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X and Y are two random variable and Z = X + Y. Let σx2, σy2 and σz2 be variance of X, Y and Z. Then | |
A. | σz2 = σx2 + σy2 [Correct Answer] |
B. | σz2 ≤ σx2 + σy2 [Wrong Answer] |
C. | σz2 < σx2 + σy2 [Wrong Answer] |
D. | σz2 > σx2 + σy2 [Wrong Answer] |