Question

Exercise about two-dimensional random variables, independence and covariation:

Suppose, two-dimensional random variable (X, Y) has probability density function as follows: 0y1 + f(x, y) 2xy) ,0 <x<1, otherwise 0 Find c Find marginal probability density functions of X and Y-find f(x) and f(y) and find if X and Y are independent; Find joint (X, Y) distribution function; Find covariation of X and Y find Cov(X, Y) and correlation p(X, Y). What can be concluded?

Answer 1

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