the variance of the sum of n independent variables is equal to the sum of their variances.
(variance-independence-test [[1 2 3 4] [1 2 3 4]]) -> 5/2
Source
incanter/stats.clj:2902
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(defn sum-variance-test
"the variance of the sum of n independent variables is equal to the sum of their variances.
(variance-independence-test [[1 2 3 4] [1 2 3 4]]) -> 5/2
"
[vs]
(- (variance (apply map + vs))
(apply + (map variance vs))))
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