Question: =+ (b) Define Var[ X ||] = E[(X- E[X||$])2||+]. Prove that Var[X] E[Var[ X]]]] + Var[ E[ X||$]].

=+

(b) Define Var[ X ||] = E[(X- E[X||$])2||+]. Prove that Var[X]

E[Var[ X]]]] + Var[ E[ X||$]].

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