a) Prove, using the joint density function, and the definition of expectation of a function of...

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a) Prove, using the joint density function, and the definitionof expectation of a function of two continuous random

variables (i.e., integration) that E (5X + 7Y ) = 5E (X ) + 7E(Y ).

b)

(h) Prove, using the joint density function and the definitionof expectation of a function of two continuous random

variables (i.e., integration) that Var (5X + 7Y ) = 25Var (X ) +49Var (Y ) + 70Cov (X; Y ).

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