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- Nov 30th 2006, 02:02 AM #1

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## Cov(X,YZ)

Hi there

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

- Nov 30th 2006, 11:54 AM #2

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- Dec 1st 2006, 05:41 AM #3

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- Dec 1st 2006, 06:13 AM #4

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- Dec 2nd 2006, 02:33 AM #5

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