var(X - Y) and var(X + Y)

i have worked out var(x+y) using var(x) + var(y) + 2cov(x,y)

how do i work out var(x - y)?

Hey Dave please tell me what course your doing, so I can make sure I stay well clear of it.

(I hate stats :p:

)

Malik

Hey Dave please tell me what course your doing, so I can make sure I stay well clear of it.

(I hate stats :p:

)

this is a stats course at LSE called ST102 - stats is ok...probability is confusing :frown:

i've seemed to have worked out the answer to this question anyways :p:

Replace Y by -Y in your previous result and use

Var(-Y) = Var(Y)
Cov(X, -Y) = -Cov(X, Y)

Jonny W

Replace Y by -Y in your previous result and use

Var(-Y) = Var(Y)
Cov(X, -Y) = -Cov(X, Y)

thanks

thats the way i tried it but i worked out the values the long way :redface:

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