Combinations of random variables · Subtopic 1 of 3
Expectation and Variance of Combinations
Expectations behave exactly as you would hope: E(aX+bY)=aE(X)+bE(Y). Variances need care: constants are squared, added constants vanish, and for independent variables the variances always add, even for a difference.
Use Var(aX+bY)=a2Var(X)+b2Var(Y) for independent X, Y.
Explain why Var(X−Y)=Var(X)+Var(Y).
Pause and think
X is the time to walk to the bus stop and Y is the wait for the bus; both vary. Is the total time X+Y more or less variable than each part? What about the difference X−Y?
Section 2 of 14
Core idea
Start hereConverting units of a random quantity
Daily temperatures in °C have mean 20 and SD 5. In °F, F=1.8C+32. What are the new mean and SD? Rules for aX+b answer instantly: mean 68, SD 9.
The big idea
E(aX+b)=aE(X)+b; Var(aX+b)=a2Var(X). Adding shifts; multiplying scales the spread.
1. Proofs (discrete case)
X and Y = 2X + 3 for X with mean 5, variance 4The ×2 doubles the spread (s.d. 2→4) and the +3 slides everything right. The variance goes from 4 to 16.
E(aX+b) and Var(aX+b)
E(aX+b)=∑(ax+b)p=a∑xp+b∑p=aE(X)+b
Split; ∑p=1.
(aX+b)−E(aX+b)=a(X−μ)
Deviations scale by a; b cancels.
Var(aX+b)=E[a2(X−μ)2]=a2Var(X)
Square.
Worked exampleE(X)=5, Var(X)=4
Find E and Var of 2X+3 and 3−X.
Goal
Values.
Strategy
Rules.
1
E(2X+3)=13,Var=16
22×4.
2
E(3−X)=−2,Var=4
(−1)2×4.
Answer13,16; −2,4.
✓ CheckNegating never reduces spread ✓.
⚠️ Common misconceptionVar(2X)=2Var(X)It's 4Var(X): variance is in squared units.
Pause and think
Var(X)=3. Var(4X−7)?
Summary
Shift changes mean only.
Scale: mean × a, variance × a2.
Key words
Linear transformation
aX+b.
📜 HistoryBienaymé's rule.The fact that variances of independent variables add was stated by the French statistician Irénée-Jules Bienaymé in 1853, and is sometimes called the Bienaymé formula. It is one reason variance, rather than standard deviation, became the standard measure of spread in mathematical statistics: standard deviations do not add, but variances do.
🤯 Fun factWhy spreads add in quadrature.Because variances add, standard deviations combine like the sides of a right-angled triangle: σX+Y=σX2+σY2. Engineers call this adding "in quadrature" when combining measurement errors. Two errors of 3 mm and 4 mm give a combined error of 5 mm, not 7.
Section 3 of 14
Key formulae
One variableE(aX+b)=aE(X)+b,Var(aX+b)=a2Var(X)
Two variables (expectation, always)E(aX+bY)=aE(X)+bE(Y)
Two independent variables (variance)Var(aX+bY)=a2Var(X)+b2Var(Y)
🪄 TrickSquare, then add. Always add.For a variance, square every coefficient (so every term becomes positive) and drop every constant. Var(5−2X)=4Var(X); Var(2X−3Y)=4Var(X)+9Var(Y). A minus sign in a variance answer is always a mistake.
Section 4 of 14
Worked examples
Example 1 · aX + b0 / 2 steps
E(X)=8 and Var(X)=2. Find E(4X+1) and Var(4X+1).
Example 2 · A difference0 / 2 steps
X and Y are independent: E(X)=12, Var(X)=5, E(Y)=7, Var(Y)=3. Find E(2X−3Y) and Var(2X−3Y).
Example 3 · Changing units0 / 2 steps
Temperatures in °F have mean 68 and variance 81. Find the mean and variance in °C, where C=1.8F−32.
Section 5 of 14
Explore the graph
📈Standard deviations add like a right triangle
Loading the interactive graph…
Try this
The horizontal side is SD(X)=a, the vertical side SD(Y)=b. The hypotenuse is SD(X±Y)=a2+b2 for independent X, Y.
With a=3 and b=4, how long is the hypotenuse? Compare with a+b.
Why is the combined SD always less than a+b but more than either one?
Variances add; standard deviations combine by Pythagoras.
🌍 In the real worldInvestment portfolios.Splitting money equally between two independent investments, each with standard deviation 10%, gives a portfolio with Var=41(100)+41(100)=50, an SD of about 7.1%. The expected return is unchanged but the risk falls. This is the mathematics behind "don't put all your eggs in one basket".
Section 6 of 14
Common mistakes
IncorrectVar(3X)=3Var(X)
Correct9Var(X)
The coefficient is squared.
IncorrectVar(X−Y)=Var(X)−Var(Y)
CorrectVar(X)+Var(Y)
(−1)2=1; uncertainties never cancel.
IncorrectVar(X+5)=Var(X)+5
CorrectVar(X)
Shifting does not change spread.
IncorrectAdding standard deviations
CorrectAdd variances, then square-root
SDs combine in quadrature.
➖
Var(X−Y)=Var(X)−Var(Y)
➕
Var(X−Y)=Var(X)+Var(Y)
Section 7 of 14
Exam tip
🎯 Exam tipState "independent".When you add variances, write "since X and Y are independent". If a question asks for an assumption, independence is usually the one it wants, and the variance rule depends on it.
Section 8 of 14
Guided practice
SA-9709-P6-LC-G012 marksL1 FoundationCalculatoraX + b
E(X)=5 and Var(X)=4. Find E(3X−2) and Var(3X−2).
Salam Academy Original Practice · Proposed mark scheme
Section 9 of 14
Practice questions
SA-9709-P6-LC1-0012 marksL1 FoundationCalculatoraX + b
E(X)=8 and Var(X)=2. Find E(4X+1) and Var(4X+1).
Salam Academy Original Practice · Proposed mark scheme
SA-9709-P6-LC-0081 markL1 FoundationCalculatoraX + b
Var(X)=3. Find Var(5−2X).
Salam Academy Original Practice · Proposed mark scheme
SA-9709-P6-LC1-0021 markL1 FoundationCalculatoraX + b
The standard deviation of X is 3. Find the standard deviation of 2X−5.
Salam Academy Original Practice · Proposed mark scheme
SA-9709-P6-LC-0012 marksL1 FoundationCalculatoraX + bY
X and Y are independent with E(X)=10, Var(X)=4, E(Y)=6, Var(Y)=9. Find E(X−Y) and Var(X−Y).
Salam Academy Original Practice · Proposed mark scheme
SA-9709-P6-LC1-0033 marksL2 StandardCalculatoraX + bY
X and Y are independent with E(X)=12, Var(X)=5, E(Y)=7 and Var(Y)=3. Find E(2X−3Y) and Var(2X−3Y).
Salam Academy Original Practice · Proposed mark scheme
SA-9709-P6-LC-0112 marksL2 StandardCalculatoraX + bY
X and Y are independent with E(X)=4, Var(X)=1, E(Y)=3, Var(Y)=2. Find E(2X+3Y) and Var(2X+3Y).
Salam Academy Original Practice · Proposed mark scheme
More questions on every skill in this subtopic are in the question bank under Practise.
Section 10 of 14
Challenge
SA-9709-P6-LC1-0043 marksL3 ExamCalculatoraX + b
Temperatures F in °F have mean 68 and variance 81. Find the mean and variance of the temperatures in °C, where C=1.8F−32.
Salam Academy Original Practice · Proposed mark scheme
Section 11 of 14
Summary
E(aX+b)=aE(X)+b; Var(aX+b)=a2Var(X).
E(aX+bY)=aE(X)+bE(Y).
Independent: Var(aX+bY)=a2Var(X)+b2Var(Y).
Variances of sums and differences add.
Section 12 of 14
Quick quiz
Q1 · SA-9709-P6-LC-Q011 markL1 FoundationCalculatoraX + b
Var(aX+b) equals
Salam Academy Original Practice · Proposed mark scheme
Q2 · SA-9709-P6-LC-Q021 markL1 FoundationCalculatoraX + bY
For independent X and Y, Var(X−Y) equals
Salam Academy Original Practice · Proposed mark scheme
Q3 · SA-9709-P6-LC1-0051 markL1 FoundationCalculatoraX + bY
The result Var(X+Y)=Var(X)+Var(Y) requires that
Salam Academy Original Practice · Proposed mark scheme
Q4 · SA-9709-P6-LC-0071 markL1 FoundationCalculatoraX + bY
X∼Po(2). Which of these has a Poisson distribution?
Salam Academy Original Practice · Proposed mark scheme
Section 13 of 14
Same topic, different board
Specification
IAL Mathematics
Where
WST03 (Statistics 3) · Combinations of random variables
Expected
E(aX ± bY) and Var(aX ± bY) for independent random variables.
Calculator
Permitted. Statistical tables are provided in the formula booklet.
Typical style
Often a packaging context: the total mass of several items plus a box, compared with a limit.