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Variance of the Product of n Random Variables

Year: 2025
Type: article
Abstract: Identities for the variance of the sum of dependent/independent random variables are well known in undergraduate text books. But we are aware of no such identities for the product of dependent/independent random variables. In this note, we derive such identities in the most general forms
Language: English
Open Access status: diamond
OpenAlex ID: W4411393304
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Related to: 10