- #1
gajohnson
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Homework Statement
Suppose that X1, X2, and X3
are independent random variables with variances 3, 4, and 8, respectively.
Let Y1 = 2X1 + 3X2, Y2 = X3 – X2, and Y3 = X1 + X2 + X3. (a) Using the general
relationship
Cov(W+X, Y+Z) = Cov(W,Y) + Cov(W, Z) + Cov(X, Y) + Cov(X, Z), find
Cov(Yi, Yj) for all i, j.
Homework Equations
The Attempt at a Solution
I can set up the Cov(Yi, Yj) for all i, j easily enough, but I do not understand how to calculate, say, 2Cov(X1, X3) just from the variances of X1 and X3. I know this is trivial, but any help would be greatly appreciated.