Numerical proof of Var(X + Y ) = σ 2 X + σ 2 Y + 2Cov(X, Y
):
***Please use R commands, that is where my confusion lies***
2.1 State how you create a dependent pair of variables (X, Y),
give Var(X), Var(Y ), Cov(X, Y ), and Var(X + Y ).
2.2 Choose a sample size n and generate (xi , yi), i = 1, . . .
, n according to the (X,Y) distribution. Give the sample...