Suppose that X1, . . . , Xm and Y1, . . . , Yn are random

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Suppose that X1, . . . , Xm and Y1, . . . , Yn are random variables such that Cov(Xi, Yj) exists for i = 1, . . . , m and j = 1, . . . , n, and suppose that a1, . . . , am and b1, . . . , bn are constants. Show that

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:34 AM

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Suppose that X1, . . . , Xm and Y1, . . . , Yn are random

Question:

(5-Σν) ΣαΧ. Σb -ΣΣαby Cov(X, Yp . Cov i-l j-1 j-1

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We have m n Cov aiX ...View the full answer

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