A What is the variance of a Gaussian RV

[nikozm]

Hi,

Let y = x + z, where x and z are mutually independent RVs. Also, z is a complex gaussian RV with zero mean and variance sigma^2.

My question is as follows:

For x = y - z, what is the variance of (-z) ?

Any help could be useful.

Thanks in advance.

 

[RPinPA]

var(-z) = var(z). In general var($\alpha z$) = $\alpha^2$var(z). Let $\alpha = -1$