Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Var( ∑AiYi)

  1. Apr 18, 2006 #1
    Var( ∑AiYi)= ∑(Ai^2) Var(Yi)
    Could you show why?
    Thank you
     
  2. jcsd
  3. Apr 19, 2006 #2

    mathman

    User Avatar
    Science Advisor

    Your equation includes an assumption that the Y's are independent random variables. In this case, you only need to show it for one variable, i.e. var(AX)=A2var(X). This then can be shown by using the definition of var in terms of first and second moments.
     
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook