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if anyone could find me a solution to this and explain the method i would be really grateful.

- October 15th 2012, 04:43 PMbobby84Can someone solve a question on changing variables (matrix method)
Attachment 25234

if anyone could find me a solution to this and explain the method i would be really grateful. - October 15th 2012, 06:43 PMchiroRe: Can someone solve a question on changing variables (matrix method)
Hey bobby84.

If two variables are independent the covariance is 0 and thus Var[X+-Y] = Var[X] + Var[Y] +- Cov[X,Y] = Var[X] + Var[Y]. What can you conclude from this?