Covariance matrix of 2-dimensional distributions

steve.b

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Sep 26, 2010
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Let (X, Y) be a point uniformly distributed in the triangle with vertices (-1, 0), (0, 0) and (0, 1) in the plane.
a) Find the covariance matrix of the (X, Y) two dimensional distribution.
b) Let be Z= X+2Y.Find the covariance matrix of the (X, Z) two dimensional distribution.

Thank you very much in advance!
 
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