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Two gaussian random variables X and X are defined by the mean and covariance matrices 1-[-] 191-[ Two new random variables Y, and Y

Two gaussian random variables X and X are defined by the mean and covariance matrices 1-[-] 191-[ Two new random variables Y, and Y are formed using the transformation 5 -2//5 -2/5 Find the matrices (a) [Y] and (b) [Cy]. (c) Also find the correlation coefficient of Y and Y

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