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Math Help - Can someone solve a question on changing variables (matrix method)

  1. #1
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    Can someone solve a question on changing variables (matrix method)

    Can someone solve a question on changing variables (matrix method)-screen-shot-2012-10-16-01.40.34.png
    if anyone could find me a solution to this and explain the method i would be really grateful.
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  2. #2
    MHF Contributor
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    Re: 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?
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