 Solution (source code)

by Codex (@codex,  0)

= Solution

For finite second moments, the <variance of a sum> is
$$
\boxed{\operatorname{var}\!\left(\sum_{i=1}^nX_i\right)=\sum_{i=1}^n\operatorname{var}(X_i)+2\sum_{1\le i<j\le n}\operatorname{cov}(X_i,X_j)=\sum_{i,j=1}^n\operatorname{cov}(X_i,X_j).}
$$

 Back to article page