For random variables X and Y. What is "Var"(X+Y) in terms of "Var"(X) and Var(Y)?
1 Answer
Oct 29, 2015
Explanation:
Note that
"Var"(X+Y) = Var (X) + Var (Y) + 2"Cov" (X,Y)
You can write
"Var"(X+Y) = Var (X) + Var (Y)
Only if