Law of total variance
In probability theory, the law of total variance or variance decomposition formula or conditional variance formulas or law of iterated variances also known as Eve's law, states that if
Law of total variance - Wikipedia Jump to content From Wikipedia, the free encyclopedia Theorem in probability theory The law of total variance is a fundamental result in probability theory that expresses the variance of a random variable Y in terms of its conditional variances and conditional means given another random variable X . Informally, it states that the overall variability of Y can be split into an “unexplained” component (the average of within-group variances) and an “explained” component (the variance of group means). Formally, if X and Y are random variables on the same probabilit
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