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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Geometry
Authors: David A Brannan, Matthew F Esplen, Jeremy J Gray
2nd Edition
1139200658, 9781139200653
