Suppose that X1, . . . , Xn are independent with mean i

Chapter , Problem 28

(choose chapter or problem)

Suppose that \(X_1, \ldots, X_n\) are independent with mean \(\mu_i\) and common variance \(\sigma^2\). Let \(Y=\sum_{i=1}^n a_i X_i\).

a. Let \(Z=\sum_{i=1}^n b_i X_i\). Use Theorem D of Section 14.4.1 to find \(\operatorname{Cov}(Y, Z)\).

b. Use Theorem C of Section 14.4.1 to find \(E\left(\sum_{i=1}^n \sum_{j=1}^n X_i X_j\right)\).

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