Mathematics · Statistics & Variance Properties
Let X be a random variable, C be a constant, and V(·) denote variance. Which of the following statements is INCORRECT?
- 1V(CX) = C2 V(X)
- 2V(X + C) = V(X) + V(C) where V(C) ≠ 0✓
- 3V(X + C) = V(X)
- 4V(C) = 0
Correct answer
V(X + C) = V(X) + V(C) where V(C) ≠ 0
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