Variance of the Product of <i>n</i> Random Variables

Identities for the variance of the sum of dependent/independent random variables are well known in undergraduate text books. But we are aware of no such identities for the product of dependent/independent random variables. In this note, we derive such identities in the most general forms

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Journal
Contemporary Mathematics
Published
2025-06-12
DOI
https://doi.org/10.37256/cm.6320256848
Primary Topic
Advanced Clustering Algorithms Research
Type
article
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article

Variance of the Product of n Random Variables

Saralees Nadarajah, Talal Kurdi
Contemporary Mathematics
Advanced Clustering Algorithms Research
article

Variance of the Product of n Random Variables

Saralees Nadarajah, Talal Kurdi
article en

Abstract

Identities for the variance of the sum of dependent/independent random variables are well known in undergraduate text books. But we are aware of no such identities for the product of dependent/independent random variables. In this note, we derive such identities in the most general forms

Contemporary Mathematics
King Abdulaziz University (SA), University of Manchester (GB)
Openalex Percentile: Top 93%
Advanced Clustering Algorithms Research
DOIOpen Access PDFOpenAlex
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Variance of the Product of <i>n</i> Random Variables — Saralees Nadarajah, Talal Kurdi · Contemporary Mathematics (2025) | TGRS Research Map | TGRS