Suppose that X1,...,Xm and Y1,...,Yn are random variables

Chapter 4, Problem 8

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Suppose that X1,...,Xm and Y1,...,Yn are random variables such that Cov(Xi, Yj ) exists fori = 1,...,m and j = 1,...,n, and suppose that a1,...,am and b1,...,bn are constants. Show that Cov m i=1 aiXi, n j=1 bjYj = m i=1 n j=

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