=+25.7. Generalize Example 25.8 by showing for three-dimensional random vectors

(A„, B„, X„) and constants a and

b, a ≥0, that, if A ,=

a, B. =

b, and X„ = X, then A ,, X ,, + B=aX+b. Hint: First show that if Y, - Y and D ., - 0, then D„,Y ,, = 0.