6. Suppose random variables X1, X2, X3 have the following properties:
E(X1) = 1; E(X2) = 2; E(X3) = −1
V(X1) = 1; V(X2) = 3; V(X3) = 5
COV (X1,X2) = 7; COV (X1,X3) = −4; COV (X2,X3) = 2
Let U = X1 −2X2 + X3 and W = 3X1 + X2.
(a) Find V(U)
(b) Find COV (U,W).
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6. Suppose random variables X1, X2, X3 have the following properties: E(X1) = 1; E(X2) =...
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