the joint density for xy where x is the arrival time of the

the joint density for (x,y), where x is the arrival time of the first vehicle from the north-south direction and y is the arrival time of the first vehicle from the east-west direction at an intersection is given by

f_xy(x,y) = 1/x, 0 < y < x < 1

Find E[X], E[Y], E[XY], Cov(X,Y)

Solution