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estimated_standard_deviation [2017/12/11 09:41]
hkimscil
estimated_standard_deviation [2019/10/19 04:35] (current)
hkimscil
Line 118: Line 118:
 $$ $$
 \begin{align*} ​ \begin{align*} ​
- Var [X + Y] & =  E[(X^2 + 2XY + Y^2)] - (a^2 2ab - b^2) \\+ Var [X + Y] & =  E[(X^2 + 2XY + Y^2)] - (a^2 2ab - b^2) \\
  & = E[X^2] - a^2 + E[Y^2] - b^2 \\  & = E[X^2] - a^2 + E[Y^2] - b^2 \\
  & = Var[X] + Var[Y] ​  & = Var[X] + Var[Y] ​
estimated_standard_deviation.txt · Last modified: 2019/10/19 04:35 by hkimscil