Question: Show that for any two random variables X , Y; var(2f) = E(var(AT|Y)) + var(E(AT|Y)).

Show that for any two random variables X , Y; var(2f) =

E(var(AT|Y)) + var(E(AT|Y)).

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Statistics For Engineers And Scientists Questions!

Q:

Background: Your group has been ?hired? as interns at Valley Medical Center. Instead of acting as mere go-fors for the duration of the time at VMC, the VP of Finance has decided that it would be a...

Q:

ed by other students. Question 1 0.5 pts Consider two random variables, X and Y. Let E [X] = -5, E [Y] = 2, Var [X] = 2.25, Var [Y) = 4. Let p be the correlation between X and Y, and suppose that p =...

Q:

Measures of Risk (2.1) Consider the following two random variables: X has a (continuous) uni- form density on [-1, +1], while Y is a discrete random variable defined by (-1,1; +1,1). (a) Do X and Y...

Q:

Please show your steps and explanations. Thanks! 2. Covariance (15 points) (Some portions of this problem are covered in Section 5.3 of the book. Regardless of that fact, be sure you include all...

Q:

The joint probability distribution of two random variables X and Y is given in the following table. Y -1 2 X -1 0.1 0.1 -2 0.5 0.1 1. Calculate the marginal probability distribution of X. 2....

Q:

The Expr class The Expr class implements the various methods used to emulate numerical types, such as _add_, _sub_, and so forth. In this way, we can build an expression simply by writing x * 3 / 2...

Q:

Dear Sir I Would like the answers of the documents i attach School of Business and Economics EXAM Course : Code : Date Time Location Risk Management EBC4056 : 3 June, 2010 : 9.00 - 12.00 : MECC...

Q:

give a clear summarise answer Problem 4: (10 points) Consider the stochastic processes given below, where &, is a normally distri- buted white noise. For each process determine whether it is...

Q:

Audit the segment on Sarbanes-Oxley (26-1a) and the informant prerequisites in the Securities Exchange Act of 1934. 1. Under Sarbanes-Oxley, list the three occasions that a reviewer would have to...

Q:

Audit the segment on Sarbanes-Oxley (26-1a) and the informant prerequisites in the Securities Exchange Act of 1934. 1. Under Sarbanes-Oxley, list the three occasions that a reviewer would have to...

Q:

3) Calculate the velocity of longitudinal waves in a thin aluminum bar. E = 7.0 1010 N / m and rho = 2.7 103 kg / m An analog formula for the phase velocity applies to three-dimensional longitudinal...

Q:

1. Design a DFA over the alphabet E= {0, 1} that will recognize the language L(A) = {ww has both an even number of 0's and and even number of 1's } 2. For cach casc below, design a DFA A over the...

Q:

What are the limitations of using fiscal, monetary and supply-side policies to control economic activity?

Q:

a. Financial statements should aid the user of the statements in making decisions. In your opinion, would the user of the statements be aided if there were a distinction between financial reporting...