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