Question : For random variables $\displaystyle X,Y$ and $\displaystyle Z$, it is given that

$\displaystyle Cov(X,Y) = a$ and $\displaystyle Cov(X,Z) = c$

Obtain $\displaystyle Cov(X,Y+Z)$

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- Dec 14th 2009, 01:34 AMzorroObtain the cov(X,Y+Z)
Question : For random variables $\displaystyle X,Y$ and $\displaystyle Z$, it is given that

$\displaystyle Cov(X,Y) = a$ and $\displaystyle Cov(X,Z) = c$

Obtain $\displaystyle Cov(X,Y+Z)$ - Dec 14th 2009, 02:59 AMmr fantastic
You have got to start reading and understanding your class notes and textbook! Many of the questions you are posting are done using basic definitions and formulae. MHF is not a service for doing all your homework.

This question is nothing more than applying a basic formula:

Cov(X, Y + Z) = Cov(X, Y) + Cov(X, Z).

See here: Covariance - Wikipedia, the free encyclopedia - Dec 18th 2009, 07:25 PMzorroThanks Mr fantastic and sorry for annoying u