I have to prove the property of the covariance:
Cov(aX+b,cX+d)=Cov(X,Y) for a pair of two continuous random variables (X,Y) and any constants a,b,c,d...

and you should be able to just write out the formula for the covariance of x and y, then substitute aX+b for x and cY+d for y, then use some summation algebra.

yes I agree that cov(aX+b, cY+d) = ac * cov(X,Y) but it shoud be only for discreete random variables as I understand.... but (X,Y) is the continious random variables...

yes I agree that cov(aX+b, cY+d) = ac * cov(X,Y) but it shoud be only for discreete random variables as I understand.... but (X,Y) is the continious random variables...