can anybody help solve this please
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Hello, Originally Posted by arslan can anybody help solve this please For any rv X and Y, $\displaystyle \mathbb{E}(X+Y)=\mathbb{E}(X)+\mathbb{E}(Y)$ For any independent rv X and Y, $\displaystyle \text{Var}(X+Y)=\text{Var}(X)+\text{Var}(Y)$
Originally Posted by Moo Hello, For any rv X and Y, $\displaystyle \mathbb{E}(X+Y)=\mathbb{E}(X)+\mathbb{E}(Y)$ For any independent rv X and Y, $\displaystyle \text{Var}(X+Y)=\text{Var}(X)+\text{Var}(Y)$ how???
Originally Posted by arslan how??? E(X + Y) = E(X) + E(Y) is easily proved from the definition of expected value. For the proof of Var(X + Y) = Var(X) + Var(Y), read this: Variance of the Sum of Two Independent Random Variables
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