Probability

Sum of Independent Random Variables

Compute E(X+Y) and Var(X+Y) for independent X and Y. Also computes E(Xâˆ’Y) and Var(Xâˆ’Y). Includes a visual showing how variances add when combining distributions.

Live Calculator Â· Step-by-Step Â· Probability

Inputs

E(X)

Var(X)

E(Y)

Var(Y)

Result

Enter values and calculate.

Step-by-Step Work

Your explanation will appear here.

Distributions of X, Y, and X+Y (variances add)