Question: This problem outlines a proof of Theorem 5.13. (a) Show that (b) Use Part (a) to show that (c) Show that Var[X^] = a2 Var

This problem outlines a proof of Theorem 5.13.
(a) Show that
This problem outlines a proof of Theorem 5.13. (a) Show that

(b) Use Part (a) to show that

This problem outlines a proof of Theorem 5.13. (a) Show that

(c) Show that Var[X^] = a2 Var [x] and Var [Y^] = c2 Var[Y].
(d) Combine parts (b) and (c) to relate PX^,Y^ and P x,y.

X-E[X] = a(X-E [X]), Cov | X, Y | = ac Cov [X, Y] .

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