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11 Dec 2019
The conditional Covariance Formula. The conditional convenience of X and y, given Z, is defined by
![](https://s3.amazonaws.com/prealliance-textbook-qa.oneclass.com/qa_images/homework_help/question/qa_images/765417047055923/question/0.png?img=900646a18fe48190552305fb7fb2acb9)
(a) Show that
![](https://s3.amazonaws.com/prealliance-textbook-qa.oneclass.com/qa_images/homework_help/question/qa_images/765417047055923/question/1.png?img=36aea3349b3ae22fcc2caa20e821951d)
(b) Prove the conditional covariance formula
![](https://s3.amazonaws.com/prealliance-textbook-qa.oneclass.com/qa_images/homework_help/question/qa_images/765417047055923/question/2.png?img=69e24f6528969598b19b5116652d1fb0)
(c) Set X=Y in part (b) and obtain the conditional variance formula.
The conditional Covariance Formula. The conditional convenience of X and y, given Z, is defined by
(a) Show that
(b) Prove the conditional covariance formula
(c) Set X=Y in part (b) and obtain the conditional variance formula.
Priyanshu PatelLv10
22 Mar 2021