Law of total covariance
id:
law-of-total-covariance-256-16701469
title:
Law of total covariance
text:
In probability theory, the law of total covariance, covariance decomposition formula, or conditional covariance formula states that if X, Y, and Z are random variables on the same probability space, and the covariance of X and Y is finite, then The nomenclature in this article's title parallels the phrase law of total variance. Some writers on probability call this the "conditional covariance formula" or use other names. Note: The conditional expected values E( X | Z ) and E( Y | Z ) are random
brand slug:
wiki
category slug:
encyclopedia
description:
Formula in probability theory
original url:
https://en.wikipedia.org/wiki/Law_of_total_covariance
date created:
date modified:
2024-04-26T16:13:49Z
main entity:
{"identifier":"Q6503511","url":"https://www.wikidata.org/entity/Q6503511"}
image:
fields total:
13
integrity:
14