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Variance of the Sum of Two Independent Random Variables

Our main result for variances now follows directly,

The fact that the variances of independent variables add algebraically gives us a nice mnemonic for the addition of standard deviations. Because variances, the square of standard deviations add algebraically, the standard deviations add geometrically like the sides of a right triangle.



Prof. Tomas Alberto Arias
Wed Oct 11 13:59:29 EDT 1995