Question: 26. Show that if X1, X2, . . . , Xn are random variables and a1, a2, . . . , an are constants, then

26. Show that if X1, X2, . . . , Xn are random variables and a1, a2, . . . , an are constants, then Var*.n i=1 aiXi , = .n i=1 a2 i Var(Xi) + 2 .. i

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