Is This Covariance Calculation Correct?

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SUMMARY

The covariance calculation presented in the discussion is confirmed to be correct. The formula used is Cov(Y1+Y2, Ʃ n i=2 Yi) = Cov(Y1, Ʃ n i=2) + Cov(Y2, Ʃ n i=2 Yi), which simplifies to 0 + Var(Y2) = σ^2. The discussion emphasizes the importance of defining the variables Y1 and Y2 for clarity, as well as the notation used for summation.

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  • Familiarity with the notation for summation (Ʃ)
  • Basic knowledge of random variables Y1 and Y2
  • Concept of independence in statistical terms
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jasper90
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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?
 
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jasper90 said:
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?
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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