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BONUS: Write the definition of the following terms (using basic definitions): E[X|Y], Var [X |Y], E[Var(X|Y)], Var(EX|Y]). We saw the law of iterated expectations in

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BONUS: Write the definition of the following terms (using basic definitions): E[X|Y], Var [X |Y], E[Var(X|Y)], Var(EX|Y]). We saw the law of iterated expectations in class: EX] = EEXY]] . Now prove that Var(X) = E[Var(X|Y)] + Var (E[X|Y])

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