Question: Prove, that for independent random variable X1, X2, ..., Xn Var(X1 +X2 +...+Xn)=Var(X1)+Var(X2)+...+Var(Xn), where Var(X) := E(X EX)^2. Use induction, prove for n=2. Give full

Prove, that for independent random variable X1, X2, ..., Xn

Var(X1 +X2 +...+Xn)=Var(X1)+Var(X2)+...+Var(Xn), where Var(X) := E(X EX)^2.

Use induction, prove for n=2.

Give full solution.

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