Question: 10 otherwise 1.7. Problem. For random variables X, Y, and Z, prove each of the following (a) Cov( X + Y, X - Y) =

10 otherwise 1.7. Problem. For random variables X, Y, and Z, prove each of the following (a) Cov( X + Y, X - Y) = Var(X) -Var(Y) (b) Var (X - Y) = Var (X) + Var(Y)-2Cou(X, Y) (c) Cov(X + Y, Z) = Cov(X, Z) + Cov(Y, Z)

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