A Level · Cambridge (CIE) · 9709

Add squared variance contributions for independent variables

Use independence to add variance terms, including for differences, and identify when that rule is unavailable.

Section 6.2 · Linear combinations of random variables

Statistics 2 · Linear combinations · 6.2

Exam scope and assessment notes

Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.2. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Use E(aX + b) = aE(X) + b and Var(aX + b) = a²Var(X). Expectation is linear without independence, when the relevant moments exist. For independent X and Y, Var(aX + bY) = a²Var(X) + b²Var(Y); negative coefficients still give positive squared contributions. A constant changes the mean but not variance. SD scales by |a|, not a². Affine transforms of normal variables and linear combinations of independent normal variables are normal when the resulting variance is positive; zero variance is a constant, so handle it directly rather than standardising by zero. Independent Poisson counts have an exact Poisson sum with the parameters added; a scaled count or difference is not generally Poisson. Equal marginal distributions do not establish independence. Proofs are not required. Normal probabilities here use quoted cumulative values when supplied and otherwise unrounded standardisation with numerical areas. Exact distribution results are conditional on the stipulated models; real applications need evidence. Continuous density functions, sampling, estimation and hypothesis testing belong to later sections. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.

Before you begin

Square negative and fractional coefficients.
Distinguish independent variables from repeated values.

Work on paper. Try each question before revealing help, and explain why your method works.

Quick readiness check

For independent X,Y, how do variance terms combine in X − Y?

What you will learn

Calculate a²Var(X) + b²Var(Y) under independence.
Explain why subtracting variables does not subtract independent variances.

Independent X and Y with variances 4 and 9 give variance 97 for 2X − 3Y + 7. Squared coefficients produce contributions 16 and 81; the fixed constant contributes zero. The minus sign changes the mean rule, but not the positive squared variance contribution. SD is square root of 97.

Square before adding

For independent X,Y with variances four and nine, Var(2X − 3Y + 7) = 2² × 4 + (−3)² × 9 = 97. The fixed seven contributes no variance. The standard deviation is √97, not the sum of the separate SDs.

For X − Y, the coefficients are one and minus one; both squares are one, so variance is thirteen. For 3X + 2Y it is 9 × 4 + 4 × 9 = 72. Mean uses signed coefficients, but independent variance contributions add after squaring.

Check the dependence condition first

The additive variance rule here assumes independence. When Y = X and Var(X) = 4, Var(X − Y) = 0, while blindly adding would give eight. A known deterministic relation must be used before calculation.

Do not infer independence from equal marginal means, different names, or a claim that two observations are separate. The mechanism or question must justify it. Covariance formulae are not required for this section; where the independent rule is unavailable, say what further information is needed or use a supplied relationship.

Pause and explain

Why does Y = X prevent using the independent variance sum for X − Y?

Put the idea to work

Worked example

Independent X,Y have variances 4 and 9. Find Var(2X − 3Y + 7).

Show the worked solution

Independence permits additive variance contributions.
Square coefficients to obtain 4 × 4 and 9 × 9.
Add to get 97; the constant contributes zero.

Answer Variance 97; SD √97.

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From guided practice to a new situation

Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.

1 · Guided

Independent variables have variances 4 and 9. Find variance and SD of X − Y.

Give me a hint

Both coefficients square to one.

Compare my reasoning

Independence is stipulated.
Variance = 4 + 9 = 13.
SD = √13 ≈ 3.6056.

Variance 13; SD √13.

Look for these in your work

State independence.
Add variances before taking the square root.

2 · Independent

For those independent variables, find variance and SD of 3X + 2Y.

Give me a hint

Square each coefficient separately.

Compare my reasoning

The X contribution is 9 × 4 = 36.
The Y contribution is 4 × 9 = 36.
Total variance is 72 and SD √72.

Variance 72; SD √72.

Look for these in your work

Use both squared scales.
Do not add separate SDs.

3 · Transfer

Instead Y = X with Var(X) = 4. Compare actual Var(X − Y) with a blind independent calculation.

Give me a hint

Simplify using the stated equality.

Compare my reasoning

The difference is always zero.
Its actual variance is zero.
The unjustified independent sum would give eight; independence is false.

Actual variance 0; blind independent result 8 is invalid.

Look for these in your work

Use the dependence relationship.
Explain which assumption fails.

Common mistakes

Differences still add independent variances.
Square whole signed coefficients.
Do not apply the rule without independence.

Recall without your notes

What can you explain now?

Why is Var(X − Y) = 13 here, not −5?

Compare with the explanation

Both independent variance coefficients are squared.

Variance cannot be obtained by subtracting these two variances.

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Make it stick

Check independence, square each coefficient, add variance contributions and take one final square root for SD.

If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.

Keep learning Mathematics

Check the official syllabus 2026–2027

Course scope and assessment

312 sequenced lessons provide 936 guided, independent and application problems covering the 160 objectives in sections 1.1–1.8, 2.1–2.6, 3.1–3.9, 4.1–4.5, 5.1–5.5 and 6.1–6.5. The map lists all 38 sections across six alternative components; all eight Pure Mathematics 1 sections and all six Pure Mathematics 2 sections, from Paper 2 Algebra through Numerical solution of equations, currently have full teaching sequences. Paper 3 Algebra, section 3.1, links the six shared foundation lessons plus six lessons on partial fractions and rational binomial expansions; Paper 3 logarithms, trigonometry and numerical equations use the shared lessons, with the Paper 1 graph foundation linked into trigonometry. Paper 3 differentiation combines the shared methods with its inverse-tangent derivative lesson. Paper 3 Integration links four shared standard and identity lessons plus seven advanced lessons, covering all six section 3.5 requirements. Eight Vectors lessons cover all six section 3.7 requirements, with 2D and 3D line and solid applications. Nine Differential equations lessons cover all four section 3.8 requirements, including Paper 3 integration techniques, initial conditions, equilibrium solutions and conditional model interpretations. Eleven Complex numbers lessons cover all eight section 3.9 requirements, with seven Argand diagrams and explicit argument and boundary checks. All nine Pure Mathematics 3 sections now have teaching linked to every mapped requirement. Nine Forces and equilibrium lessons cover all seven section 4.1 requirements, with six force diagrams, signed incline-friction intervals, reaction-dependent pull and push limits and separate-body third-law checks. Nine Kinematics lessons cover the four official section 4.2 requirements, with the graph requirement mapped to three relationships. Six motion diagrams support directed quantities, graph slopes and signed areas, Paper 1 time-calculus methods, reversal distances, constant-acceleration stages and shared-clock particle meetings. Six Momentum lessons cover both section 4.3 requirements, including signed system totals, conservation assumptions, outgoing velocities, coalescence, unknown masses and successive impacts. Four diagrams show system momentum through the stipulated events, and supplied kinetic-energy checks distinguish conservation of momentum from changes in kinetic energy. Twelve Newton’s laws lessons cover all four section 4.4 requirements, with vertical support and release stages, rough horizontal and incline motion, inferred parameters, hanging and surface pulley systems, rigid tow-bar thrust and slack-string transitions. Seven force diagrams support the separate-particle balances. Nine Energy, work and power lessons cover all five section 4.5 requirements, with angle-dependent work, kinetic and reference potential energy, signed net-work balances, smooth curved slides, rough and driven slopes, ideal connected-system energy and instantaneous power on hills. Five diagrams distinguish the energy inputs, losses and valid positive-speed force model. All five Mechanics sections now have teaching and staged practice linked to their mapped requirements. Thirteen Representation of data lessons cover all five section 5.1 requirements, including choice and limitations of displays, ordered and back-to-back stems, raw summaries and box plots, unequal-width density histograms, cumulative-frequency interpolation, descriptive moment calculations, grouped estimates, coding, combining two datasets and correcting totals. Six accessible diagrams retain repeated observations and distinguish numerical spread, frequency area and estimated readings. Ten Permutations and combinations lessons cover both official section 5.2 requirements, with selection and ordered roles, repeated objects, adjacency blocks, non-adjacency gaps, leading-zero cases, labelled multi-row seating and mixed restrictions. Six accessible diagrams show outcome trees, ordered versus unordered choices, repeated copies, blocks, gaps and distinct row seats. Eleven Probability lessons cover all four section 5.3 requirements, with equiprobable elementary outcomes, selection-based probabilities, complements and disjoint regions, independence tests, restricted sample spaces, two-way tables, replacement and removal trees, reversed conditions and unknown parameters. Seven accessible diagrams show dice outcomes, random subsets, event regions, a conditioned grid, a count table and two probability trees. Twelve Discrete random variables lessons cover all three official section 5.4 requirements, with complete probability tables, moment and parameter checks, binomial assumptions, exact probabilities and moments, geometric first-success probabilities, tails, expectation and integer reliability thresholds. Six accessible diagrams distinguish outcome grouping, weighted moments, fixed trials, discrete probability bars, waiting conventions and integer tail deadlines. Twelve Normal distribution lessons cover all three official section 5.5 requirements, with continuous-area interpretation, MF19 cumulative tables, full standardisation, tail and interval regions, conditional probabilities, percentiles, one- and two-parameter inference, binomial suitability, continuity corrections and approximate integer thresholds. Seven accessible diagrams show model areas, table reading, aligned scales, intervals, quantiles, matched binomial and normal shapes and whole integer cells. All five Statistics 1 sections now have teaching and staged practice linked to their mapped requirements. Fourteen Poisson distribution lessons cover all five official section 6.1 requirements, with homogeneous event-count assumptions, exposure scaling, exact masses and tails, conditional count events, moments, parameter inference, probability duration targets, disjoint and overlapping windows, rare-count binomial approximations, matched normal approximations and continuity corrections. Nine accessible diagrams show event exposures, unit conversions, discrete bars, complete tail complements, population moments, shared windows, approximate count models and integer cells. Exact checks distinguish approximate and exact close-target decisions. Fourteen Linear combinations lessons cover the six listed results in official section 6.2, with affine moments, signed scales and constant cases, expectation without independence, independent squared variance contributions, fixed and random fees, independent copies versus reused values, affine normal events, independent normal sums and differences, weighted and conditional areas, coefficient inference, exact independent Poisson sums and overlapping exposure limits. Nine accessible diagrams distinguish scale changes, variance contributions, component costs, copy mechanisms, aligned normal scales, summed areas, Poisson count pairs and unsupported distribution claims. Fourteen Continuous random variables lessons cover both official section 6.3 requirements, with density validity and units, support-aware intervals, complements and conditional regions, first and second moments, percentiles by direct density areas, symmetry checks, parameter inference, infinite-support power and exponential integrals, divergent-moment limits and combined applications. Nine accessible diagrams distinguish density height from probability, normalisation, negative-density failures, central and conditional areas, mean versus median, percentile locations and partial infinite tails. Explicit cumulative distribution function knowledge is not required. Eighteen Sampling and estimation lessons cover all eight official section 6.4 requirements, with population and frame definitions, random-number selection, sampling-quality limits, independent sample-mean moments, normal means, CLT conditions, SE scaling, raw, summarised and coded unbiased estimates, known-variance and large-sample mean intervals, repeated-sampling interpretation, precision planning, proportion intervals, sparse-outcome limits and contextual applications. Ten accessible diagrams distinguish selection frames, number rejection, repeated sample means, population versus mean density, CLT models, variance divisors, interval targets, illustrative coverage, integer size checks and proportion margins. Eighteen Hypothesis tests lessons cover all five official section 6.5 requirements, with pre-specified alternatives, inclusive count tails, explicit equal-tail conventions, integer critical regions and actual significance, exposure-aware Poisson tests, continuity-corrected count approximations, normal and large-sample mean tests, confidence-interval connections, error classifications, fixed-region binomial, Poisson and normal error probabilities and sample-size power comparisons. Nine accessible diagrams show the testing procedure, exact count regions, unequal Poisson tails, discrete significance jumps, corrected count boundaries, matching mean intervals and alternative error distributions. All shared lessons are counted once in the course total. All 38 sections now link teaching and practice. Eight earlier overview lessons remain available, but do not count as full section coverage. This is a content-availability measure, not full programme completion or exam readiness. Written practice is self-checked, not officially marked. Check the 2028–2030 syllabus separately if sitting an examination from 2028; this teaching map uses 2026–2027 requirements.