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Corrigé des exercices - Dunod

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403<br />

Pour tout couple (i,j) d’entiers distincts de [1,n], Y i Y j suit une loi de Bernoulli de paramètre<br />

( n−2<br />

n<br />

) na.<br />

Alors cov(Y i ,Y j ) = E(Y i Y j ) − E(Y i )E(Y j ) = ( n−2<br />

n<br />

Donc<br />

n∑ ∑<br />

V (Y ) = V (Y i ) + 2 cov(Y i ,Y j )<br />

i=1<br />

1i

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