MediumProbabilitypr-374

Variance of Independent Linear Combination

Problem

For independent X and Y, Var(a X + b Y) = a^2 Var(X) + b^2 Var(Y).

Given a, Var(X), b, and Var(Y), return the variance.

Hint

Square the coefficients so sign does not matter.

case 1

in: [2,1,3,1]

expected: 13

case 2

in: [1,4,-1,2]

expected: 6

case 3

in: [0.5,8,0,5]

expected: 2

Starter codePython

def variance_of_independent_linear_combination(a, var_x, b, var_y):
    # Your code here
    pass

3 test cases · run your code against them in the editor