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Sums of independent random variablesAQA A-Level Further Maths: Mind map

What this mind map covers

  • Mean of a sum
  • Variance of a sum
  • Standard deviation
  • Two copies vs doubling
  • Exam tips

Exam questions on Sums of independent random variables

  1. XX and YY are independent random variables with E(X)=12E(X)=12, Var(X)=9\text{Var}(X)=9, E(Y)=7E(Y)=7 and Var(Y)=16\text{Var}(Y)=16.
    A student claims that the standard deviation of X+YX+Y is 3+4=73+4=7. Show that this is wrong and state the correct value.2 marks
  2. The times, in minutes, taken to prepare and to cook a dish are modelled by independent random variables XX and YY, with E(X)=8.5E(X)=8.5, Var(X)=1.44\text{Var}(X)=1.44, E(Y)=12.3E(Y)=12.3 and Var(Y)=2.56\text{Var}(Y)=2.56. The total time is T=X+YT=X+Y.
    Find the standard deviation of TT, and state the assumption that makes it valid to add the variances.2 marks
  3. The continuous random variable XX has probability density function f(x)=x2f(x)=\frac{x}{2} for 0≤x≤20\le x\le2, and f(x)=0f(x)=0 otherwise. The discrete random variable YY is the score when a fair six-sided die is rolled, so E(Y)=72E(Y)=\frac72 and Var(Y)=3512\text{Var}(Y)=\frac{35}{12}. XX and YY are independent.
    Find E(X+Y)E(X+Y).3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).