Show that if X 1 , X 2 ,, X p are independent random variables and Y c 1 X 1 c 2 X 2 c p X p , V (Y ) c 1 2 V (X 1 ) c 2 2 V (X 2 ) c 2 p V 1 (X p ) You may assume that the random variables are continuous

Question: Show that if X 1 , X 2 ,, X p are independent random variables and Y = c 1 X 1 + c 2

Show that if X₁, X₂,…, X_p are independent random variables and Y = c₁X₁ + c₂X₂ + ... + c_pX_p, V (Y ) = c₁²V (X₁) + c²₂V (X₂) +…+ c²_pV¹ (X_p) You may assume that the random variables are continuous.

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