Question

设X1,X2,Y均为随机变量,已知Cov(X1,Y)=-1,Cov(X2,Y)=3,则Cov(X,+2X2,Y)=?

Answer 1

Cov(X1+2X2,Y)=Cov(X1,Y)+2COV(X2,Y)

=-1+2*3=5.