thtang
February 20th 2008, 01:18 AM
I would like to confirm if conditional expectation and conditional variance is similiar to conditional probability.
conditional probability example
P(A|B) = P(A and B) / P(B)
then is it true that
E[A|B] = E[A and B] / E[B]
and
Var[A|B] = Var[A and B] / Var[B] or E[A^2 | B] - (E[A|B])^2
?
Thanks
conditional probability example
P(A|B) = P(A and B) / P(B)
then is it true that
E[A|B] = E[A and B] / E[B]
and
Var[A|B] = Var[A and B] / Var[B] or E[A^2 | B] - (E[A|B])^2
?
Thanks