無條件方差:條件方差是什麼意思[朗讀]

dy=ey^2-(ey)^2de[y|f]=e(e[y|f])^2-(ey)^2dy-de[y|f]=ey^2-e(e[y|f])^2條件方差e[y-e[y|f]]^2=e[y^2-2ye[y|f]+(e[y|f])^2]=ey^2-2e[ye[y|f]+(e[y|f])^2=ey^2-2ee[[ye[y|f]|f]+(e[y|f])^2=ey^2-2(e[y|f])^2+(e[y|f])^2=ey^2-(e[y|f])^2所以dy-de[y|f]=e(y-e[y|f])^2dy=e(y-e[y|f])^2+de[y|f]。