Variance of sum Theorem: For independent X and Y,Cov(X,Y)=0. Theorem: For pairwise independent X1,X2,...,Xn, n n Var ∑Var[Xl. 1 i=1Variance of sum Theorem: For independent X and Y , Cov(X,Y ) = 0. Theorem: For pairwise independent X1,X2,...,Xn, Var￾ ⇤ n i=1 Xi ⇥ = ⇤ n i=1 Var[Xi]