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I am pretty new in statistics. I Googled the multivariate Gaussian distribution, but still have no idea how to solve this.

enter image description here

I tried to make $\mu_{x} \rightarrow a\mu_{x} \ and\, \mu_{y} \rightarrow b\mu_{y}$, is this the answer?

$\left ( X,Y \right )\sim N(\mu,\sum )\\ \mu =\begin{bmatrix} \mu _{x} \\ \mu _{y} \end{bmatrix} \ and \, \sum= \begin{bmatrix} a^{2}\mu_{x}^{2}& abCOV[X,Y]\\ abCOV[X,Y]& b^{2}\mu_{y}^{2} \end{bmatrix}$

Fong
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    Almost all problems on this site are statistics problems. Consider making your title more informative. – Richard Hardy Sep 13 '19 at 09:14
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    This question deserves the self-study tag. Please add it and detail your reasoning to solve the problem and the reasons why you cannot derive the covariance matrix. – Xi'an Sep 13 '19 at 09:55
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    You could find an answer here: https://stats.stackexchange.com/questions/113700/covariance-of-a-random-vector-after-a-linear-transformation – Art Sep 13 '19 at 11:24
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    Please type your question as text, do not just post a photograph (see here). When you retype the question, add the [self-study] tag & read its wiki. Then tell us what you understand thus far, what you've tried & where you're stuck. We'll provide hints to help you get unstuck. – gung - Reinstate Monica Sep 13 '19 at 13:09
  • So, can I just change COV[X,Y] to abCOV[X,Y]? – Fong Sep 13 '19 at 14:03

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