Show that (a) Cov(aX, bY)= ab Cov(X,Y). (b) Cov(X+a, Y + b) = Cov(X,Y). (c) Cov(X, aX+b) = a Var(X).
Show that (a) Cov(aX, bY)= ab Cov(X,Y). (b) Cov(X+a, Y + b) = Cov(X,Y). (c) Cov(X, aX+b) = a Var(X).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![3. Let (X,Y) be a bivariate random variable, and let a and b be real constants.
Show that
(a) Cov(aX,bY) = ab Cov(X,Y).
(b) Cov(X+a, Y +b) = Cov(X,Y).
(c) Cov(X, aX + b) = a Var(X).
%3D
%3D
%3D](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ff729a864-acc5-442d-8cd1-e599cb570328%2F9a4c5d03-e4c6-431f-836d-331c2a61c370%2F8eg3lvu_processed.jpeg&w=3840&q=75)
Transcribed Image Text:3. Let (X,Y) be a bivariate random variable, and let a and b be real constants.
Show that
(a) Cov(aX,bY) = ab Cov(X,Y).
(b) Cov(X+a, Y +b) = Cov(X,Y).
(c) Cov(X, aX + b) = a Var(X).
%3D
%3D
%3D
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