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Thread: Conditional Distribution Expectation of E[Y^2]

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    Conditional Distribution Expectation of E[Y^2]




    I understand that with the Conditional Distribution Expectation of E[Y], it's E(E[Y | X]).

    How about E[Y^2]? Is the correct formula E(E[Y^2 | X])?

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    Re: Conditional Distribution Expectation of E[Y^2]


    Yes you can apply the same double expectation formula
    because Y^2 is just another random variable

    Of course it would be useful only when you have some advantage in
    computing E[Y^2|X]

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