leo nidas
06-17-2010, 02:13 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!