Random variables X and Y follow joint distribution fxy 2 if
Random variables X and Y follow joint distribution
f(x,y) = {2 if 0 < x <= y < 1; 0 else
a) Find the marginal distribution for X and Y. Are they independent?
b) Find the means of X and Y, that is, E(X) and E(Y)
c) Find the covariance xy = Cov(X,Y)
d) Find the variance of X and Y.
e) Find the variance V(3X-Y+1)
Solution
