If X, Y and Z are three random variables, then cov (X +Y,Z) =cov(X,Z)+cov(Y,Z)

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 35E
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Prove the following

If X, Y and Z are three random variables, then
cov (X +Y,Z) = cov(X,Z)+cov(Y,Z)
Transcribed Image Text:If X, Y and Z are three random variables, then cov (X +Y,Z) = cov(X,Z)+cov(Y,Z)
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