Results 1 to 3 of 3

Thread: Linear Combinations of Variance

  1. August 15th 2010, 02:38 PM #1
    Bushy
    Bushy is offline
    Junior Member
    Joined
    Aug 2009
    Posts
    69

    Linear Combinations of Variance

    Is this true?

    Var(5X_1-3X_2) = 5^2Var(X_1)+(-3)^2Var(X_2)

    or is it

    Var(5X_1-3X_2) = 5^2Var(X_1)-(3)^2Var(X_2)
    Follow Math Help Forum on Facebook and Google+
  2. August 15th 2010, 02:41 PM #2
    SpringFan25
    SpringFan25 is offline
    MHF Contributor
    Joined
    May 2010
    Posts
    1,018
    Thanks
    25
    im afraid its neither unless X1 and X2 are uncorrellated.


    if they are uncorrelated, it would be the first one....i think
    Follow Math Help Forum on Facebook and Google+
  3. August 15th 2010, 06:19 PM #3
    matheagle
    matheagle is offline
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,762
    Thanks
    2
    Var(5X_1-3X_2) = 5^2Var(X_1)+(-3)^2Var(X_2)+2(5)(-3)Cov(X_1,X_2)
    Follow Math Help Forum on Facebook and Google+
« Mean quadratic error | A quick question on probability measure »

Similar Math Help Forum Discussions

  1. How to find the mean and variance of new combinations of old population?
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: November 28th 2011, 04:53 AM
  2. Estimator of variance in linear regression
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: September 24th 2011, 08:55 AM
  3. Linear Combinations
    Posted in the Advanced Algebra Forum
    Replies: 1
    Last Post: October 1st 2010, 03:36 AM
  4. Linear regression: variance of residual
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: September 25th 2009, 09:03 AM
  5. linear combinations
    Posted in the Advanced Algebra Forum
    Replies: 1
    Last Post: March 10th 2009, 06:49 AM

Search Tags


/mathhelpforum @mathhelpforum