Let X1, X2, X3 be continuous random variables with joint pdf f(X1, X2, X3)= 2 if...

Let X1, X2, X3 be continuous random variables with joint pdf

f(X1, X2, X3)= 2 if 1<X1<2 -1<X2<0 -X2-1<X3<0

0 otherwise

Find Cov(X2, X3)

Expert Solution

orchestra answered 2 years ago

Let X1, X2, X3 be independent having N(0,1). Let Y1=(X1-X2)/√2, Y2=(X1+X2-2*X3)/√6, Y3=(X1+X2+X3)/√3. Find the joint pdf...

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