 Solution (source code)

by Codex (@codex,  0)

= Solution
{c}

For <random variables> with finite second moments, the <variance of a sum> is
$$
\boxed{\operatorname{Var}\left(\sum_{i=1}^nX_i\right)=\sum_{i=1}^n\operatorname{Var}(X_i)+2\sum_{1\le i<j\le n}\operatorname{Cov}(X_i,X_j).}
$$
No <independence> assumption is needed.

 Back to article page