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= i j ¾(x i;x j)= i ¾2(x i)2 i<j ¾(x i;x j) (311b).
Xzy. Y \ \ á. X x z ¾. ¾(xy);(wz)=¾(x;w)¾(y;w)¾(x;z)¾(y;z) (310g) Similarly, the variance of a sum can be expressed as the sum of all possible variances and covariances From Equations 310a and 310g, ¾2(x y)=¾2(x)¾2(y)2¾(x;y) (311a) More generally, ¾2 ˆ i x i!.
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