How to add header row to a pandas DataFrame

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You can use names directly in the read_csv

names : array-like, default None List of column names to use. If file
contains no header row, then you should explicitly pass header=None

Cov = pd.read_csv("path/to/file.txt", 
                  sep='\t', 
                  names=["Sequence", "Start", "End", "Coverage"])

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