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What is the variance of z=2x+3y, in terms of the variances of x and y?

1 Answer

Oct 19, 2015

V(z) = V(2x + 3y) = #2^2# #xx# V(x) + #3^2# #xx# V(y) = 4V(x) + 9V(y)

Explanation:

V[ax + by] = #a^2# V(x)+ #b^2# V(y) is the formula employed.

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