Linked Questions
20 questions linked to/from Does the variance of a sum equal the sum of the variances?
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Substracting two normal distributions [duplicate]
I was wondering if we have two normal distributions of X,Y~N(0,1), why is then X-2Y~N(0,5)? I understand the mean of the X-2Y distribution, but why is the variance 5?
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ARMA(2,1) Solution and Variance [duplicate]
I have an ARMA(2,1) model of the following form,
$$y_t=a_1y_{t-1}+a_2y_{t-2}+\epsilon_t+b_1\epsilon_{t-1}$$
Re-arranging and using lag operators:
$$(1-a_1L-a_2L^2)y_t=(1+b_1L)\epsilon_t$$
solving for $...
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Variance of an estimator [duplicate]
I have tried to proof the variance of this estimator.
Is this right?
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Computing SD for function of two RV's in R gives wrong results [duplicate]
I have 2 random variables, all independant, discrete and uniform
I want to compute standard deviation for Z = X - Y
Here is the R code:
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102
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How to 'sum' a standard deviation?
I have a monthly average for a value and a standard deviation corresponding to that average. I am now computing the annual average as the sum of monthly averages, how can I represent the standard ...
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Why is the variance of $X-Y$ equal to the sum of the variances when $X,Y$ are independent?
I have one question about this. I know that if we have $\mathrm{X}_1,\mathrm{X}_2,\ldots,\mathrm{X}_n$ independent and normally distributed random variables, then the sum $\mathrm{X}_1+\mathrm{X}_2+\...
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How to add up partial confidence intervals to create a total confidence interval?
I have a response variable that obtains different confidence intervals (CI) when calculated with different explanatory variables. I want to add up all values of the response variable and create a CI ...
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Explanation for Additive Property of Variance?
I'm wondering why variance has additive property, as opposed to why this property doesn't extend to standard deviation? Additive property is defined as:
Var(A+B) = Var(A) + Var(B)
I imagine this as ...
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How to combine standard errors for correlated variables
What is the formula for calculating the standard error of a quantity (A) that is the ratio of 2 quantities (A = B/C) if B and C are correlated?
According to page 2 of http://www.met.rdg.ac.uk/~...
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How do I relate the std deviation of the step size, to the stdev of the endpoint of a brownian motion, if the step sizes are multiplied by a function
I know that if I take take a brownian motion of, say, 30 steps of standard deviation 1, then the standard deviation of my endpoint will be sqrt(30). But what if the standard deviation of the 30 steps ...
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Partitioning explained variance to fixed effects by comparing r squared (R2) between linear mixed models
Lets say I have 2 linear mixed models. One is simply a subset of the other.
The first contains terms for 2 fixed effects and a random intercept. One of the fixed effects, "x1" I know, a priori, ...
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4
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Creating Correlations
I have three variables, A, B, and C. It seems obvious that if X = A-B and Y = C-B that there should be a correlation between X and Y. When I've done this in matlab with random numbers, this seems to ...
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Variance of a sum of functions of random variable
I'm trying to prove
$$ \mathrm{Var}\left(\sum\limits_{i=1}^n{g(X_i)}\right) = n(Var(g(X_1))) $$
where $X_1...X_n$ are IID variables.
I have been trying to use proof for a similar question - https://...
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Variance of a Sum
I've got the following random variable for which I must find the expected value and variance:
$X_h =\sum_{i=1}^{15} X_i$
Where $X_i$ is a random variable of the set $s = \{0, 1, 3\}$, corresponding to ...
user78768
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Sample standard deviation or population standard deviation
I'm running an A/B testing in a website and I'm capturing the number of clicks in a given area of a page.
I am calculating the average of clicks per user's session and its standard deviation. The ...
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