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Question

If X,Y are independent then SD(X−Y) is:

A
SD(X)SD(Y)
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B
SD(X)+SD(Y)
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C
SD(X)+SD(Y)
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D
None of these
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Solution

The correct option is C SD(X)+SD(Y)
SD(XY)=SD(X)+SD(Y)

SD(XY)=SD(X)+SD(Y) (since, SD(aX)=|a|SD(X))

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