Covariance of X and Y, Cov(X,Y), measures spread of Y joint variability of X and Y centrality of X Question 2 1 pts When X and Y are NOT independent, then the var(X+Y) equals: var(X) + var(Y) var(X) * var(Y) var(X) + var(Y) + 2cov(X,Y)
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The variance of the sum of two random variables X and Y is given by: $$var(X+Y) = var(X) + var(Y) + 2cov(X,Y)$$ If X and Y are independent, then cov(X,Y) = 0, and var(X+Y) = var(X) + var(Y). Show more…
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