102k views

### Var(XY), if X and Y are independent random variables [duplicate]

if X and Y are independent Random variable then what is the variance of XY?
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1 vote
5k views

### How to calculate variance or standard deviation for product of two normal distributions? [duplicate]

For example if I have two multiplied distributions a * b: ...
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2k views

### Define $Var(XY)$ in terms of $E(X)$, $E(Y)$, $Var(X)$, $Var(Y)$ for Independent Random Variables $X$ and $Y$ [duplicate]

I currently know: $$Var(XY)=E(X^2Y^2)−[E(XY)]^2$$ $$=E(X^2)E(Y^2)−[E(X)]^2[E(Y)]^2$$ but I am lost where to go from there. I can vaguely see the the formula $Var(X)=E(X^2)-E(X)^2$ hidden somewhere, ...
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69k views

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### What is $V(X^t)$ for any $t$ when only $E(X)$ and $Var(X)$ are known and $X$ is assumed normal?
Summary I'm trying to calculate $Var(X^t)$ where $t$ is the number of periods using only the following known parameters: $E(X)$ and $Var(X)$. $X$ is a random variable and is the return factor \$(1 + ...