What Does the Variance Sum Law State

Multiple Choice

What does the variance sum law state?

A) That the variance of a difference between two independent variables is equal to the sum of their variances.
B) That the sum of the variances of two independent variables is larger than the sum of their individual variances.
C) That the variance of a difference between two independent variables is larger than the sum of their variances.
D) That the variance of a difference between two independent variables is smaller than the sum of their variances.