Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that

(i)	$X, Y : \Omega \to \mathbb{R}$ are each a D3161: Random real number on $P$
(ii)	\begin{equation} \mathbb{E} |X|^2 < \infty \end{equation}

Then \begin{equation} \text{Var} X = \mathbb{E}(\text{Var}(X \mid Y)) + \text{Var}(\mathbb{E}(X \mid Y)) \end{equation}