Question

Reduce the following expectations to linear combinations of constants and the following terms µX, µY ,...

Reduce the following expectations to linear combinations of constants and the following terms µX, µY ,
σ2 X, σ2 Y , and σXY . Do not leave expectation operators.

i) E[5(X + Y)−(X −µX)(Y −µY)]

ii) E[2(X −µX)^2 + (Y −µY)^2 + 5]

iii) Variance (3X + Y).

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