What is the variance of a Gaussian RV

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  • Thread starter nikozm
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  • #1
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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.
 

Answers and Replies

  • #2
RPinPA
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var(-z) = var(z). In general var(##\alpha z##) = ##\alpha^2##var(z). Let ##\alpha = -1##
 

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