# Question: Show that for random variables X and Z E X Y 2

Show that, for random variables X and Z,

E[(X − Y)2] = E[X2] − E[Y2]

where

Y = E[X|Z]

E[(X − Y)2] = E[X2] − E[Y2]

where

Y = E[X|Z]

**View Solution:**## Answer to relevant Questions

Civil engineers believe that W, the amount of weight (in units of 1000 pounds) that a certain span of a bridge can withstand without structural damage resulting, is normally distributed with mean 400 and standard deviation ...A.J. has 20 jobs that she must do in sequence, with the times required to do each of these jobs being independent random variables with mean 50 minutes and standard deviation 10 minutes. M.J. has 20 jobs that he must do in ...A die is continually rolled until the total sum of all rolls exceeds 300. Approximate the probability that at least 80 rolls are necessary. Customers arrive at a bank at a Poisson rate λ. Suppose that two customers arrived during the first hour. What is the probability that (a) Both arrived during the first 20 minutes? (b) At least one arrived during the first ...Give a technique for simulating a random variable having the probability density functionPost your question