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Variance additivity for independent random variables
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Expected value
Variance
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For independent square-integrable random variables,
Var
(
∑
i
X
i
)
=
∑
i
Var
(
X
i
)
.
(87)
Ancestors
(7)
Variance
Expected value
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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