1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Natural definition for variance?

  1. Feb 20, 2012 #1
    1. The problem statement, all variables and given/known data

    I'm trying to find a natural definition for V[X|Y], but I'm not sure what a natural definition is. Any help?
     
  2. jcsd
  3. Feb 20, 2012 #2

    kai_sikorski

    User Avatar
    Gold Member

    This already has a definition. It's the second moment of X where you integrate against the pdf condition on Y. I guess I'm confused about your question.
     
  4. Feb 20, 2012 #3

    kai_sikorski

    User Avatar
    Gold Member

    Actually I'm assuming that you're asking about V[X|Y = y] which is just a deterministic value. The way you wrote it V[X|Y] would actually be a random variable itself. Look at the second bullet here:

    http://en.wikipedia.org/wiki/Conditional_expectation#Discussion
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Natural definition for variance?
  1. Conditional Variances (Replies: 4)

  2. Variance Question (Replies: 23)

Loading...