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Can you check this covariance?

  1. Oct 10, 2011 #1
    I think this is right, just want to double check.

    Cov(Y1+Y2, Ʃ n i=2 Yi)= Cov(Y1, Ʃ n i=2) + Cov(Y2, Ʃ n i=2 Yi) = 0 + Var(Y2) = σ^2

    is this right?
     
  2. jcsd
  3. Oct 10, 2011 #2

    mathman

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    Science Advisor

    Your expressions are confusing. Also you should define Y1 and Y2 and their relationship (if any).
    Ʃ n i=2 Yi, Ʃ n i=2 ?????????????
     
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