Question
4. (Properties of Covariance) For any random variables X, Y, Z and constant c, (i) Cov(X, X) - Var (X), (ii) Cov(X, Y) = Cov(XX),
4. (Properties of Covariance) For any random variables X, Y, Z and constant c, (i) Cov(X, X) - Var (X), (ii) Cov(X, Y) = Cov(XX), (iii) Cov(cX,Y)-cCov(X, Y), (iv) Cov(X,Y+Z) = Cov(X,Y) + Cov(X,Z).
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
