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Let X and Y be independent gamma distributed random variables, where X gamma ( n , 1 ) and
Y gamma ( m , 1 ) . (a) Find the distribution of U = 2 X + 3 Y . (b) Find the covariance of COV (
X + Y , Y X )

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  • 1. Let X and Y be independent gamma distributed random variables, where X gamma ( n , 1 ) and Y gamma ( m , 1 ) . (a) Find the distribution of U = 2 X + 3 Y . (b) Find the covariance of COV ( X + Y , Y X )