Let X1, X2, ..., X, be n random variables, then (i a; X.) = £ a?V (X) + 2 _£ E a;a; E a? V (X;) + 2 £ d; Aj Cov (X¡, X;) V i=1 i = 1 i =1 j=1

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
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
Transcribed Image Text: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
Expert Solution
steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman