Hi there

I was wondering if someone can explain to me why the expansion of Cov(X,YZ) is

<(X-<X>)(Y-<Y>)(Z-<Z>)> + <Y>Cov(X,Z) + <Z>Cov(X,Y)

i think it has something to do with the identities.

anyhelp would be much appreciated

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- Nov 29th 2006, 02:19 AMchogoExpansion of Cov(X,YZ)
Hi there

I was wondering if someone can explain to me why the expansion of Cov(X,YZ) is

<(X-<X>)(Y-<Y>)(Z-<Z>)> + <Y>Cov(X,Z) + <Z>Cov(X,Y)

i think it has something to do with the identities.

anyhelp would be much appreciated