Prove the theorem Let X1, X2, ..., X, be n random variables, then v (£ « x) = £ a> V (x) + 2 i a,a, (E a; X;) Cov (X;, X;) V i = 1 -Σ α? V (X) + 2 Σ Σ A; aj i = 1 i =1 j=1


Prove the theorem


Let X1, X2, ..., X, be n random variables, then<br>v (£ « x) = £ a> V (x) + 2 i a,a,<br>(E a; X;)<br>Cov (X;, X;)<br>V<br>i = 1<br>-Σ α? V (X) + 2 Σ Σ<br>A; aj<br>i = 1<br>i =1 j=1<br>

Extracted text: Let X1, X2, ..., X, be n random variables, then v (£ « x) = £ a> V (x) + 2 i a,a, (E a; X;) Cov (X;, X;) V i = 1 -Σ α? V (X) + 2 Σ Σ A; aj i = 1 i =1 j=1

Jun 09, 2022
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