Answered: Exercise 2: Let X,Y and Z be random… | bartleby

Linear Algebra: A Modern Introduction

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 13EQ

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Exercise 2:
Let X,Y and Z be random variables such that Cov(X,Y) < +0o. Show that
Cov(X +E(X),Y +E(Y)) = E(Cov(X,Y |Z)) + Cov (E (X|||Z),E (Y||Z)).

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