Closed aycannon closed 9 months ago
Var(X + Y) = Var(X) + Var(Y) + 2cov(X,Y)
In the solutions, this is written as var(X) + var(Y) + cov(X,Y). The working out is obviously correct, but the initial identity is incorrect.
Thanks! Should be fixed now!
Var(X + Y) = Var(X) + Var(Y) + 2cov(X,Y)
In the solutions, this is written as var(X) + var(Y) + cov(X,Y). The working out is obviously correct, but the initial identity is incorrect.