Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2014/discrete-mathematics-continuous-mathematics-and-probability/8/b/iii/solution

Put . Given , its conditional expected value is and its conditional variance is , since is then fixed. The law of total expectation and law of total variance give
The two scores are dependent: the law of total covariance gives . Adding their two variances without that covariance term would give an incorrect total.

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