CH4 - Q4.2

Discussion in 'CS1' started by Noely, Oct 22, 2019.

  1. Noely

    Noely Keen member

    Hi All,

    Sorry this might be a very silly question, but I was working through question 4.2 of the material for CS1 and can't figure out where the following happens:

    var = var[E(U|V)] + E[var(U|V)] = var[1/2*V] + E[1/12*V^2]
    var = 1/4*var[V] + 1/12*E[V^2]

    I can't seem to figure out how the 1/4 comes about?
     
  2. mugono

    mugono Ton up Member

    Hi

    It comes from the following:

    Var(aX) = a^2 Var(X)

    where X is a random variable and ‘a’ is a constant.

    Therefore 0.5x0.5 = 0.25.
     
    Hetty and John Lee like this.

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