Hello Buddies,(adsbygoogle = window.adsbygoogle || []).push({});

I need to calculate "covariance matrix" of the given joint PDF function.

Joint PDF is fx(x1,x2,x3)=2/3(x1+x2+x3)

over S (x1,x2,x3), 0<xi<1, i=1,2,3

How can I calculte the Covariance Matrix?

Thanks

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Given Cont.Joint PDF function find Covariance MATRIX

**Physics Forums | Science Articles, Homework Help, Discussion**