White Noise Mean Variance

Problem

Compute the variance of the sample mean of h independent white-noise observations, each with variance sigma2. Averaging reduces the variance to sigma2 / h.

Return 0.0 when h is not positive.

Hint

Averaging over more independent observations shrinks the variance linearly.

Test cases

case 1

in: [4,2]

expected: 2

case 2

in: [1,1]

expected: 1

case 3

in: [6,3]

expected: 2

case 4

in: [2,0]

expected: 0

Starter codePython

def white_noise_mean_variance(sigma2, h):
    # Your code here
    pass

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