Timeline for Does the variance of a sum equal the sum of the variances?
Current License: CC BY-SA 3.0
12 events
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May 31, 2022 at 11:53 | history | edited | whuber♦ |
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May 31, 2022 at 9:24 | answer | added | Fabio Carfora | timeline score: 2 | |
May 15, 2016 at 15:18 | answer | added | Omar Haque | timeline score: 19 | |
Jul 17, 2015 at 10:51 | comment | added | Assad Ebrahim | The answers below provide the proof. The intuition can be seen in the simple case var(x+y): if x and y are positively correlated, both will tend to be large/small together, increasing total variation. If they are negatively correlated, they will tend to cancel each other, decreasing total variation. | |
Jun 27, 2012 at 19:34 | history | tweeted | twitter.com/#!/StackStats/status/218064768597106691 | ||
Jun 27, 2012 at 17:44 | vote | accept | Abe | ||
Jun 27, 2012 at 2:30 | history | edited | Macro |
deleted estimation tag.
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Jun 26, 2012 at 23:25 | history | edited | cardinal | CC BY-SA 3.0 |
added 44 characters in body; edited title
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Jun 26, 2012 at 22:59 | answer | added | Douglas Zare | timeline score: 61 | |
Jun 26, 2012 at 22:51 | answer | added | Macro | timeline score: 161 | |
Jun 26, 2012 at 22:45 | answer | added | Abe | timeline score: 13 | |
Jun 26, 2012 at 22:44 | history | asked | Abe | CC BY-SA 3.0 |