Let X1∼Uniform{0,1}. Given X1, let X2=X1+B1 where B1∼Bernoulli(1/2) independent of X1. Given X2, let X3=X2+B2 where B2∼Bernoulli(1/2) independent of everything else.
(a) Using the tower property E[X3∣X1]=E[E[X3∣X2]∣X1], find E[X3∣X1] and E[X3].
(b) Using Eve's law, find Var(X3).