properties ofΒ varianceΒ and standard deviation
  • π‘‰π‘Žπ‘Ÿ(𝑋 + π‘Œ) =Β πΆπ‘œπ‘£(𝑋,𝑋) + πΆπ‘œπ‘£(π‘Œ,π‘Œ) + πΆπ‘œπ‘£(𝑋,π‘Œ) + πΆπ‘œπ‘£(π‘Œ,𝑋)
  • π‘‰π‘Žπ‘Ÿ(𝑋 + π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ) +Β 2πΆπ‘œπ‘£(𝑋,π‘Œ)
  • π‘‰π‘Žπ‘Ÿ(𝑋 + π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ) +Β 2πΆπ‘œπ‘Ÿ(𝑋,π‘Œ)𝑠𝑑(𝑋)𝑠𝑑(π‘Œ)
  • π‘‰π‘Žπ‘Ÿ(𝑋 + π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ)Β # when 𝑋 and π‘Œ are uncorrelated
  • π‘‰π‘Žπ‘Ÿ(𝑋 - π‘Œ) =Β πΆπ‘œπ‘£(𝑋,𝑋) + πΆπ‘œπ‘£(π‘Œ,π‘Œ) - πΆπ‘œπ‘£(𝑋,π‘Œ) - πΆπ‘œπ‘£(π‘Œ,𝑋)
  • π‘‰π‘Žπ‘Ÿ(𝑋 - π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ) -Β 2πΆπ‘œπ‘£(𝑋,π‘Œ)
  • π‘‰π‘Žπ‘Ÿ(𝑋 - π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ) -Β 2πΆπ‘œπ‘Ÿ(𝑋,π‘Œ)𝑠𝑑(𝑋)𝑠𝑑(π‘Œ)
  • π‘‰π‘Žπ‘Ÿ(𝑋 - π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ)Β # when 𝑋 and π‘Œ are uncorrelated
  • π‘‰π‘Žπ‘Ÿ(π‘Žπ‘‹) = π‘Ž2π‘‰π‘Žπ‘Ÿ(𝑋)
  • π‘‰π‘Žπ‘Ÿ(𝑐)Β = 0

together:

  • π‘‰π‘Žπ‘Ÿ(π‘Žπ‘‹Β + π‘π‘ŒΒ + 𝑐) =Β π‘Ž2π‘‰π‘Žπ‘Ÿ(𝑋)Β + 𝑏2π‘‰π‘Žπ‘Ÿ(π‘Œ)Β + 2π‘Žπ‘πΆπ‘œπ‘£(𝑋,π‘Œ)

forΒ independent 𝑋 and π‘Œ:

  • π‘‰π‘Žπ‘Ÿ(𝑋 + π‘Œ) =Β π‘‰π‘Žπ‘Ÿ(𝑋) +Β π‘‰π‘Žπ‘Ÿ(π‘Œ) # because πΆπ‘œπ‘£(𝑋,π‘Œ) = 0
  • π‘‰π‘Žπ‘Ÿ(π‘‹π‘Œ) = π‘‰π‘Žπ‘Ÿ(𝑋)π‘‰π‘Žπ‘Ÿ(π‘Œ) + π‘‰π‘Žπ‘Ÿ[𝑋]𝐄[π‘Œ]2Β + π‘‰π‘Žπ‘Ÿ[π‘Œ]𝐄[𝑋]2# see here

for independent {𝑋1, 𝑋2, …, 𝑋𝑛}:

  • Β # see here