Question: Show that Cov(X, Y) = E[XY]E[X]E[Y], as a consequence of Equation 4.13. Equation 4.13. Cov(X, Y) = E[(X X )(Y Y

Show that Cov(X, Y) = E[XY]−E[X]E[Y], as a consequence of Equation 4.13.


Equation 4.13.

Cov(X, Y) = E[(X − μX)(Y − μY)].

Step by Step Solution

★★★★★

3.36 Rating (165 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

EX x Y y EXY x Y y X ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Probability With Applications Questions!

Q:

Suppose that X and Y are independent n-dimensional random vectors for which the covariance matrices Cov(X) and Cov(Y) exist. Show that Cov(X + Y) = Cov(X) + Cov(Y).

Q:

Let X and Y be random variables with Show that Cov(X, Y) = 0 but that X and Y are dependent. 4x- fx.y(x,y)=( elsewhere 0,

Q:

Let X and Y be random variables. The covariance Cov(X, Y) is defined by (see Exercise 6.2.23) cov (X, Y) = E((X (X))(Y (Y))) . (a) Show that cov(X, Y) = E (XY) E(X) E(Y). (b) Using (a), show that...

Q:

3 In 0900'0 500O'D 1000 0 FIG. 4. Process H alloy composition: (a) & chart, (b) "chart based on log ratios, (o) X' versus 73. S 0900'0 50COD 100070 S602 R. A. Boyles For this data set, step (3) in...

Q:

Please help with questions on page 14 assignment 01 - urgently need help tonight DSC2604/101/3/2016 Tutorial letter 101/3/2016 Financial Modelling DSC2604 Semesters 1 & 2 Department of Decision...

Q:

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Q:

please help me answer this question , thanks ! Problem 3: Do Regressions Make Sense? [Remark: Without the knowledge of convergence of random variables, one cannot "prove" the statements above...

Q:

\fCOMPLEX VARIABLES AND APPLICATIONS Eighth Edition James Ward Brown Professor of Mathematics The University of Michigan-Dearborn Ruel V. Churchill Late Professor of Mathematics The University of...

Q:

\fCOMPLEX VARIABLES AND APPLICATIONS Eighth Edition James Ward Brown Professor of Mathematics The University of Michigan-Dearborn Ruel V. Churchill Late Professor of Mathematics The University of...

Q:

MATH 107 QUIZ 5 July, 2016 NAME: _______________________________ Instructor: S. Sands I have completed this assignment myself, working independently and not consulting anyone except the instructor....

Q:

Based on the Pareto analysis for the cafeteria, what part of this process should the quality manager focus on first, based on this data? Tim Included below is a Pareto analysis for a cafeteria....

Q:

Decide whether solutions of the following salts are acidic, neutral, or basic. a. Ammonium cyanate b. Anilinium cyanate

Q:

26. LO.1 Use Figure 24.1 to compute Balboa Corporations State F taxable income for the year. Addition modifications $29,000 Allocated income (total) 25,000 Allocated income (State F) 3,000 Allocated...

Q:

2.3. Determine the stationary distribution for an MIM12 system as a function of the traffic intensity p = A/2, and verify that L = AW.

Q:

To determine his DSL Internet connection speed, Shawn divides up the day into four parts: morning, midday, evening, and late night. He then measures his Internet connection speed at 5 randomly...

Q:

24 Hour Fitness wants to administer a satisfaction survey to its current members. Using its membership roster, the club randomly selects 40 club members and asks them about their level of...

Q:

To obtain students opinions about proposed changes to course registration procedures, the administration of a small college asked for faculty volunteers who were willing to administer a survey in one...

Q:

You have the following data on Bravo, plc for the year 2018: Income Statement for the year to 31/12/2018 '000 Revenue (all credit sales) 1,850 Cost of Sales (Purchases) (1,350) Gross Profit 500...

Q:

Discuss and give a detailed explanation about the company's cash flow from 2019 to 2021. 12 months ended: Jan 31, 2021 Jan 31, 2020 Jan 31, 2019 Consolidated net income 13,706 15,201 7,179...

Q:

e question will save this response Question 1 of 27 Question 1 2 points Suppose you invest in a municipal bond that pays a yield of 5%. If your marginal tax is 23%, what is the equivalent yield on...