transformation of covariance matrix

From: "Jinsong.Zhao@xxxxxxxxx" <Jinsong.Zhao@xxxxxxxxx>
Date: Fri, 8 Aug 2008 02:17:13 -0700 (PDT)

Hi there,

I have a covariance of alpha, beta, and _C_, now I hope to get a
covariance of mu, sigma, and _C_ from it.

As known,
mu = -alpha / beta
sigma = 1 / beta.

Is it possible to get the covariance for mu, sigma, and _C_?

Thanks in advance!

Regards,
Jinsong
.

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