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Corrected formular for variance of correlated variables
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adrianbartnik committed Dec 1, 2016
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2 changes: 1 addition & 1 deletion stat-cookbook.tex
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Expand Up @@ -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 $X_i \ind X_j$
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