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Conditional Variance equation

  1. Jul 19, 2012 #1
    I am working on studying for a probability exam and I just came across conditional variance, but I can't find anything in my materials for how to solve it.

    If I want to find the conditional variance of Y given that X=x, or Var[Y|X=x], how would I solve it? I am given a continuous distribution function of:

    f(x,y) = 2x, for 0<x<1, x<y<x+1
    otherwise 0.

    How do I set up this question?

    Thanks!
     
  2. jcsd
  3. Jul 20, 2012 #2

    Ray Vickson

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    Science Advisor
    Homework Helper

    Set it up the standard way: first determine the conditional density f(y|X=x).

    RGV
     
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