Talk:Law of total variance

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WikiProject Mathematics (Rated B-class, High-importance)
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 Field: Probability and statistics

Error in formula[edit]

I think there is an error in the formula:

\operatorname{Var}[Y\mid X_1]=\operatorname{E}(\operatorname{Var}[Y\mid X_1,X_2]\mid X_1)+\operatorname{Var}(\operatorname{E}[Y\mid X_1,X_2]\mid X_1).\,

It should read:

\operatorname{Var}[Y\mid X_1]=\operatorname{E}(\operatorname{Var}[Y\mid X_1,X_2]\mid X_2)+\operatorname{Var}(\operatorname{E}[Y\mid X_1,X_2]\mid X_2).\, — Preceding unsigned comment added by 163.1.211.98 (talk) 16:05, 27 May 2013 (UTC)