From fe0a6bb782c22c6767769b16cf5f2f84f91846ac Mon Sep 17 00:00:00 2001
From: Adrian Bartnik <adrian.bartnik@web.de>
Date: Thu, 1 Dec 2016 13:09:29 +0100
Subject: [PATCH] Corrected formular for variance of correlated variables

---
 stat-cookbook.tex | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/stat-cookbook.tex b/stat-cookbook.tex
index 3fcecf5..7aa15c4 100644
--- a/stat-cookbook.tex
+++ b/stat-cookbook.tex
@@ -539,7 +539,7 @@ \section{Variance}
 \begin{titemize}{Definition and properties}
   \item $\V{X} = \sigma_X^2 = \E{(X-\E{X})^2} = \E{X^2} - \E{X}^2$
   \item $\V{\displaystyle\sum_{i=1}^n X_i} =
-    \displaystyle\sum_{i=1}^n \V{X_i} + 2\sum_{i\ne j}\cov{X_i,Y_j}$
+    \displaystyle\sum_{i=1}^n \V{X_i} + \sum_{i\ne j}\cov{X_i,X_j}$
 %    \stackrel{X_i \ind X_j}{=}\sum_{i=1}^n\V{X_i}$
   \item $\V{\displaystyle\sum_{i=1}^n X_i} =
     \displaystyle\sum_{i=1}^n\V{X_i} \quad$ if $X_i \ind X_j$