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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

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# Given Cont.Joint PDF function find Covariance MATRIX

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