MathematicsCode 9709
Linear combinations of random variables
What this topic asks you to be able to do
- apply, when tackling questions, the facts that E(aX + b) = aE(X) + b and Var(aX + b) = a²Var(X), that E(aX + bY) = aE(X) + bE(Y), and that Var(aX + bY) = a²Var(X) + b²Var(Y) holds for independent X and Y, that a normal X gives a normal aX + b, that independent normal X and Y give a normal aX + bY, and that independent Poisson X and Y give a Poisson X + Y.