Question: Conditional variance In the last example, we saw that the conditional distribution of X, which was a uniform over a smaller range (and in some
Conditional variance
In the last example, we saw that the conditional distribution of X, which was a uniform over a smaller range (and in some sense, less uncertain), had a smaller variance, i.e., Var(XA)Var(X). Here is an example where this is not true. Let Y be uniform on {0,1,2} and let B be the event that Y belongs to {0,2}.
a) What is the variance of Y?
Var(Y)=
b) What is the conditional variance Var(YB)?
Var(YB)=
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