Question
Prove that cov $(a X, b Y)=a b \operatorname{cov}(X, Y)$.
Step 1
The covariance of two random variables \(X\) and \(Y\) is defined as: \[ \operatorname{cov}(X, Y) = \mathbb{E}[(X - \mathbb{E}[X])(Y - \mathbb{E}[Y])] \] Show more…
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