Variance of the Product of n Random Variables

Authors

Talal Kurdi Department of Statistics, King Abdulaziz University, Jeddah, 21589, Saudi Arabia
Saralees Nadarajah Department of Mathematics, University of Manchester, Manchester, M13 9PL, UK https://orcid.org/0000-0002-0481-0372

DOI:

https://doi.org/10.37256/cm.6320256848

Keywords:

covariance, product, sum, variance

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

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Published

2025-06-12

Issue

Contemporary Mathematics, Volume 6 Issue 3 (2025), 2726-3845

Section

Research Article

License

This work is licensed under a Creative Commons Attribution 4.0 International License.