For random variables X and Y. What is Var(X+Y) in

Humberto Winters

Humberto Winters

Answered question

2022-02-13

For random variables X and Y. What is Var(X+Y) in terms of Var(X) and Var(Y)?

Answer & Explanation

sazrelomi0s

sazrelomi0s

Beginner2022-02-14Added 13 answers

Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y)
Explanation:
Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y)
You can write
Var(X+Y)=Var(X)+Var(Y)
Only if Cov(X,Y)=0

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