Question: Given two random variablesX=(1,4) ,Y=(2,3) , find the covariance matrix associated with these two random variables. Remember that the covariance matrix can be written as=(var(X)

Given two random variablesX=(1,4)

,Y=(2,3)

, find the covariance matrix associated with these two random variables. Remember that the covariance matrix can be written as=(var(X)

cov(X,Y)

cov(X,Y)

var(Y)

)

, wherevar()

stands for the variance of the random variable andcov()

is the covariance between two random variables.

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