Dear all,
I have two correlated random variables, X and Y. I know that the variance for aX+bY = (a^2)*var[X]+(b^2)var[Y]+2*a*b*covariance[X,Y]
Is the same principle valid for var[aX+bY+C] where C is a constant?
Thanks in advance!
Alonso Tiago
Remember to vote up questions/answers you find interesting or helpful (requires 15 reputation points)
|
-1
|
|||||||||
|
closed as too localized by Yemon Choi, Zev Chonoles, George Lowther, Simon Thomas, S. Carnahan♦ May 11 2011 at 4:57 |
