Question: Show the linearity properties for covariance as given in Equations 4.15 and 4.16. Equations 4.15: Cov(aX + bY + c,Z) = aCov(X,Z) + bCov(Y,Z) Equations

Show the linearity properties for covariance as given in Equations 4.15 and 4.16.


Equations 4.15:

Cov(aX + bY + c,Z) = aCov(X,Z) + bCov(Y,Z)


Equations 4.16:

Cov(X, aY + bZ + c) = aCov(X, Y) + bCov(X,Z).

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