2) Let X and Y have the following joint density: f(x, y) = 2e^( −y) , x > 0, y > 2x, 0, otherwise. Give the value of Cov (X, Y ). (Note: You can make use of the marginal pdfs of X and Y given in the HW 9 assignment and solutions. You don’t have to derive them in your solutions for this assignment (although it’ll be good practice to derive them on scratch paper). Also, as a check of your work, I’ll give you that the correlation is strictly between 2/3 and 3/4 (but in order to make use of this check, you’d have to use the two marginal pdfs to obtain the values of σX and σY .)
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