Section 3.8: "Expectation, Variance and Covariance" the example in the final lines in the section
I have three questions:
first, what is the interval of s?
Second, it is said " With probability 1/2, we choose the value of s to be 1. Otherwise, we choose the value of s to be −1" what probability does it mean? is it x? like P(x = [a, b]) = 1/2
third, How is it the Cov(x, y) = 0? can someone do the calculations for me?