Standard deviation of a sum of independent variables

sigma_sum = sqrt(sum sigma_i^2).

Usage

SdSum(sigmas)

Arguments

sigmas

per-variable standard deviations, each >= 0.

Value

list(sd_sum).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eqs (3.42)-(3.43).

Examples

SdSum(c(3, 4))$sd_sum
#> [1] 5