Question Number 192254 by Spillover last updated on 01/Feb/24
$${Establish}\:{the}\:{formular}\:\: \\ $$$$\sigma_{{x}−{y}} ^{\mathrm{2}} =\sigma_{{x}} ^{\mathrm{2}} +\sigma_{{y}} ^{\mathrm{2}} −\mathrm{2}{r}\sigma_{{x}} \sigma_{{y}} \:\: \\ $$$${where}\:{by}\:{r}\:{is}\:{the}\:{correlation} \\ $$$${coefficient}\:{between}\:{x}\:{and}\:{y} \\ $$$$\mathrm{1}/\mathrm{2}/\mathrm{2024} \\ $$