Suppose that the random variables Y1 and Y2 have means 1 and 2 and variances 2 1 and 2 2
Chapter 5, Problem 5.96(choose chapter or problem)
Suppose that the random variables Y1 and Y2 have means 1 and 2 and variances 2 1 and 2 2 , respectively. Use the basic definition of the covariance of two random variables to establish that a Cov(Y1, Y2) = Cov(Y2, Y1). b Cov(Y1, Y1) = V(Y1) = 2 1 . That is, the covariance of a random variable and itself is just the variance of the random variable.
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