i posted this in the advanced stats page, but now seems i really have to figure this out asap, so ive posed it here.
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. Ive tried to mimc the expansion of Cov(X+Y,Z) as this should be similar, but i dont get the answer
anyhelp would be much appreciated