Question: Consider two variables x and y with a joint distribution p(x, y). Prove E[x] = Ey [Ex [x ]y]] and var [x] = Ey[varx[xly]] +

Consider two variables x and y with a joint distribution p(x, y). Prove E[x] = Ey [Ex [x ]y]] and var [x] = Ey[varx[xly]] + vary [Ex [xly]] with the hint Ex[ly] = / xp(xly) dx

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