3. Let X and Y be two continuous random variables with joint pdf 4.xy, if 0 < x < 1,0 < y < 1 f(x, y) = 0, otherwise. (a) Derive E(X) and variance of X. (b) Verify directly that E(X²Y) = E(X²)E(Y). %3D (c) Derive cov(X, Y) = E[{X – E(X)}{Y – E(Y)}], the covariance between X and Y.
3. Let X and Y be two continuous random variables with joint pdf 4.xy, if 0 < x < 1,0 < y < 1 f(x, y) = 0, otherwise. (a) Derive E(X) and variance of X. (b) Verify directly that E(X²Y) = E(X²)E(Y). %3D (c) Derive cov(X, Y) = E[{X – E(X)}{Y – E(Y)}], the covariance between X and Y.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 1CR
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