If X, Y have some bivariate density, prove that Var(X – Y) = V ar(X)+Var(Y) – 2Cov(X,Y). | (justify your steps.)

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter6: Applications Of The Derivative
Section6.2: Applications Of Extrema
Problem 1YT: Find two nonnegative number x and y for which x+3y=30, such that x2y is maximized.
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- If X, Y have some bivariate density, prove that
Var (X – Y) = V ar(X)+Var(Y) - 2Cov(X, Y).
(justify your steps.)
Transcribed Image Text:- If X, Y have some bivariate density, prove that Var (X – Y) = V ar(X)+Var(Y) - 2Cov(X, Y). (justify your steps.)
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