2 For random variables X1, X2, , Xn, we have that Var(Xi) 4, 1 i n, and for 1 i 6 j n, (Xi,Xj) 1 16 Find Var(X1 X2 Xn) Hint Note that Pn1 i 1 Pn j i 1 Cov(Xi,Xj) has (n 1) (n 2) 1 (n 1)n 2 terms

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Question: 2. For random variables X1, X2, . . . , Xn, we have that Var(Xi) = 4, 1 i n, and for 1

2. For random variables X1, X2, . . . , Xn, we have that Var(Xi) = 4, 1 ≤ i ≤ n, and for 1 ≤ i 6= j ≤ n, ρ(Xi,Xj) = −1/16. Find Var(X1 + X2 + · · · + Xn).

Hint: Note that Pn−1 i=1 Pn j=i+1 Cov(Xi,Xj) has (n − 1) + (n − 2) + · · · + 1 =

[(n − 1)n]/2 terms.

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