So who knows what to do with the variance of a sum of three random
variables? Can covariance have three covariates within the brackets?
ie Cov(X1, X2, X3)? And if so, what does the formula look like? Or do
we have Cov(X1, X2) + Cov(X2, X3) + Cov(X1, X3)?
Zoë
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