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Let X, Y be two random variables. Verify that Var(X + Y) Let X, Y be two random variables. Verify that Var(X + Y) Var(X)

Let X, Y be two random variables. Verify that Var(X + Y)

Let X, Y be two random variables. Verify that Var(X + Y) Var(X) + Var(Y) is not true in general, while SD(X + Y) SD(X) + SD(Y) is always true.

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