SherlockBenedict
Member level 4

I want to summarize certain things in probability that are useful for communication. I would just like to know if they are correct-
Var(a+b) = Var(a) + Var(b) + 2 R(ab) where R() indicates correlation
given that two Z= X+ Y
mean square value of Z= Mean square value of (X + Y)
and
mean square value of Z = Mean square value of X + Mean square value of Y if X and Y are uncorrelated
Are these correct?
Var(a+b) = Var(a) + Var(b) + 2 R(ab) where R() indicates correlation
given that two Z= X+ Y
mean square value of Z= Mean square value of (X + Y)
and
mean square value of Z = Mean square value of X + Mean square value of Y if X and Y are uncorrelated
Are these correct?
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