This preview shows page 1. Sign up to view the full content.
Unformatted text preview: independent X up with every other one. Recall that the covariance of any rv with itself is just its variance, we showed that in lecture, i.e. Using this information, we can rewrite: This is another way of writing the 3x3 matrix, with variance values on the diagonal, and covariances off it. This should get you well along with the homework problem....
View Full Document
This note was uploaded on 10/13/2010 for the course CEE 3040 at Cornell.