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Let X and Y be continuous r.v. with joint density function
Please give two different formulas that show how to find cov(X,Y) **No need to do the actual
integration**
One formula should use the definition of cov (which should have one definite double integral)
and the other uses the short cut formula for finding cov. (which should have difference between
two definite double integrals).
Thank you
Solution
Cov(x,y)=
E(x)=x
E(y)=
E(xy)=
Short cut formula is:
Cov(x,y)=E(xy)-E(x)E(Y)

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Let X and Y be continuous r.v. with joint density functionPlease g.pdf

  • 1. Let X and Y be continuous r.v. with joint density function Please give two different formulas that show how to find cov(X,Y) **No need to do the actual integration** One formula should use the definition of cov (which should have one definite double integral) and the other uses the short cut formula for finding cov. (which should have difference between two definite double integrals). Thank you Solution Cov(x,y)= E(x)=x E(y)= E(xy)= Short cut formula is: Cov(x,y)=E(xy)-E(x)E(Y)