Talk:Law of total covariance

Latest comment: 1 year ago by PolyconvexPoster in topic Missing E-Operator

ECCE? edit

This page uses the acronym(?) "ECCE" without saying what it stands for. What does it stand for? Nathaniel Virgo (talk) 05:24, 23 February 2018 (UTC)Reply

Wild guess: Expectation of the Covariance plus Covariance of the Expectations. Dk657 (talk) 19:44, 9 October 2018 (UTC)Reply

Missing E-Operator edit

There is an averging operator missing in the second term on the RHS, is it not?

E[cov(E[X | Z], E[Y | Z])] instead of simply cov(E[X | Z], E[Y | Z]), which is still a function in Z. PolyconvexPoster (talk) 23:09, 21 February 2023 (UTC)Reply