Maths Catch-Up · Variances Add, Standard Deviations Don't: Where the √n Comes From
The previous part borrowed σ_z = √n · σ_W · σ_x and moved on. This one derives it from the definition of expectation: three rules of arithmetic, why the cross term vanishes, why it is variance and not standard deviation that adds — and why diagnosing a network means watching the variance rather than the mean or the maximum.