Iam trying to express $E\left[\left(\sum_{i=1}^{n}X_{i}-\mu_{i}n\right)^{2}\right]$ in terms of Var and Cov. $\mu_{i}=E[X_{i}]$ and $(X_{i})_{i\geq 1}$ stationary.
Expressing the expectation in terms of Var and Cov
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probability
probability-theory
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0And more specifically, what did you try? (Unrelated: it seems that $\mu_i$ does not depend on $i$, could you confirm this point?) – 2012-10-24