I was hoping someone can show me the proof for

V(y1-Y2) = V(y1)+V(y2)- 2 Cov(Y1,Y2)

or

V(y1+Y2) = V(y1)+V(y2)+ 2 Cov(Y1,Y2)

I understand the proof for V(y1+Y2) = V(y1) + V(Y2) for independent but im having trouble inferring for the dependent.

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- April 25th 2009, 02:01 PMChowder610Dependent Variance ?
I was hoping someone can show me the proof for

V(y1-Y2) = V(y1)+V(y2)- 2 Cov(Y1,Y2)

or

V(y1+Y2) = V(y1)+V(y2)+ 2 Cov(Y1,Y2)

I understand the proof for V(y1+Y2) = V(y1) + V(Y2) for independent but im having trouble inferring for the dependent. - April 26th 2009, 01:00 AMCaptainBlack
- April 27th 2009, 06:33 AMChowder610
Thank you