定义随机变量X的期望为 E[X], 方差为Var[X], 随机变量 X，Y的协方差为 Cov[X,Y]，则下列表述正确的是( )
Cov[X,X] = Var[X]
Cov[X, Y] = -Cov[Y, X]
Var[X+Y] = Var[X] + Var[Y]
E[XY] = E[X]E[Y]
Cov[aX, bY] = abCov[X,Y], a,b 为常数
Cov[X1+X2, Y] = Cov[X1, Y] + Cov[X2, Y]
Cov[f(X), g(Y)] = E[(f(X) - E[f(X)])(g(Y) - E[g(Y)])]
