The random variables X and Y have variances 0.2 and 0.5 respectively. Let Z= 5X-2Y. Find variance of Z?
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Answer:
Given:
The random variables X and Y have variances 0.2 and 0.5 respectively. Let Z= 5X-2Y.
To find:
The variance of Z is?
Solution:
From given, we have,
The variance of X = Var(X) = 0.2
The variance of Y = Var(Y) = 0.5
Z= 5X-2Y
The variance of Z is given by,
Var(Z) = Var(5X) - Var(2Y)
= 5 × Var(X) - 2 × Var(Y)
= 5 × 0.2 - 2 × 0.5
= 1 - 1
= 0
∴ The variance of Z = Var(Z) = 0
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