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Question 2 For jointly distributed random vectors X and Y , show that Cov ( C X , D Y ) = C
Cov ( X , Y ) D .

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Question 2 For jointly distributed random vectors X and Y- show that C.docx

  • 1. Question 2 For jointly distributed random vectors X and Y , show that Cov ( C X , D Y ) = C Cov ( X , Y ) D .