Question: Question 4 (5 marks, C5) Given an event A, its indicator is the random variable I defined by 1. if A occurs, IA =

Question 4 (5 marks, C5) Given an event A, its indicator is the random variable I defined by 1. if A occurs, IA = otherwise. 0, Let I and IB be the indicator variables of the events A and B. Show that Cov (IA, IB) = P(B) [P(A|B) P(A)] . -

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