diff --git a/stat-cookbook.tex b/stat-cookbook.tex index 3fcecf5..7aa15c4 100644 --- a/stat-cookbook.tex +++ b/stat-cookbook.tex @@ -539,7 +539,7 @@ \section{Variance} \begin{titemize}{Definition and properties} \item $\V{X} = \sigma_X^2 = \E{(X-\E{X})^2} = \E{X^2} - \E{X}^2$ \item $\V{\displaystyle\sum_{i=1}^n X_i} = - \displaystyle\sum_{i=1}^n \V{X_i} + 2\sum_{i\ne j}\cov{X_i,Y_j}$ + \displaystyle\sum_{i=1}^n \V{X_i} + \sum_{i\ne j}\cov{X_i,X_j}$ % \stackrel{X_i \ind X_j}{=}\sum_{i=1}^n\V{X_i}$ \item $\V{\displaystyle\sum_{i=1}^n X_i} = \displaystyle\sum_{i=1}^n\V{X_i} \quad$ if $X_i \ind X_j$