If c is any constant and Y is a random variable such that E(Y) exists, show that Cov(c, Y) = 0. (Let E(Y) = ?.) Cov(c, Y) = E[(c - E(c))(Y - E(Y))] = E[(c - ?)(Y - ?)] = E[(?)(Y - ?)] = E(?) = ?
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This is because a constant does not vary, so it cannot co-vary with anything else. Show more…
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