E(aX+bY) =
Multiple choice question.
a2Var(X)+b2Var(Y)+2abCov(X,Y)
Var(X)+Var(Y)+2Cov(X,Y)
aE(X)+bE(Y)
None of the above
The correct answer is:
aE(X) + bE(Y)
Multiple choice question.
a2Var(X)+b2Var(Y)+2abCov(X,Y)
Var(X)+Var(Y)+2Cov(X,Y)
aE(X)+bE(Y)
aE(X) + bE(Y)