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Nat2105 [25]
3 years ago
7

Suppose that X1 and X2 are independent random variables each with a mean μ and a variance σ^2. Compute the mean and variance of

Y = 3X1 + X2.
Mathematics
1 answer:
Deffense [45]3 years ago
5 0

Mean:

E[Y] = E[3X₁ + X₂]

E[Y] = 3 E[X₁] + E[X₂]

E[Y] = 3µ + µ

E[Y] = 4µ

Variance:

Var[Y] = Var[3X₁ + X₂]

Var[Y] = 3² Var[X₁] + 2 Covar[X₁, X₂] + 1² Var[X₂]

(the covariance is 0 since X₁ and X₂ are independent)

Var[Y] = 9 Var[X₁] + Var[X₂]

Var[Y] = 9σ² + σ²

Var[Y] = 10σ²

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