Now what about the standard deviation? Assuming these two random variables are independent, and they tell us that we are independently, randomly selecting a man and a woman, the height of the man shouldn't affect the height of the woman or vice versa. Assuming that these two are independent variables, if you take the sum or the difference of these, then the spread will increase. But you won't just add the standard deviations. What you would actually do is say, the variance of the difference is going to be the sum of these two variances. So let me write that down. So I could write variance with VAR, or I could write it as the standard deviation squared.