Using (2.18), show that if X and Y are independent real-valued random variables, then the variance of
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Using (2.18), show that if X and Y are independent real-valued random variables, then the variance of the product is var(XY ) = κ
2 10κ02 + κ
2 01κ20 + κ20κ02.
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Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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