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Covariance for stochastic variables
if $X$ and $Y$ are stochastic variables with $\operatorname{Var}(X)=1.34$ and $\operatorname{Cov}(X,Y) = 0.64$, find $\operatorname{Cov}(2X, 3X+2Y)$. No ideas on this one, as I don't see any way of ...
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How to take the variance of a second order expansion? $\text{Var}\left[aX+bY+cXY+mX^2+nY^2\right]$
How to take the variance of a second order expansion? $\text{Var}\left[aX+bY+cXY+mX^2+nY^2\right]$
Let say we have 5 real-valued constant parameters $\{a,\ b,\ c,\ m,\ n\}$, and two random variables $...
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