Problem regarding the random variables

Assignment Help Basic Statistics
Reference no: EM131028428

Suppose ξ and ζ are two random variables with E(ξ ) E(ζ ) = 0. Show that var(ξ ) E(ξ 2and cov(ξ, ζ ) E(ξ ζ ). Notes. More generally, var(ξ ) E(ξ 2- [E(ξ )]2 and cov(ξ, ζ ) E(ξ ζ ) E(ξ )E(ζ ).

Reference no: EM131028428

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