If X is a random variable, prove that

Chapter 2, Problem 26E

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QUESTION:

If X is a random variable, prove that \(\operatorname{Cov}(X, X)=\sigma_{X}^{2}\).

Equation Transcription:

Text Transcription:

Cov(X,X) = Sigma sub X^2

Questions & Answers

QUESTION:

If X is a random variable, prove that \(\operatorname{Cov}(X, X)=\sigma_{X}^{2}\).

Equation Transcription:

Text Transcription:

Cov(X,X) = Sigma sub X^2

ANSWER:

Solution :

Step 1 of 1:

Let X is a random variable.

Our goal is :

We need to prove that.

Now we need to prove that

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