Recall that Var(aX + b) = a2Var(X) and Var(X1 + X2) = Var(X1) + Var(X1) if the
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Var(aX + b) = a2Var(X)
and
Var(X1 + X2) = Var(X1) + Var(X1)
if the random variables X1 and X2 are independent. Use these results to show that
Var(a1X1 + ... + anXn + b)
= a12Var(X1) + ... + an2Var(Xn)
if the random variables Xi are independent.
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Related Book For
Probability And Statistics For Engineers And Scientists
ISBN: 9780495107576
3rd Edition
Authors: Anthony Hayter
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