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  3. show that ely2 ieyx21 elyelyxl2 this can be in...

Question: show that ely2 ieyx21 elyelyxl2 this can be in...

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Show that ElY2] IE(YİX)]21 + El(y-ElYXl)2]. This can be in- terpreted as a Pythagorean Theorem for random variables (instead of the one you might be more familiar with for 2-d vectors). Hint: it follows from the Law of Total Variance and the Law of Total Expectation.

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