1. ## Random variables Question

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

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

Obtain $Cov(X,Y+Z)$

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

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

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