Why can we interchange the summation sign and variance sign?
$$\mathrm{Var}\left(\sum^n_{i=1} Y_i\right) = \sum^n_{i=1} \mathrm{Var}(Y_i) $$
Is there a proof for this?
Why can we interchange the summation sign and variance sign?
$$\mathrm{Var}\left(\sum^n_{i=1} Y_i\right) = \sum^n_{i=1} \mathrm{Var}(Y_i) $$
Is there a proof for this?