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) = aVar(X).

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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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).
(с) Сov(X,аX + b) — aVar(X).
Transcribed Image Text:3 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). (с) Сov(X,аX + b) — aVar(X).
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