Summation Notation

Let X be a variable with N observations:

Write in summation notation.

1.

X 1 , X 2 ,..., X N
. The sum can be expressed as
N

X
i 1

i 1

i 1

3 6 9 (X1 X 2 X 3 ) 3i X i

X 1 X 1 ... X N

X2 X3 X4

Y 1 2Y2 3Y3

read as the sum of

Xi as i goes from 1 to N.

X
i 2
3

iY
i 1

Properties of the Summation Notation

1. First constant rule

2.
3.

c Nc

i 1

X X X

(X1 Y1 ) (X 2 Y2 ) (X 3 Y3 )
3

. In general,
N

c ( N m 1)c

i 1

i 1

i 1

c X i

i 1

(X
i 1

X
i 1

(X

Yi ) X i Yi
i 1

i 1

i 1

X Y X Y
i i

i 1

i 1

i 1

*Note that

Given that

3. Distributive Rule
N

Proving:

2. Second Constant Rule

cX

(X Y )

i n

4 i

prove that
N

x ) 2 X i2 x2
i 1

Manipulating the Left Hand side,

N

(X
i 1

x ) 2 X i2 x2

Rule 2

i 1

Xi

i 1 Yi

X
i 1
N

Y
i 1

Examples:
Write in expanded form.
3

(3k 1) X
k 1

4 X 1 7 X 2 10 X 3

X 2 j 1 X 5 X 7 X 9

3
4
5
j 2 j 1
2.

N
N
X i2
X i N x2

2 x

X i2 x2
Rule 1
i 1 N
i 1 N
i 1 N
i 1
N

x2 N 2
X 2 x ( x ) N
X i x2
N i 1
i 1
N

1.
4

( X i2 2 x Xi x2 ) N 2

X i x2
N
i 1
i 1
N

2
i

X i2 2 x2 x2 X i2 x2
i 1

i 1

i 1

i 1

X i2 x2 X i2 x2