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update
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szcf-weiya committed Jan 4, 2018
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Expand Up @@ -13,7 +13,7 @@ $$
\rho\sigma^2+\frac{1-\rho}{B}\sigma^2 \qquad (15.1)
$$

!!! note "weiya注"
!!! note "weiya注: Ex. 15.1"
已知$X_i,i=1,\ldots, B$独立同分布,方差均为$Var(X_i)=\sigma^2$。则
$$
Var(\frac 1B \sum X_i)=\frac{1}{B^2}Var(\sum X_i)
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