Probability formula

variance D(x+y)=D(x)+D(y)+2Cov(x,y)=D(x)+D(y)

covariance Cov(x,y)=E(xy)-E(x)E(y), Independent random variables x,y Satisfy E(xy)=E(x)E(y)

So random variables xy Against each other when ,D(x+y)=D(x)+D(y)

from ： Calculate the mean and variance of multiple random variables after operation _ Blog of hamburger who likes pickled cabbage and fish -CSDN Blog _ Variance of the sum of multiple random variables