Expectation of product of independent stochastic variables


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Q: Discrete Probability Distribution (I)

Expectation of product of independent stochastic variables

Covariance between two random variables

Show that Cov ( summation of a_i x_i , where i is varying from 1 to n , summation of b_j x_j , where j is varying from 1to n ) = Double summation of a_i b_j Cov (x_i , x_j ) where both i and j are independently varying from 1 to n

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Basic Statistics: Expectation of product of independent stochastic variables
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