Suppose that X and Y are random variables with unknown covariance Cov(X, Y). If the pairs...

Suppose that X and Y are random variables with unknown covariance Cov(X, Y). If the pairs X_i, Y_i (for i = 1, 2, …, n) are independent observations of X, Y, then show that

is an unbiased estimator of Cov(X, Y).