Comments on: Variance of the sum of independent random variables

By: R. Alizarin

R. Alizarin — Thu, 04 Feb 2010 20:58:04 +0000

I googled for “variance sum random variable proof” and your page came up as the top result. Thanks for this (:

By: eliben

eliben — Mon, 25 Jan 2010 03:46:38 +0000

@Mario, thanks for the correction. Typo fixed.

By: Mario Rodriguez

Mario Rodriguez — Sun, 24 Jan 2010 22:13:11 +0000

Hello, great job on doing this. I really think a link or part of this should be added to the wikipedia page.

Just a correction: Under the subtitle “Linear function of a random variable” you state that Var[Y] = a^2 * E[X] which is wrong. I worked it out and it should be Var[Y] = a^2 * Var[X], and confirmed the same result in the wikipedia entrance of Variance.

I will definitely link this page from the “useful links” of my probabilistic learning class.

By: John Bechhoefer

John Bechhoefer — Sat, 17 Oct 2009 23:25:51 +0000

Thanks, too. This would be nice to link to the wikipedia variance article, as a reference for the Bienaymé formula.

By: Ramon

Ramon — Thu, 10 Sep 2009 15:48:00 +0000

Thank you very much for the proof, I was looking for it.

Just a little typo, there is a missing ( in the equation after ‘From this we can also obtain’