I'm stuck on this problem :

X and Y is normal random var with mean(x) = 1 and mean(y) = 2 and variance(x)=1 and variance(y) = 4 and covariance(x,y)=1.

U = X-Y

V = X+Y

find E(U),Var(U),Cov(U,V)

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- Jul 30th 2011, 12:47 AMbingunginterexpectation, variance, covariance
I'm stuck on this problem :

X and Y is normal random var with mean(x) = 1 and mean(y) = 2 and variance(x)=1 and variance(y) = 4 and covariance(x,y)=1.

U = X-Y

V = X+Y

find E(U),Var(U),Cov(U,V) - Jul 30th 2011, 12:57 AMgirdavRe: expectation, variance, covariance
, and .

- Jul 30th 2011, 12:58 AMbingunginterRe: expectation, variance, covariance
- Jul 30th 2011, 01:04 AMgirdavRe: expectation, variance, covariance
for two integrable random variables is always true, but is true if and have a variance and . It's true when and are independent, but the last equality can be true even if and are not independent.