Okay, I have another one here: Suppose that
X1,...,X100
are random variables with
E(Xi)=100,E(X2i)=10100
If
Cov(Xi,Xj)=−1,i≠j
what is Var(S), where
S=∑i=1100Xi
? I got Var(S) to be 100, which is the correct answer but what good does knowing the covariance do? I tried using it, and it just throws everything off.

Question

Okay, I have another one here: Suppose that
X1,...,X100
are random variables with
E(Xi)=100,E(X2i)=10100
If
Cov(Xi,Xj)=−1,i≠j
what is Var(S), where
S=∑i=1100Xi
? I got Var(S) to be 100, which is the correct answer but what good does knowing the covariance do? I tried using it, and it just throws everything off.

anonymous · Answer

what does mean E(X2i) means E(even) ?

anonymous · Answer

It means $$E(X _{i}^{2})$$
Sorry about the notation - it didn't copy and paste correctly.

anonymous · Answer

oh got

anonymous · Answer

so S is sigma(i)=1100Xi is it right

anonymous · Answer

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