Law of Total Variance

149. Law of Total Variance

Var (𝑋) = \underset{within-group}{\underset{⏟}{𝔼 [Var (𝑋 | 𝑌)]}} + \underset{between-group}{\underset{⏟}{Var (𝔼 [𝑋 | 𝑌])}}