Two Gaussian random variables X, and X, have zero mean and variances 0 =4 and 0,² = 9. Their covariance Cx, equals 3. Find the covariance Cr of new random variables Y, and Y, if the transformation is given as Y = X, - 2X, Y, = 3X, +4X,

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Two Gaussian random variables X, and X, have zero mean and variances
0,²=4 and 0,² of new
2
%3D
= 9. Their covariance Cx, equals 3. Find the covariance Cy.
X2
random variables Y, and Y, if the transformation is given as
1
2
Y, = X, - 2X,
Y, = 3X, +4X,
Transcribed Image Text:Two Gaussian random variables X, and X, have zero mean and variances 0,²=4 and 0,² of new 2 %3D = 9. Their covariance Cx, equals 3. Find the covariance Cy. X2 random variables Y, and Y, if the transformation is given as 1 2 Y, = X, - 2X, Y, = 3X, +4X,
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