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Show thatCov(X,E[YX])=Cov(X,Y).

Short Answer

Expert verified

We prove that,Cov(X,E[YX])=Cov(X,Y)

Step by step solution

01

Given information 

Given in the question that, we have to proveCov(X,E[YX])=Cov(X,Y)

02

Explanation

Let's start from the left side. We have that

=E(XY)E(X)E(Y)

=Cov(X,Y)

Here we have used basic properties of conditional expectation.

03

Final answer

We prove that,Cov(X,E[YX])=Cov(X,Y)

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