Hossak Pollard Zehnwirth

Dimitra Roidakis ( (no email) )
Fri, 21 Aug 1998 16:21:33 +0000

I have a question concerning Full Credibility theory, page 157 of
HPZ. When they state that Var(C)=n(s^2+m^2)

To me Var(C)=Var(X1+X2+...Xn)=Var(X1)+..Var(Xn)=nS^2
(were S^2 stands for sigma square)
My question is where does the nm^2 comes from?

Dimitra
dr@g-g-a.com