The law of total variance,
a.k.a. variance decomposition formula,
a.k.a. conditional variance formulas,
a.k.a. the law of iterated variances,
a.k.a. Eve's law

Var(Y) = E(Var(Y|X)) + Var(E(Y|X))

Follow

The law of total covariance,
a.k.a. the covariance decomposition formula,
a.k.a. the conditional covariance formula

Cov(Y,Z) = E[Cov(Y,Z|X)] + Cov[E(Y|X), E(Z|X)]

· · Web · 0 · 0 · 0
Sign in to participate in the conversation
Mathstodon

The social network of the future: No ads, no corporate surveillance, ethical design, and decentralization! Own your data with Mastodon!