Measurement Errors, Linear Regression, Variance, Correlation.
random variable (ϵ + ν). We’ll use the following two identities for the mean and variance of a linear combination of two independent random variables X_1 and X_2 with means μ_1 and μ_2 and variances σ²_1 and σ²_2 respectively: Mean and variance of a linear combination of random variables. a and b