Y, prove that Var(Y) = Var[E(Y|X)] + E[Var(Y|X)].
Please help me on this one. Thanks. For random variables X and Y, prove that Var(Y) = Var[E(Y|X)] + E[Var(Y|X)].