Solved: Prove the general case of Theorem 7. That is, show

Chapter 6, Problem 6.4.28

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Prove the general case of Theorem 7. That is, show that if X I , X z, ... , X n are pairwise independent random variables on a sample space S, where n is a positive integer, then V(XI + X2 + ... + Xn) = V(XI) + V(X2) + ... + V(Xn). [Hint: Generalize the proof given in Theorem 7 for two random variables. Note that a proof using mathematical induction does not work; see Exercise 27.]

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