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!
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!