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Algebra & Trigonometry with Analytic Geometry

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 32E

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Question

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

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