# Difference between revisions of "Seg18. The Correlation Matrix"

Random points i are chosen uniformly on a circle of radius 1, and their $(x_i,y_i)$ coordinates in the plane are recorded. What is the 2x2 covariance matrix of the random variables $X$ and $Y$? (Hint: Transform probabilities from $\theta$ to $x$. Second hint: Is there a symmetry argument that some components must be zero, or must be equal?)