Mathematics Undergraduate over 3 yearsago

共分散の問題です。 答えのうち、 Corr(U,V)=1/5√2 となる理由がわかる方、教えてください。

Suppose that X₁ and X2 are independent random variables with mean o and variance o2. We define U = X₁ + 2X2 and V = 3X₁ X₂. Find the right answer. Cov(U,V)=o², corr(U,V) = 1 5√/2