MathProblemsBank

15.2.36 One dimensional random variables and their characteristics

Problem: It's known that for independent random variables \( X_{1}, \cdots, X_{4} \) their expected values are \( E\left(X_{i}\right)=-2 \), the dispersions are \( D\left(X_{i}\right)=1 \), \( i=1, \cdots, 4 \). Find the dispersion of the product \( D\left(X_{1} ; \cdots X_{4}\right) \).