Standard deviation of a sum of n i.i.d. variables

sigma_sum = sqrt(n) sigma.

Usage

SdIidSum(sigma, n)

Arguments

sigma

per-variable standard deviation, >= 0.

n

number of i.i.d. terms, >= 0.

Value

list(sigma, n, sd_sum).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eqs. (1.71), (3.45).

Examples

SdIidSum(2, 9)$sd_sum
#> [1] 6