Question: Let X,Y be continuous random variables with a joint density f(x,y). Assume that E(Y |X = x) = for all x. Show that Var(Y
Let X,Y be continuous random variables with a joint density f(x,y). Assume that E(Y |X = x) = μ for all x. Show that Var(Y ) =
Var(Y |X = x)fX(x) dx.
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