So I've been given the following exercise:
Let $X$ and $Y$ be two random variables.
Let $Var(X) = 2$ and $Cov(X, Y) = 1$. Compute $Cov(5X, 2X + 3Y)$.
How do I do this when I don't have the second variance and no expectation values?
So I've been given the following exercise:
Let $X$ and $Y$ be two random variables.
Let $Var(X) = 2$ and $Cov(X, Y) = 1$. Compute $Cov(5X, 2X + 3Y)$.
How do I do this when I don't have the second variance and no expectation values?
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