$\newcommand{\E}{\operatorname{\mathbb E}}$ $\newcommand{\Var}{\operatorname{\mathbb Var}}$ If $\E[X] = {^1\!/\!_3}(\E[X\mid Y=1] + \E[X\mid Y=2] + \E[X\mid Y=3]) = 10$
Where $\E[X|Y=1] = 2,\; \E[X|Y=2] = 3+\E[X],\; \E[X|Y=3] = 5+\E[X]$
is $\E[X^2|Y=1] = 4,\; \E[X^2|Y=2] = 9 + 6\E[X] + 6\E[X^2],$ and so on?
This is to find the $\Var(X)$.
where $\Var(X) = \E[X^2] - (\E[X])^2$
Question: How do you find the Variance of this given that $\E[X] = 10$?
This looks like the well-known prisoner is trapped in a cell with 3 doors.
$$E(X^2)=E(2^2)1/3+E[(3+X)^2]1/3+E[(5+X)^2]1/3 $$ Expand the terms, take expectation term-by-term, use $E(X)=10$ and solve for $E(X^2).$