Question: Verify the second equality in (2.32), again by using the linearity of expectations. (2.32) Cov[X, Y] = E[XY] E[X]E[ Y] = E[Xx] E[X]E[X]=0 + 0

Verify the second equality in (2.32), again by using the linearity of expectations.

(2.32)

Cov[X, Y] = E[XY] E[X]E[ Y] = E[Xx] E[X]E[X]=0 + 0 1

Cov[X, Y] = E[XY] E[X]E[ Y] = E[Xx] E[X]E[X]=0 + 0 1 = 0.

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