Actuarial Discussion Forum - Professional Discussions for Professional Actuaries

Actuarial Jobs from Actuary.com    Submit Your Actuarial Resume Anonymously
Other Insurance Jobs    Other Financial Jobs    Other Health Jobs    Other IT Jobs    Other Jobs, Careers and Employment    Actuarial News
Directory of Actuarial Exam Study Courses - Online    Directory of Actuarial Exam Study Materials    Directory of Actuarial Exam Study Seminars - Live
Directory of Actuarial Recruiters    Directory of Actuarial Schools    Actuarial Grads Network    Actuary.com 



D.W. Simpson & Co, Inc. - Worldwide Actuarial Jobs
Life Jobs 
Health Jobs Pension Jobs Casualty Jobs Salary Apply
Pauline Reimer, ASA, MAAA - Pryor Associates
Nat'l/Int'l Actuarial Openings: Life P&C Health Pensions Finance
ACTEX Publications and MadRiver Books
Serving students worldwide for over 40 years
Advertise Here - Reach Actuarial Professionals
Advertising Information
Actuarial Careers, Inc.® - Actuarial Jobs Worldwide
Search positions by geographic region, specialization, or salary
Ezra Penland Actuarial Recruiters - Top Actuarial Jobs
Salary Surveys  Apply Online   Bios   Casualty   Health   Life   Pension

+ Reply to Thread
Results 1 to 2 of 2

Thread: Concept of conditional variance

  1. #1
    Actuary.com - Level II Poster
    Join Date
    Dec 2007
    Posts
    46

    Concept of conditional variance

    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

  2. #2
    Actuary.com - Level II Poster lee_onion's Avatar
    Join Date
    Dec 2007
    Posts
    30
    I think E(A|B) = E(A and B) / P(B)
    and Var(A|B) = V(A and B) / P(B) = E(A^2|B) - (E(A|B))^2;

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

     

Similar Threads

  1. about expectation and variance
    By Jolin in forum SOA Exam P / CAS Exam 1 - Probability - with practice exam problems
    Replies: 3
    Last Post: November 15th 2007, 07:06 PM
  2. A variance problem
    By magic448 in forum SOA Exam P / CAS Exam 1 - Probability - with practice exam problems
    Replies: 5
    Last Post: July 31st 2007, 05:56 PM
  3. Expectation of Variance
    By ask_timothy in forum SOA Exam P / CAS Exam 1 - Probability - with practice exam problems
    Replies: 1
    Last Post: March 30th 2007, 02:54 PM
  4. minimum variance question
    By Thomas H in forum SOA Exam MLC - Actuarial Models, Life Contingencies - with practice exam problems
    Replies: 2
    Last Post: March 7th 2007, 06:48 PM
  5. Question on conditional probability
    By Darin in forum SOA Exam P / CAS Exam 1 - Probability - with practice exam problems
    Replies: 5
    Last Post: January 24th 2007, 06:24 AM

Bookmarks - Share

Bookmarks - Share

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts