Introduction to Probability
4d. Conditional variance
4. Expectation and variance
Conditional variance as a random variable.
[Si] "Expected value" : Sect 5 "Conditional expected value" : Item
"Conditional variance"
.
[BT]
: Sect 4.3 "Conditional expectation as a random variable" : Item "The conditional variance" (p. 22).
Least squares: the best nonlinear predictor.
[Si] "Expected value" : Sect 5 "Conditional expected value" : Item
"The best predictor"
.
[BT]
: Sect 4.6 "Least squares estimation".
Decomposition of variance (law of conditional variances).
[Si] "Expected value" : Sect 5 "Conditional expected value" : Item
"Conditional variance"
.
[BT]
: Sect 4.3 "Conditional expectation as a random variable" : Item "The conditional variance" (p. 22).
Mixtures.
[Si] "Expected value" : Sect 5 "Conditional expected value" : Item
"Mixtures"
.
Sum of a random number of independent random variables.
[Si] "Expected value" : Sect 5 "Conditional expected value" : Item
"Random sums of random variables"
.
[BT]
: Sect 4.4 "Sum of a random number of independent random variables".
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