Question about the variance of normal distribution

Home Forums SOA Exams Question about the variance of normal distribution

  • This topic has 0 replies, 1 voice, and was last updated 4 months ago by A X.
Viewing 1 post (of 1 total)
  • Author
    Posts
  • #4961
    A X
    Participant

     

    I am confused with the equation a+4+b=0 and the following variance equation. In my opinion, in order to let the combined mean to be zero, it should be:

    a * (mean of X1) + 4 * (mean of X2) + b * (mean of X3) = 0

     

    and for the variance part, it should be:

    (a^2) * (variance of X1) + (4^2) * (variance of X2) + (b^2) * (variance of X3) = 1

     

    Appreciate for the help.

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.