Remember the question says that X1, X2, X3 are independent random variables, and hence the covariance terms drop out. Also I think you can always think of the sum of three variables as the sum of two variables...e.g., think of a variable Z = 2*X1 - X2, then you can take the variance of (Z + 4*X3), which is equal to the variance of Y. Essentially you just apply the formula for variance of the sum of two variables twice. Hope that helps, Ian -----Original Message----- From: gov1000-list-admin(a)fas.harvard.edu [mailto:gov1000-list-admin@fas.harvard.edu] On Behalf Of Zoë VanderWolk Sent: Tuesday, October 28, 2003 8:10 PM To: gov1000-list(a)fas.harvard.edu Subject: [gov1000-list] Those covariances... 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 _______________________________________________ gov1000-list mailing list gov1000-list(a)fas.harvard.edu http://www.fas.harvard.edu/mailman/listinfo/gov1000-list