Law of Total Variance for continuous random variable.


New Member
Law of total variance: Var[Y] = E[VAR(Y|X)] + VAR[E(Y|X)]

I need to write the formula for continuous variable, here is what I tried, but the last row is most probably incorrect:

Maybe someone has any suggestions as to how to correctly write the integral sum? Screenshot 2021-02-15 at 15.14.05.png
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