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Lecture 34
Conditional variance
Sums of discrete random variables
Sums via moment generating functions
Convolution formula for densities
Examples
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Conditional variance
· X and Y are either discrete or continuous.
· µX = E(X), 2
X = V ar(X)
· µY = E(Y ), 2

Source: Adler, Robert J. - Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology

Collections: Mathematics; Engineering