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Problem 3. ( 12% ) Let X and Y be independent random variables with means X , Y and
variances X 2 , Y 2 . Find an expression for Cov ( X + Y , X Y ) , the covariance between X + Y
and X Y , in terms of these means and variances.

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  • 1. Problem 3. ( 12% ) Let X and Y be independent random variables with means X , Y and variances X 2 , Y 2 . Find an expression for Cov ( X + Y , X Y ) , the covariance between X + Y and X Y , in terms of these means and variances.