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I'm working through a proof involving the sum of covariances but the notation is tripping me up. What does it mean when you are taking a summation over the index $i < j$? For instance $\sum_{i < j}\mathrm{Cov}(X_{i},X_{j})$ where Cov is covariance.

I'm sure it's nothing complicated I just want to make sure I understand.

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    You run over all $j$ and for each $j$ you run over all $i$ such that $i < j$. For instance is $\sum_{i < j} i = 1+2+3+\cdots+n$ if $j$ can be maximal $n$. In particular this means here that you have $\sum_{i if $j$ is maximal $n$.2012-10-20
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    In general $\sum_{i2012-10-20
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    This is an old post. If your question is solved, maybe you'd like to pick an answer you'd like best. Regards.2012-12-04

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