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Let X and Y be independent random variables that are uniformly distributed in the interval [ 0 , 1
] (a) Find the pdf of A = X + Y . (b) Find the pdf of B = X Y . (c) Find the pdf of C = X Y . (d)
Find the covariance of A and B . (e) Find the covariance of A and C .

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  • 1. Let X and Y be independent random variables that are uniformly distributed in the interval [ 0 , 1 ] (a) Find the pdf of A = X + Y . (b) Find the pdf of B = X Y . (c) Find the pdf of C = X Y . (d) Find the covariance of A and B . (e) Find the covariance of A and C .