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
icon
Related questions
Question
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
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
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman