commit 364e2a5f6eddf7fb85af5942034d4c33f69bfd05 parent 2365f9ca67df8ac20649e57ba3996b0fd1c0dbe9 Author: Andrew <andrewlaack1@gmail.com> Date: Mon, 5 Aug 2024 11:52:30 -0500 Took notes on stats Diffstat:
| M | IteratedExpectations.md | | | 4 | ++++ |
1 file changed, 4 insertions(+), 0 deletions(-)
diff --git a/IteratedExpectations.md b/IteratedExpectations.md @@ -6,3 +6,7 @@ L12 ## Notes **Definition:** The law of iterated expectations states the expected value of a conditional expectation is the unconditional expectation. + +Simply, this means that when finding the expectationt of some random variable we can sum the weighted expectation for its base components. + +Let's say we have a PDF that is 1/3 from 0-1 is height and 1-2 has a height of 2/3. We can then find the expectation of the first component (0-1) and multiply it by the probability of the grouping (1/3) and then sum this with all other components in the same manner to find the unconditional probability.