2. The continuous random variables X and Y have known joint probability density function 4x 0≤ y ≤x≤1 fxy(x, y) given by fxr (x, y) = y +1 0 a) Determine the covariance otherwise cov(X,Y) of the random variables X and Y. b) Determine the correlation coefficient Pxx of the random variables X and Y. c) Determine the expected value E{g(X,Y)} for the case where g(x, y) = x² + y². d) Determine the variance var {X + Y}.

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2. The continuous random variables X and Y have known joint probability density function
4x
fxy(x,y) given by f(x, y) = y +1
0≤ y ≤x≤1
0
a) Determine the covariance
otherwise
cov(X,Y) of the random variables X and Y. b) Determine the correlation coefficient Pxx
of the random variables X and Y. c) Determine the expected value E{g(X,Y)} for the
case where g(x, y) = x² + y². d) Determine the variance var{X+Y}.
Transcribed Image Text:2. The continuous random variables X and Y have known joint probability density function 4x fxy(x,y) given by f(x, y) = y +1 0≤ y ≤x≤1 0 a) Determine the covariance otherwise cov(X,Y) of the random variables X and Y. b) Determine the correlation coefficient Pxx of the random variables X and Y. c) Determine the expected value E{g(X,Y)} for the case where g(x, y) = x² + y². d) Determine the variance var{X+Y}.
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