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) | N∈Random(N) is a D5216: Random natural number |
(iv) | EN2<∞ |
(v) | N,X1,X2,X3,… is an D2713: Independent random collection |
Then
Var(N∑n=1Xn)=E(N)VarX1+Var(N)(EX1)2