Let Y1, Y2 have the joint density f(y1,y2) = 4y1y2 for 0 ≤ y1,y2 ≤ 1...

Question

Question

Let Y1, Y2 have the joint density

f(y1,y2) = 4y1y2 for 0 ≤ y1,y2 ≤ 1 = 0 otherwise

(a) (8 pts) Calculate Cov(Y1, Y2).
(b) (3 pts) Are Y1 and Y2 are independent? Prove your answer rigorously.

(c) (6 pts) Find the conditional mean E(Y2|Y1 = 1). 3

Answer 1

Answer #1

solutich i lety, I have joint pdf flerid 1 =Skyida sosyaital .To Morginal pdf ory fin ) = Sfruit jdy = 849, z dhe = sy, [2] =

Answer 2

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