Suppose X1 ~ Binomial(n = 15; p = 1=3) and X2 ~ Poisson(lambda = 4) and X1 and X2 are independent. Let Y = 3X1 + 4X2.
Then E[Y] = 3E[X1] + 4E[X2]. But Var(Y) = E(Y^2)- E(Y)^2. How do I find E(Y^2)?
Instead, I recommend that you try this:
Of course, if are independent, the covariance term goes to zero.
So for independent variables ,
Since are given as respectively, simply recall the variance expressions for a binomial and Poisson distribution.