Mean-to-variance ratio for a nested uniform draw
Question
First is drawn uniformly from . Given , a second number is drawn uniformly from . Compute as a fraction in lowest terms.
Short answer
. Since , we get . By the law of total variance, , so the ratio is .
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Open the worked solutionLessons behind this question
- Conditional Expectation and Variance Revisited
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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