Home Forums SOA Exams Question about the variance of normal distribution

Viewing 1 post (of 1 total)
  • Author
  • #4961
    A X


      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.