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Variance of a Linear Transformation
For constants a,b:
$$\operatorname{Var}(aX+b)=a^2\operatorname{Var}(X)$$
Usage
- Used to calculate variance after scaling and shifting.
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Variance of a Linear Transformation
For constants a,b:
$$\operatorname{Var}(aX+b)=a^2\operatorname{Var}(X)$$
Usage
- Used to calculate variance after scaling and shifting.
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