Combinations of Random Variables

Linear Combinations of Independent VariablesSign up

understand and use the results E(aX + bY) = a E(X) + b E(Y) and, for independent X and Y, Var(aX + bY) = a^2 Var(X) + b^2 Var(Y) · understand that linear combinations of independent normal variables are themselves normally distributed, and use this to find probabilities