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Compute the correlation of X and Y. Compute the covariance of X and Y. (Refer to the
Homework 14 solutions for the marginal PDFs.) Compute E(5X(1 + Y)+3Y( l - X)) from your
work in part (b) (i.e., don't do any new integration). Compute the correlation coefficient rho of
X and Y. Are X and Y uncorrelated? Justify your answer.
Solution
correlation of X willbe 3x/2+1/4
correlation of Y will be 3/4(y^2+1)

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Compute the correlation of X and Y. Compute the covariance of X and .pdf

  • 1. Compute the correlation of X and Y. Compute the covariance of X and Y. (Refer to the Homework 14 solutions for the marginal PDFs.) Compute E(5X(1 + Y)+3Y( l - X)) from your work in part (b) (i.e., don't do any new integration). Compute the correlation coefficient rho of X and Y. Are X and Y uncorrelated? Justify your answer. Solution correlation of X willbe 3x/2+1/4 correlation of Y will be 3/4(y^2+1)