Question: Exercise 1: Prove Var(X)=E[X^2](E[X]) ^ 2. Exercise 2: Prove E[Y]=E[E[Y|X]]. Exercise 3: Prove Var(Y)=Var(E[Y|X])+E[Var(Y|X))].

Exercise 1: Prove Var(X)=E[X^2](E[X])^2.

Exercise 2: Prove E[Y]=E[E[Y|X]].

Exercise 3: Prove Var(Y)=Var(E[Y|X])+E[Var(Y|X))].

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