leo nidas

06-17-2010, 03:13 PM

Let x1, x2,...xn iid random variables.

Suppose that it is given that Var(Sum(x(i)))=S,

can I claim that var(x(i))=S/n ?

I guess that the correct answer is yes but the above result would not hold if we did not know the "iid" part.

Please let me know if I am correct.

Thanx in advance for any answers!

Suppose that it is given that Var(Sum(x(i)))=S,

can I claim that var(x(i))=S/n ?

I guess that the correct answer is yes but the above result would not hold if we did not know the "iid" part.

Please let me know if I am correct.

Thanx in advance for any answers!