Question: Exercise 2.12 For any random variables X and Y, prove that Also, prove Proposition 2.4 by a mathematical induction. V[X+Y] = V[X] + V[Y] +

Exercise 2.12 For any random variables X and Y, prove that

V[X+Y] = V[X] + V[Y] + 2C[X,Y].

Also, prove Proposition 2.4 by a mathematical induction.

V[X+Y] = V[X] + V[Y] + 2C[X,Y].

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