Law of total variance
For square-integrable X, Var(X)=E[Var(X|Y)]+Var(E[X|Y]).
Key knowledge
For square-integrable X, Var(X)=E[Var(X|Y)]+Var(E[X|Y]). The terms separate average within-condition variation from variation of the conditional mean.
Conditions and scope
- Use one joint distribution and finite second moment.
- Averaging conditional variances alone omits the second term.
Sources · 1
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Section 4.3 law of total variance and conditional-variance properties.
2026-10-10 · Independent AI editorial review: All241 compact claims, hypotheses, displayed equations/conventions and all596 origin semantic links read; entire241-entry author exact-source inspection matrix and declared limitations reviewed. Prior105 actual inherited Mathematics/Information records read for whole-inventory breadth. Targeted independent primary sections are listed below; this does NOT claim every cited source body or every proof was independently re-read. This is AI reference-content review, not human disciplinary certification, exhaustive textbook reproduction or experimental replication. Receipt: mathematics-information-independent-content-review.1.
Entry details
Permanent link to this entry ↗- Record identity
- math-law-total-variance
- Revision
- university-core.1
- Structured reference record
- University core expansion