Question: Considertworandomvariables X and Y : (a) Showthatvar(X + Y ) = var(X) + var(Y ) + 2cov(X,Y ). (b) Showthatvar(X Y ) = var(X)

Considertworandomvariables X and Y :

(a) Showthatvar(X + Y ) = var(X) + var(Y ) + 2cov(X,Y ).

(b) Showthatvar(X − Y ) = var(X) + var(Y ) − 2cov(X,Y ).

(c) Showhow(a)and(b)simplifywhen X and Y are uncorrelated.

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