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    Discrete Math and Statistics: Auto Regressive (AR) Formula

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    1. Can Var(X_n) = (a^(2n - 2) + A^(2n - 4) + ... + A^2 + 1)sigma^2, be written as[ (sigma^2 )*(SUM(A2)n)from A=0 to A=n-1 =(sigma^2 )*(1/(1- A2 ) if n is large?
    2. Why does Cov (Xi,Xj) = 0 if i /= j and sigma^2 if i=j
    3. What is the basic equation for the Covariance?

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    https://brainmass.com/math/discrete-math/discrete-math-statistics-auto-regressive-formula-509541

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    The expert examines the discrete math and statistics for Auto Regression (AR) formula.

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