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The Variance of the Sum of Correlated Variables May Be Zero!

Note that these results need not hold if X and Y are not independent, are correlated. As an instructive example, note that it is possible to design an experiment where X and Y are distributed with significant variances as in Figures 9a-b,

but where there is no variance in their sum whatsoever, ()!

An example of an apparatus generating these results would be a random number pair generator than just generates an internal random number Z with a significant variance but then reports to its two outputs X=-Z and Y=Z. (See Figure 10.)

While X and Y will have the same spread in their distributions as Z, the sum X+Y will always be exactly zero and exhibit no spread at all. This is related to the observation that while there is a spread when measuring the momentum p or the position r of the electron in the ground state of a hydrogen atom, measuring the energy , always gives precisely the same result of .



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