Question
Suppose that X and Y are both binomial random variables with parameters n and p. If Var(X Y) = 2, what is cov(X,Y)? Prove that
Suppose that X and Y are both binomial random variables with parameters n and p. If Var(X Y) = 2, what is cov(X,Y)?
Prove that if X and Y are independent random variables, then Var(XY) = Var(X)Var(Y) +E[X] 2 Var(Y) +E[Y] 2 Var(X).
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Stochastic Calculus And Applications
Authors: Samuel N Cohen, Robert J Elliott
2nd Edition
1493928678, 9781493928675
