statistics question regard to variance.?

2011-01-23 11:52 pm
if x and y are independent, then it would be "radical variance x + variance y,"
but what if the x and y are not independent?
how do we find their variance?
THANKS

回答 (1)

2011-01-24 5:34 pm
✔ 最佳答案
I do not understand what 'it' refers to.
Did you mean VAR(X+Y)?
If x and y are independent, then VAR(X+Y) = VAR(X)+VAR(Y)
Otherwise, it is VAR(X)+VAR(Y)+2COV(X,Y)


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