Suppose that y and z are independent random variables, with variances o? and 02. (a) Show...

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Suppose that y and z are independent random variables, with variances o? and 02. (a) Show that the variance of y + z is the sum of the variances 0²+2 = 0² +0². y+a (3.35) (In general, the variance of the sum is the sum of the vari- ances for independent random variables ₁,2,,n.) (b) Suppose F (1,2,,n) where the probability distribution F has expectation and variance o2. Show - that has expectation and variance o2/n. Suppose that y and z are independent random variables, with variances o? and 02. (a) Show that the variance of y + z is the sum of the variances 0²+2 = 0² +0². y+a (3.35) (In general, the variance of the sum is the sum of the vari- ances for independent random variables ₁,2,,n.) (b) Suppose F (1,2,,n) where the probability distribution F has expectation and variance o2. Show - that has expectation and variance o2/n.

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To show that the variance of y z is the sum of the variances 2 yz 2 y 2 z we use the foll... View the full answer