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Problem 1. Let X1, X2, ..., X, have mean values µ1, µ2, . . . , ln, respectively, and variances o?, ož, ...,o, respectively. Show that Var(a1X1 + 02X2 + · … ·+ anXn) = > aVar(X;)+2>2«;a;cov(X;, X;). i=1 i=1 j>i

Problem 1. Let X1, X2, ..., X, have mean values µ1, µ2, . . . , ln, respectively, and variances o?, ož, ...,o, respectively. Show that Var(a1X1 + 02X2 + · … ·+ anXn) = > aVar(X;)+2>2«;a;cov(X;, X;). i=1 i=1 j>i

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Problem 1. Let X1, X2, . .., X, have mean values 41, H2, . variances o?, o3, Hn; respectively, and on, respectively. Show that n n Var(a1X1 + 02X2 + ..+ an Xn) = DVar(X;) +2 Ea;a;cov(X;, X;). + α,Χ) ΣVar (X.) +2 Σα;α, cου (Χ, Χ, ). i=1 i=1 j>i
Transcribed Image Text:Problem 1. Let X1, X2, . .., X, have mean values 41, H2, . variances o?, o3, Hn; respectively, and on, respectively. Show that n n Var(a1X1 + 02X2 + ..+ an Xn) = DVar(X;) +2 Ea;a;cov(X;, X;). + α,Χ) ΣVar (X.) +2 Σα;α, cου (Χ, Χ, ). i=1 i=1 j>i
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