We are given two uncorrelated random variables, $\epsilon$ and $\lambda$, with variances $Var[\epsilon] = 2$ and $Var[\lambda] = 3$. We want to find the variance of the linear combination $3\epsilon + \lambda$.
2025/5/14
1. Problem Description
We are given two uncorrelated random variables, and , with variances and . We want to find the variance of the linear combination .
2. Solution Steps
Since and are uncorrelated random variables, the variance of their sum is the sum of their variances.
Also, the variance of a constant times a random variable is the square of the constant times the variance of the random variable.
The formula for the variance of a linear combination of uncorrelated random variables is:
, where and are uncorrelated.
In our case, we have .
Let , , , and .
We are given that and .
Substituting these values, we get:
.
3. Final Answer
The variance of is
2
1.
Final Answer: The final answer is