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What are sum expectation and variance?

GleanData Scientist · Onsite
EasyData ScientistOnsiteStatistics & Math

Last updated

This question evaluates understanding of expectation, variance and covariance and the ability to reason about how sums of random variables affect their moments, including the role of covariance and the special case of independence in the Statistics & Math domain.

Let random variables X and Y have finite means and variances. How do you compute:

  1. The expectation of X + Y
  2. The variance of X + Y

Your answer should state the general formulas, explain the role of covariance, and describe the special case when X and Y are independent.