Given that, population mean and population variance of X and Y are, E(X) , E(Y) and Var(X), Var(Y)
Let Z = 3X - Y
Assume that X and Y are independent, so Cov(X, Y) = 0
We want to find, the Variance of Z,
Var(Z)
= Var ( 3X - Y)
= Var(3X) + Var(Y) - 2 * 3 * Cov(X,Y)
= 32 * Var(X) + Var(Y) - 0
= 9 * Var(X) + Var(Y)
Therefore,
Var(Z) = 9 * Var(X) + Var(Y)
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