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Variance of a Sum of Indicators
$$\operatorname{Var}\left(\sum_iI_i\right)=\sum_i\operatorname{Var}(I_i)+2\sum_{i<j}\operatorname{Cov}(I_i,I_j)$$
Usage
- Used to calculate variance of event counts.
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Variance of a Sum of Indicators
$$\operatorname{Var}\left(\sum_iI_i\right)=\sum_i\operatorname{Var}(I_i)+2\sum_{i<j}\operatorname{Cov}(I_i,I_j)$$
Usage
- Used to calculate variance of event counts.
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