So I've recently come across a statistics problem that interested me, and it's not covered at the level I'm currently being taught at (my teacher still wants me to have a go at it). I'm guessing it'll be easiest if I just post the question and where I'm up to. Q: X and Y are independent random variables with variances 4 and 12 respectively. Find the correlation coefficient between 2X+Y and 5X-Y. Where I'm up to so far X~N(x, 4) and Y~N(y, 12) (I'll use x and y as the means, I don't know how to get the actual symbols) So call 2X+Y A, and 5X-Y B, then A~N(2x+y, 28) and B~N(5x-y, 112) I'll just say that there were n numbers taken from each distribution Then I got Saa=28n, and Sbb=112n, so the denominator for the correlation coefficient should be the square root of 28n*112n, which comes out as 56n. So I already know the denominator is 56n (I'll also use {Sum} in place of a summation sign, again I don't know how to get those on here) Where I'm stuck is at finding the numerator. I expanded out Sab={Sum}(ai-a)(bi- to get this... Sab= {Sum}aibi - b{Sum}ai - a{Sum}bi +ab But {Sum}ai = a*n, and similar for {Sum}bi So then Sab = ab - 2abn + {Sum}aibi => Sab = ab(1-2n) + {Sum}aibi Now, at this point I'm thinking I could just find the mean of A*B, and multiply this by n to get {Sum}aibi. But I have no idea how I could find a distribution for A*B, all I know is I can't simply multiply the means of each distribution. I hope this made sense, and any help would really be appreciated.