yego.me
💡 Stop wasting time. Read Youtube instead of watch. Download Chrome Extension

Intuition for why independence matters for variance of sum | AP Statistics | Khan Academy


3m read
·Nov 11, 2024

So in previous videos, we talked about the claim that if I have two random variables, X and Y, that are independent, then the variance of the sum of those two random variables, or the difference of those two random variables, is going to be equal to the sum of the variances.

So, that if you have independent random variables, your variation is going to increase when you take a sum or a difference. We built a little bit of intuition there. What I want to talk about in this video is really about building even more intuition and getting a gut feeling for why this independence is important for making this claim.

To get that intuition, let's look at two random variables that are definitely random variables but that are definitely not independent. So, let's say, let's let X be equal to the number of hours that the next person you meet—I'll say random person—random person slept yesterday. And let's say that Y is equal to the number of hours that same person was awake yesterday.

Appreciate why these are not independent random variables. One of them is going to completely determine the other. If I slept eight hours yesterday, then I'm going to have been awake for 16 hours. If I slept for 16 hours, then I would have been awake for eight hours.

We know that X plus Y, even though they're random variables and there could be variation in X and there could be variation in Y, for any given person, remember these are still based on that same person, X plus Y is always going to be equal to 24 hours.

So these are not independent. Not independent! If you're given one of the variables, it would completely determine what the other variable is. The probability of getting a certain value for one variable is going to be very different given what value you got for the other variable. So they're not independent at all.

In this situation, if someone said, let's just say for the sake of argument that the variance of X, the variance of X is equal to, I don't know, let's say it's equal to 4 and the units for variance would be squared hours. So, 4 hours squared. We could say that the standard deviation for X in this case would be 2 hours.

And let's say that the variance, or let's say the standard deviation of Y is also equal to 2 hours. And let's say that the variance of Y, the variance of Y, well, it would be the square of the standard deviation. So it would be 4 hours, 4 hours squared would be our units.

So, if we just tried to blindly say, "Oh, I'm just going to apply this little expression, this claim we had without thinking about the independence," we would try to say, "Well then the variance of X plus Y, the variance of X plus Y must be equal to the sum of their variances."

So it would be 4 plus 4, so is it equal to 8 hours squared? Well, that doesn't make any sense because we know that a random variable that is equal to X plus Y—that this is always going to be 24 hours. In fact, it's not going to have any variation; X plus Y is always going to be 24 hours.

So for these two random variables, because they are so connected, they are not independent at all. This is actually going to be zero. There is zero variance here. X plus Y is always going to be 24, at least on Earth, where we have a 24-hour day.

I guess if someone lived on another planet or something then it could be slightly different, and we're assuming that we have an exactly 24-hour day on Earth.

So this is to give you a gut sense of why independence matters for making this claim, and if you have things that are not independent, it gives you a good sense for why this claim doesn't hold up as much.

More Articles

View All
Identifying hundredths on a number line | Math | 4th grade | Khan Academy
Where is the point on the number line? Here we have a number line that starts at 1.5, or 1 and 5⁄10, and goes to 1 and 7⁄10. The distance between these larger blue tick marks is 1/10th because we go from 1 and 5⁄10 to 1 and 6⁄10, so that went up a tenth,…
What Lies Beneath London’s Liverpool Rail Station? | National Geographic
[Music] People are surprised about what lies beneath London, especially when they find human remains. The Liverpool Street Station is one of the most important for archaeology because we’re right in the heart of the ancient city here. The cemetery was in …
Developing an American identity, 1800-1848 | US history | Khan Academy
In this video, I want to take a look back at the period from 1800 to 1848, kind of from a bird’s eye view. This is a huge time in American history. In 1800, the United States was just a fledgling nation, less than 20 years out from winning its independenc…
How I tricked my brain to like doing hard things
So for the majority of my life, I struggled to go to the gym consistently. Even though the gym has always been a part of my life to some degree, I grew up playing hockey, and all my brothers played hockey and went to the gym. So going to the gym was alway…
The Rarest & Most Expensive Watches On Earth - Patek, F.P. Journe, Audemars Piguet, & MORE
[Music] Well, well, well, everybody, Mr. Wonderful here in a very special magical place. If you’re talking watches, with two great watch friends—first of all, Paul Boutros, the legendary auctioneer for very high-end watches. The Phillips auction is legend…
What's in Peanut Butter? | Ingredients With George Zaidan (Episode 7)
What’s in here? What does it do, and can I make it from scratch? Ingredients for the purposes of peanut butter: peanuts are just peanut oil and then all the stuff in here that is not peanut oil. So, things like sugars, starches, and proteins. When you bl…