Can anyone show me what Cov(A, (X_1 + X_2)) is?
I'm hoping its Cov(A, X_1) + Cov(A, X_2), is it possible?
/Confused student.
Can anyone show me what Cov(A, (X_1 + X_2)) is?
I'm hoping its Cov(A, X_1) + Cov(A, X_2), is it possible?
/Confused student.
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You have $$\begin{align} Cov(A, X_1 + X_2) &= E(A(X_1 + X_2)) - E(A)E(X_1 +X_2) \\&= E(A X_1) - E(A)E(X_1) + E(A X_2) - E(A)E(X_2) \\&= Cov(A, X_1) + Cov(A, X_2)\end{align}$$