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Math Help - Random variables Question

  1. #1
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    Random variables Question

    For random variables X,Y and Z it is given that

    Cov(X,Y) = \alpha and Cov(X,Z) = \beta

    Obtain Cov(X,Y+Z)
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  2. #2
    MHF Contributor matheagle's Avatar
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    just add the two...


    Quote Originally Posted by thanapa View Post
    For random variables X,Y and Z it is given that

    Cov(X,Y) = \alpha and Cov(X,Z) = \beta

    Obtain Cov(X,Y+Z)=Cov(X,Y)+Cov(X,Z)=\alpha+\beta
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