Sums of random variables Average of the sum is the sum of the average(regardless of distribution and ndependence E(x+y=e(x+e( Variance also sums iff independent a(x+y)=a(x)2+o(y)2 This is the origin of the rss rule Beware of the independence restrictionSums of Random Variables • Average of the sum is the sum of the average (regardless of distribution and independence) • Variance also sums iff independent • This is the origin of the RSS rule – Beware of the independence restriction! E ( x y ) E ( x ) E ( y ) 2 2 2 V ( x y ) V ( x ) V ( y )