Variance of a sum

For square-integrable random variables,

Var (\sum_{i} X_{i}) = \sum_{i} \sum_{j} Cov (X_{i}, X_{j}) .

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Past exam of the mathematics course of the University of Cambridge / 2009 / ia / Paper 2 / 9F / a / Solution
Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 12 / 1 / ii / Solution
Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 37 / 3 / e / Solution
Past exam of the mathematics course of the University of Cambridge / 2019 / ia / Paper 2 / 12F / Solution

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