Suppose the random variables X(adsbygoogle = window.adsbygoogle || []).push({}); _{i}'s areindependent,

then is it always true that Var(X_1 + X_2 + X_3 +...) = Var(X_1) + Var(X_2) + Var(X_3)+...?

Note that I'm talking about the case of

∞

Σ X_i

i=1

I'm sure it's true for finite series, but how aboutinfiniteseries?

I tried searching the internet, but can't find anything...

Any help is appreciated!

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# Var(X1 + X2 + ) = Var(X_1) + Var(X_2) + ?

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