337概率简单数值题short
Robust Variance of a Difference of Independent Variables
题目
Let and be independent random variables with and . A student claims that . Find the correct value of and , and explain the student's error.
Additional robustness twist: before observation, an independent random relabeling of outcome labels is applied. Compute the same target and justify invariance.
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你的答案
Var(X - Y)
SD(X - Y)