In the screen shot above there is a proof of covariance, part of the proof goes 'off the page' so maybe that is why im confused. However, I don't understand how the second line of the solution comes about after the first expression. Ie I get the second line part:
E(acXZ -abXW +bcYZ -bdYW) is the expectation of the multiplication of the two variables aX+bY and cZ-dW but how do we get to
Also does anyone know of a good online resource for learning about expectation based proofs?