Question

Explain the rules 3 and 4 in sum of several random variables.

Random variables
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asked 2021-01-13
Explain the rules 3 and 4 in sum of several random variables.

Answers (1)

2021-01-14

Sums of Random Variables:
Rule 3: \(\mu_{x+y} = \mu_{x} + \mu_{y}\)
The rule 3 represents the mean values of the two random variables X and Ycan be added.
Rule 2: \(\sigma_{x+y}=\sqrt{\sigma_{x}^{2}+\sigma_{y}^{2}}\)
The rule 4 represents the standard deviation value of the random variable X+Y of the two random variables X and Y, the variance of the variables XYand Ycan be added if the variables are independent.

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