How Do You Calculate Var(X) in a Conditional Variance Problem?

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Homework Help Overview

The discussion revolves around calculating the variance of a random variable X in the context of conditional variance, utilizing a discrete probability distribution. Participants are exploring the relationships between expected values and variances conditioned on another variable Y.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants are attempting to calculate Var(X) using the conditional variance formula and are discussing the calculation of expected values and variances conditioned on Y. There are questions about the correctness of previous calculations and the need for conditional probability mass functions.

Discussion Status

The discussion is ongoing, with participants providing different approaches to calculating the variance. Some have suggested alternative methods for finding E[X^2] and have raised questions about the accuracy of earlier results. There is no explicit consensus on the correct values or methods yet.

Contextual Notes

There are indications of potential mistakes in calculations and confusion regarding notation and the interpretation of the probability distribution table. Participants are also considering the implications of conditional probabilities on their calculations.

grimster
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the discrete prob distribution

X/Y - G - D
0 - 0,1 - 0,15
1 - 0,1 - 0,3
2 - 0,05 - 0,3


this is what i have so far:
E[X|Y=D]=0,2
E[X|Y=g]=0,9
E[X]=0,725
E[X^2|Y=D]=0,3
E[X^2|Y=G]=1,5
Var(X|Y=G)=0,69
Var(X|Y=D)=0,26


i.e. [X]=0,2*0,25 + 0,9*0,75=0,725

is the previous correct and how do i find Var(X)?
the conditional variance forumal is:
Var(X)=E[Var(X|Y)] + Var(E[X|Y])
 
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:confused: I am not sure but it seems easier to calculate Var[X]= E[X^2]- (E[X])^2
you already have E[X]. you can try to calculate E[X^2] by conditioning on Y.
 
Millie said:
:confused: I am not sure but it seems easier to calculate Var[X]= E[X^2]- (E[X])^2
you already have E[X]. you can try to calculate E[X^2] by conditioning on Y.


how do i do that?

secondly, i think I've might have made a mistake. i think i forgot to calculate the conditional probability mass function.

that would mean distribution, given Y=G) is i.e.
0 - 0,2
1 - 0,4
2 - 04

so then E[X|Y=G]=0,4+0,8=1,2

what is it? 1,2 or 0,9? i think the former 'result' is correct. so forget the other results, these are the corrected(?) ones

E[X|Y=G]=1,2
E[X|Y=D]=0,8
E[X^2|Y=G]=2
E[X^2|Y=D]=1,2
Var(X|Y=G)=0,56
Var(X|Y=D)=0,56
E[X]=1,1

i want to find Var(X)...
 
Your notation is confusing -- at least for me. What does the table
X/Y - G - D
0 - 0,1 - 0,15
1 - 0,1 - 0,3
2 - 0,05 - 0,3
stand for?
 

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