Two gaussian random variables X and X2 are defined by the mean and covariance matrices -2/5 2 [C:] = . -2//5 Two new random variables Y; and Y2 arc formed using the transformation [T] Find the matriccs (a) [Y] and (b) [Cy]. (c) Also find the correlation coefficient of Y, and Y2.

Q: I cannot see the answer for letter b

A: Sample size (n) = 10 Probability(p) = 0.69

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A: The answer given by the expert is very clear.If there is any specific query/confusion,that may be…

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A: Given

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A: Let's find function is linear or quadratic.

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