Given random variables $X$ and $Y$ with $Cov(X, Y) = c$, is it true that
$Cov(X, XY) \leq Cov(X, X)$
?
2026-03-29 03:03:56.1774753436
Covariance of products of dependent random variables
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$X\sim N(0,1), Y=X^{2}$ is a counterexample.