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1.14 Properties of Covariance (Cov\((X,Y)\))

1.
Cov\((X,Y)=\) Cov\((Y,X)\)
2.
Cov\((X,Y)=E(X,Y)-E(X)E(Y)\)
3.
Cov\((X,X)=\) var\((X)\)
4.
var\((X+Y)=\) var\((X)\) + var\((Y)\) + 2Cov\((X,Y)\)
5.
If \(c\) is a constant then,
(a)
Cov\((Xc)=0\)
(b)
Cov\((X+c,Y)=\) Cov\((X,Y)\)
(c)
Cov\((cX,Y)=\) \(c\)Cov\((X,Y)\)
6.
Cov\((X+Z,Y)=\) Cov\((X+Y)\) + Cov\((Z+Y)\)

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