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crazylogic963
crazylogic963
25.10.2021 • 
Mathematics

(a) Use the rules of expected value to show that
Cov(aX + b, cY + d) = ac Cov(X, Y).
(b)
Use part (a) along with the rules of variance and standard deviation to show that
Corr(aX + b, cY + d) = Corr(X, Y)
when a and c have the same sign.
(c)
What happens if a and c have opposite signs?


(a) Use the rules of expected value to show that Cov(aX + b, cY + d) = ac Cov(X, Y). (b) Use par
(a) Use the rules of expected value to show that Cov(aX + b, cY + d) = ac Cov(X, Y). (b) Use par
(a) Use the rules of expected value to show that Cov(aX + b, cY + d) = ac Cov(X, Y). (b) Use par

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