 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-iii/6/b/ii/solution

Var (i = 1 \sum n X_{i}) = i = 1 \sum n Var (X_{i}) + 2 1 \leq i < j \leq n \sum Cov (X_{i}, X_{j}) .

No independence assumption is needed.

 New to topics? Read the docs here!