Question

* The random variables X and Y have a joint density function given by fX,Y(x, y)...

* The random variables X and Y have a joint density function given by fX,Y(x, y) = ⇢ 1/y, 0 < y < 1, 0 < x < y, 0, otherwise. Compute (a) Cov(X,Y) and (b) Corr(X,Y).

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let fX,Y be the joint density function of the random variables X and Y which is...
Let fX,Y be the joint density function of the random variables X and Y which is equal to fX,Y (x, y) = { x + y if 0 < x, y < 1, 0 otherwise. } Compute the probability density function of X + Y . Referring to the problem above, compute the marginal probability density functions fX(x) and fY (y). Are the random variables X and Y independent?
A joint density function is given by fX,Y (x, y) = ( kx, 0 < x...
A joint density function is given by fX,Y (x, y) = ( kx, 0 < x < 1, 0 < y < 1 0, otherwise. (a) Calculate k (b) Calculate marginal density function fX(x) (c) Calculate marginal density function fY (y) (d) Compute P(X < 0.5, Y < 0.1) (e) Compute P(X < Y ) (f) Compute P(X < Y |X < 0.5) (g) Are X and Y independent random variables? Show your reasoning (no credit for yes/no answer). (h)...
Let X and Y be a random variables with the joint probability density function fX,Y (x,...
Let X and Y be a random variables with the joint probability density function fX,Y (x, y) = { cx2y, 0 < x2 < y < x for x > 0 0, otherwise }. compute the marginal probability density functions fX(x) and fY (y). Are the random variables X and Y independent?.
The random variables X and Y have a joint density function given by f(x, y) =...
The random variables X and Y have a joint density function given by f(x, y) = ( 2e(−2x) /x, 0 ≤ x < ∞, 0 ≤ y ≤ x , otherwise. (a) Compute Cov(X, Y ). (b) Find E(Y | X). (c) Compute Cov(X,E(Y | X)) and show that it is the same as Cov(X, Y ). How general do you think is the identity that Cov(X,E(Y | X))=Cov(X, Y )?
Let X and Y be a random variables with the joint probability density function fX,Y (x,...
Let X and Y be a random variables with the joint probability density function fX,Y (x, y) = { e −x−y , 0 < x, y < ∞ 0, otherwise } . a. Let W = max(X, Y ) Compute the probability density function of W. b. Let U = min(X, Y ) Compute the probability density function of U. c. Compute the probability density function of X + Y .
Suppose X and Y are continuous random variables with joint density function fX;Y (x; y) =...
Suppose X and Y are continuous random variables with joint density function fX;Y (x; y) = x + y on the square [0; 3] x [0; 3]. Compute E[X], E[Y], E[X2 + Y2], and Cov(3X - 4; 2Y +3).
The joint probability density function of two random variables (X and Y) is given by fX,Y...
The joint probability density function of two random variables (X and Y) is given by fX,Y (x, y) = ( C √y (y ^(α+1)) exp {( − y(2β+x ^2 ) )/2 } , x ∈ (−∞,∞), y ∈ [0,∞), 0 otherwise. (a) Find C. (b) Find the marginal density of Y . What type of distribution does Y follow? (c) Find the conditional density of X | Y . What type of distribution is this?
a) The joint probability density function of the random variables X, Y is given as f(x,y)...
a) The joint probability density function of the random variables X, Y is given as f(x,y) = 8xy    if  0≤y≤x≤1 , and 0 elsewhere. Find the marginal probability density functions. b) Find the expected values EX and EY for the density function above c) find Cov  X,Y .
Suppose X and Y are continuous random variables with joint density function f(x,y) = x +...
Suppose X and Y are continuous random variables with joint density function f(x,y) = x + y for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1. (a). Compute the joint CDF F(x,y). (b). Compute the marginal density for X and Y . (c). Compute Cov(X,Y ). Are X and Y independent?
1. Let (X; Y ) be a continuous random vector with joint probability density function fX;Y...
1. Let (X; Y ) be a continuous random vector with joint probability density function fX;Y (x, y) = k(x + y^2) if 0 < x < 1 and 0 < y < 1 0 otherwise. Find the following: I: The expectation of XY , E(XY ). J: The covariance of X and Y , Cov(X; Y ).
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT