Processing math: 100%
ThmDex – An index of mathematical definitions, results, and conjectures.
F10948
Formulation 0
Let X1,,XNRandom(ΩR) each be a D3161: Random real number such that
(i) E|X1|2,,E|XN|2<
Then
(1) Var(Nn=1Xn)=Nn=1Nm=1Cov(Xn,Xm)
(2) Var(Nn=1Xn)=Nn=1Var(Xn) if X1,,XN is an D2713: Independent random collection on P