Let X and Y be two random variables and let r, s, t, and u be real numbers. a. Show that Cov(X+s, Y+u) = Cov(X,Y) b. Show that Cov(rX, tY) = rtCov(X,Y) c. Show that Cov(rX +s, tY + u) = rtCov(X,Y)

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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Let X and Y be two random variables and let r, s, t, and u be real numbers. a. Show that Cov(X+s, Y+u) = Cov(X,Y)
b. Show that Cov(rX, tY) = rtCov(X,Y)
c. Show that Cov(rX +s, tY + u) = rtCov(X,Y)

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