Variance of a sum of independent variables

The running partial sums make the recursion of eq (3.31) explicit: Var(X1+...+Xn) = Var(X1+...+X_{n-1}) + Var(Xn).

Usage

VarSum(variances)

Arguments

variances

per-variable variances, each >= 0.

Value

list(var_sum, partial_sums).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eqs (3.25), (3.30)-(3.31).

Examples

VarSum(c(1, 4, 9))$var_sum
#> [1] 14