Question

3. Let X1, X2, . . . , Xn be random variables with a common mean μ. Sup- pose that cov[Xi, xj] = 0 for all i and A such that j > i+1. If 仁1 and 6 VECTORS OF RANDOM VARIABLES
prove that = var X n(n- 3)
0 0
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Answer #1

Given that

Let X1,X2,........Xn be a ransom variable with a common mean mu.

Solution NİHA a Common mean uld Such that j>11 /n Vh In -/rnall a equal becaue Ehịニ when J>i41 and here and A ave bott, symmetic A, i, 1412 2_ 2 hee 2 We n-I1-1 Dboth side n (n -3 rn2. Heye entriesfvom -the above D and we get ax n (n-3) Hence Proved

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