Show that, if X1,..., Xn are independent random variables, and a1,..., an are constants, then Var(a X1

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Show that, if X1,..., Xn are independent random variables, and a1,..., an are constants, then

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Introduction to Probability

ISBN: 978-0716771098

1st edition

Authors: Mark Daniel Ward, Ellen Gundlach

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Question Posted: Mar 14, 2016 06:42 AM

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Show that, if X1,..., Xn are independent random variables, and a1,..., an are constants, then Var(a X1

Question:

Var(aı X1 + + an Xn) = af Var(X1) ++a, Var(Xn).

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To conclude I can say that ...View the full answer

Introduction to Probability

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