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ThmDex – An index of mathematical definitions, results, and conjectures.
Wald's second equation under independence
Formulation 0
Let X1,X2,X3,Random(R) each be a D3161: Random real number such that
(i) X1,X2,X3, is an D3357: Identically distributed random collection
(ii) E|X1|2<
(iii) NRandom(N) is a D5216: Random natural number
(iv) EN2<
(v) N,X1,X2,X3, is an D2713: Independent random collection
Then Var(Nn=1Xn)=E(N)VarX1+Var(N)(EX1)2
Subresults
R5424