A Primer on Summation Notation

George H Olson, Ph. D.

Doctoral Program in Educational Leadership
Appalachian State University
Spring !!"
Summation Operator
#he summation operator $%& 'Gree( letter, capital sigma) is an instruction to sum
over a series o* values. +or instance, i* ,e have the set o* values *or the varia-le, X . 'X
1
,
X
2
, X
3
, X
4
, X
5
), then

/
0
n
i
i
X
. X
1
+ X
2
+X
3
+ X
4
+ X
5
Literally, the e1pression,

/
0
n
i
i
X
, says2 -eginning ,ith i.0 and ending ,ith i./,
sum over the variables X
i
. As an e1ample, let
X
i
. ", X
2
. 0!, X
3
. 00, X
4
. .0/, X
5
. 03.
#hen n . / 'the num-er o* cases), and

/
0
n
i
i
X
. " 4 0! 4 00 4 0/ 4 03
. 3!.
5n many conte1ts, it is clear that the summation is over all cases and ,e do not
need the superscript over the summation operator. +urthermore, in most conte1ts it is
assumed that the summation -egins ,ith i . 0. Hence, the notation,

i
i
X is ta(en to
imply

/
0
n
i
i
X
. 5n most situations, ,here the varia-le has only one su-script, as in X
i
, the
su-script can -e omitted. 5n these situations,
X
implies

/
0
n
i
i
X
.
5n other conte1ts, the varia-le X may have more than one su-script, e.g., X
ij
. #his occurs,
*or instance, ,hen individuals -elong to t,o or more su-groupings or cross6
classi*ications. 7e might have a situation as sho,n -elo, in #a-le 0.
#a-le 0
Group 0 Group Group 8
9
00
, 9
0
, 9
80
, 9
:0
9
0
, 9

, 9
8
, 9
:
, 9
/
, 9
3
9
08
, 9
8
, 9
88
, 9
:8
, 9
/8
Here ,e have three groups, each ,ith a di**erent num-er o* cases. 7e denote the
ith case in the jth group ,ith the sym-ol, X
ij
. #o sum all the cases, over all three groups,
,e ,ould use the *ollo,ing, dou-le summation operator,

8
j
n
i
ij
j
X ,
,hich instructs us to sum over the three groups $j.0, , and 8& and, ,ithin each group,
sum over the num-er o* cases in the group $i.0, , 8, : *or Group 0; i.0, , 8, :, /, 3 *or
Group ; i.0, , 8, :, / *or Group 8&. +or simplicity, ,e o*ten ,rite the summation
e1pression as,
ij
X
,
,here it is assumed that ,e are to sum over all groups and all cases ,ithin each group.
+or e1ample, lets su-stitute the *ollo,ing num-ers *or the sym-olic values given a-ove.
#a-le
Group 0 Group Group 8
0!, ", 0, 08 3, 00, ", 0!, ", 0 0:, 3, 3, 0!, <
#hen,
ij
X
. 1
]
1

ij
X
. =0!4"40408>
4=34004"40!4"40>
4=0:434340!4<>
. :84//4:/
. 0:8.
A more comple1 situation occurs ,hen cases are grouped into cross6
classi*ications. #a-le 8 represents a situation ,here cases are cross6classi*ied -y se1 and
age6category.
#a-le 8
Age ?ategory
?hild Adolescent Adult
Se1
@ale
9
000
, 9
00
,
9
800
, 9
:00
9
00
, 9
0
,
9
80
, 9
:0
9
008
, 9
08
,
9
808
, 9
:08
+emale
9
00
, 9
0
,
9
80
, 9
:0
9
0
, 9

,
9
8
, 9
:
9
08
, 9
8
,
9
88
, 9
:8
5n the ta-le the notation, X
ijk
, denotes the ith individual in the jth ro, $Se1
category& and kth column $Age ?ategory&. Hence, X
423
is the last case in the Adult6
+emale cell. #o indicate summation over all the cases in the ta-le, ,e ,ould use the
notation,

k j i
ijk
X
,
,here it is assumed that the summation is over all N cases, i, over all J ro,s, j, and all K
columns, k.
Dot Notation
5t is o*ten easier to denote aggregates using dot notation. 5n an e1pression such as

i
i
X X
,
the dot $) represents aggregation or summation over the missing $dotted& su-script. +or
instance, in the e1ample given earlier, ,here ,e had

/
0
n
i
i
X
. 3!, ,e could simply ,rite
X

. 3! 'read 96dot . 3!). Using dot notation ,e ,ould represent the cell aggregates in
the Se1 -y Age ?ategory ta-le a-ove as sho,n in #a-le :.
#a-le :
Age ?ategory
?hild Adolescent Adult
Se1
@ale
9
00
9
0
9
08
+emale
9
0
9

9
8
,here, *or the @ale6Adolescent cell, X
12
.

i
i
X
0
. 5* ,e ,anted to denote the sum o*
the values *or all the males, ,e ,ould ,rite, X
1
; *or all *emales, X
2
Similarly, the sum
o* the values *or all children is, X
0
; all adolescents, X

; and all adults, X

8
And the sum
o* the values *or all the cases, X

Aote that
X
1
=
k i
k i
X
0 ,
X
1
.
j i
ij
X
0 , and
X

=

k j i
ijk
X
.
Rules of summation
Summation of a constant Let c -e some constant value. #hen,

N
i
Nc c
0
.
5n other ,ords, summing a constant N times is the same as multiplying the constant -y N.
Hence, i* c . /, then

0
0
3! / 0
i
c
.
#his rule can -e e1tended to dou-le summation. #hus,

c
.
1
]
1

J
j
n
i
j
c
.
c n
J
j
j
As an e1ample, consider the situation involving the three groups given earlier in #a-le .
5* all cases, in all groups, have the constant value, 0!, then

8
0!
j
n
i
j
.
1
]
1

8
0!
j
n
i
j
. =0!40!40!40!>
4 =0!40!40!40!40!40!>
4 =0!40!40!40!40!>
. $:B0!& 4 $3B0!& 4 $/B0!&
. 0/B0!
. 0/!.
!ulti"lication b# a constant 5* all the values o* a varia-le, X, are multiplied -y
the same constant, c, then,


,
_

N
i
i
N
i
i
N
i
i
X c X c cX
.
+or e1ample, let the set o* / values o* the varia-le X -e '8, <, /, C, 0!), assume that each
is multiplied -y the constant, . #hen,

i
i
X
. $8&4$<&4$/&4$C&4$0!&
. $84<4/4C40!&
. 8:
.

i
i
X
. cX

Again, this can -e e1panded to multiple summations2

j i
ij
j i
ij
X c cX
. cX

,


k j i
ij
k j i
ijk
X c cX
. cX

,
and so on.
As an e1ample, again consider the three group situation given earlier in #a-le . 5*
all cases ,ere multiplied -y /, then

8
& $ /
j
n
i
ij
j
X . =$/B0!& 4 $/B"& 4 $/B0& 4 $/B08&>
4=$/B3& 4 $/B00& 4 $/B"& 4 $/B0!& 4 $/B"& 4 $/B0&>
4=$/B0:& 4 $/B3& 4 $/B3& 4 $/B0!& 4 $/B<&>
. /$:84//4:/&
./

,
_

8
& $
j
n
i
ij
j
X
. 0!$0:8&
. C0/.
5n some situations, the values in di**erent groups are multiplied -y di**erent
constants. +or instance, suppose the values in Group 0 $in the e1ample Dust given& ,ere
multiplied -y the constant c
1
, the values in Group -y c
2
, and the values in group 8 -y c
3
.
#hen, the sum o* all the cases ,ould -e given -y,
i
i
i
X c

.
5n this situation, it is necessary that the constants remain ,ithin the summation
operator. Ao,, suppose that in the Se1 -y Age ?ategory e1ample given earlier, ,e have
the values as sho,n -elo, in #a-le /.
#a-le /
Age ?ategory
?hild Adolescent Adult
Se1
@ale
, 8,
/, :
/, 0,
0, 8
, ,
8, !
+emale
0, 8,
/,
, !,
8, 0
/, 8,
:, 8
5* all the male values are multiplied -y the constant, /, and all the *emale values
are multiplied -y the constant, 0!. #hen, letting c
1
. / and c
2
. 0!, the sum over all cases,
ro,s, and columns is given -y,

k j i
ijk j
X c
.

,
_

k j i
ijk j
X c
. /$0:40!4C& 4 0!$004340/&
. /$80& 4 0!$8&
. :C/.
Aote that the right6hand side o* the summation notation a-ove could have -een ,ritten as

k j i
ijk j
X c
,
,ithout the parentheses.
$r%er of o"erations. #he order o* operations, ,hen using summation operators, is
the same as that *or arithmetic. #hat is, operations involving the values in a summation
operation are indicated -y mathematical punctuation. 7hen indicated -y punctuation,
operations are to -e carried out on values prior to summation. Some e1amples should
su**ice.
& $

8

N
i
i
X X X X X + + +

,
N
i
i
X X X X + + +

0
, and
N
i
i
X X X X log log log log
0
+ + +

.
On the other hand,

8 0

& $ X X X X
i
i
+ + +
,
_

,
N
i
i
X X X X + + +

0 , and
& log$ log
0 N
i
i
X X X X + +
,
_

.
Aote that these rules apply even ,hen ,e have multiple summations. +or e1ample,
letting capital J represent the num-er o* groups,
( )

+ + +
,
_

j
j
j
nj j j
J
j i
i
X
X X X X

0

.
5n ,ords, ,ithin each group, j2 sum the values over cases, i, then sEuare the sum.
A*ter sEuaring the sums ,ithin all o* the J groups, sum the sEuared sums over groups.
+or e1ample, consider the data given in #a-le , earlier.

,
_

J
j i
i
X . :8

4 //

4 :/

. 3"<<.
&istributive rule of summation. #he summation operator is distri-utive ,hen the
value -eing operated upon is itsel* a sum $or di**erence&. +or e1ample,
( )

+ +
i
i
i
i
i
i i
' X ' X
,
( ) ( )






+
+
+
J
j
j
J
j i
ij
J
j i
ij
J
j i
J
j i
ij
J
j i
ij
J
j i
ij ij
J
j i
ij
n X X X X
X X X X
X X X X X X

Aote that the last step in this eEuation *ollo,s *rom the rule pertaining to summation over
a constant, given earlier. Hence,
( )

+ + +

,
_

+ + +
J
j
j
J
j
j
J
n
i
n
i
n
i
J
j i
n X
X n
X n X n X n
X X X X
J

0

0

Summation involving t(o or more variables. 5* each case has values on t,o
varia-les, X
i
and '
i
, say, then,

,
_

,
_

i
i
i
i i
N
i
i
' X ' X
5nstead,

i
i i
' X
. $X
1
'
0
4 X
2
'
2
4 FFF 4 X
N
'
N
&.
#hese rules can -e e1tended, Euite logically, to situations involving more than t,o
varia-les.
Exercises
5n each o* the *ollo,ing e1ercises, use sym-ols to e1tend the e1pression given in the
summation operation. +or e1ample,

C
8 i
i
X
. $X
3
4 X
4
4 X
5
4 X
)
4 X
*
&
0.

3
l
l
'
.

8
0

0!
i
i
X
8.
( )

+
8

j i
j ij
' X
:.
( )

+ +
/
/
i
i i i
+ ' X
/.

C
/
8
0

,
_

j i
ij
X
3.

: 8

,
_

i
ij
j
j
X n
Geduce the *ollo,ing e1tended e1pressions to an e1pression using the summation
operator. +or e1ample,
$X
3
+ X
4
+ X
5
+ X
)
+ X
*
&
,ould -e ,ritten as

C
8 i
i
X
C. X
1
'
1
4 X
2
'
2
4 X
3
'
3
4 X
4
'
4
4 X
5
'
5
4 X
)
'
)
". X
1
'
1
4 X
2
'
2
4 FFF 4 X
N
'
N
<. $9
/
4 H
/
&

4 $9
3
4 H
3
&

4 $9
C
4 H
C
&

4 FFF 4 $9
0!
4 H
0!
&

0!. ( ) ( )

/ : 8 0
' ' ' ' ' X X X X X + + + + + + + +