Let be the covariance martrix of a random vector X (X1, X2), where Var(X1) = 0; and Var(X2) = o with standard deviation of Xand X, denoted by 01 > 0 and 02 > 0, respectively, and correlation coefficient pe(-1,1). Let o SA .] ] po102 o Find (unique) Cholesky decomposition of this covariance matrix , with AAT = , where A is a lower triangular matrix in terms of 01,02 and p. Loid Let be the covariance martrix of a random vector X (X1, X2), where Var(X1) = 0; and Var(X2) = o with standard deviation of Xand X, denoted by 01 > 0 and 02 > 0, respectively, and correlation coefficient pe(-1,1). Let o SA .] ] po102 o Find (unique) Cholesky decomposition of this covariance matrix , with AAT = , where A is a lower triangular matrix in terms of 01,02 and p. Loid