Tymon3951 Tymon3951
  • 14-01-2023
  • Mathematics
contestada

(Variance of a linear combination) Let X,Y be random variables and a,b,c be constants. Show that: var (aX + bY + c) = a^2 var X + b^2 varY + 2ab cov(X,Y) (Hint: write the variance as a covariance and use bilinearity twice)

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