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
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hi could you please help solve this question? Thanks
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).
(c) Derive cov(X, Y) = E[{X – E(X)}{Y – E(Y)}], the covariance between X and
Y.
(d) Derive the mean and variance of X+ 2Y.
Transcribed Image Text: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). (c) Derive cov(X, Y) = E[{X – E(X)}{Y – E(Y)}], the covariance between X and Y. (d) Derive the mean and variance of X+ 2Y.
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