Posted by haifeng on 2020-06-22 10:37:25 last update 2020-06-22 10:37:25 | Answers (1)
Show that $\mathrm{Cov}(X,Y+Z)=\mathrm{Cov}(X,Y)+\mathrm{Cov}(X,Z)$.
Let $X_1$ and $X_2$ be quantitative and verbal scores on one aptitude exam and let $Y_1$ and $Y_2$ be corresponding scores on another exam. If $\mathrm{Cov}(X_1,Y_1)=5$, $\mathrm{Cov}(X_1,Y_2)=1$, $\mathrm{Cov}(X_2,Y_1)=2$, and $\mathrm{Cov}(X_2,Y_2)=8$, what is the covariance between the two total scores $X_1+X_2$ and $Y_1+Y_2$?
