Question: (a) Show that for Cov{X 1 ,X 2 } = E{X 1 X 2 }, it suffices that either X 1 or X 2 has

(a) Show that for Cov{X1,X2} = E{X1X2}, it suffices that either X1 or X2 has zero mean.

(b) Show that Cov{X +Y,Z} =Cov{X,Z}+Cov{Y,Z}.

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