(3) X and Y have the joint p.d.f: f(x,y) = { k, x + y ≤ 1; elsewhere. 0, (Hint: the region where f(x,y) #0 is a square with vertices (1,0), (0, 1), (−1,0), and (0, -1). Try to discuss |x|+|y| ≤ 1 in each quadrant and figure out why.) (a) Show that k = 1/2. (b) Find the marginal p.d.f. of X and marginal p.d.f. of Y. (c) Find the mean of X, μx and the mean of Y, µy. (d) Find the variance of X, o and the variance of Y, oz. (e) Find the covariance C[X,Y]. (f) Find the variance of X+Y, Ox+y. (g) Find the covariance C[X+Y, X-Y].

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Please this is a practice question. Please make sure to answer all parts. Thanks

### Problem 3: Joint Probability Density Function of X and Y

X and Y have the joint p.d.f. given by:

\[
f(x, y) = 
\begin{cases} 
k, & |x| + |y| \leq 1; \\
0, & \text{elsewhere.}
\end{cases}
\]

**Hint:** The region where \( f(x, y) \neq 0 \) is a square with vertices \((1, 0)\), \((0, 1)\), \((-1, 0)\), and \((0, -1)\). Try to discuss \( |x| + |y| \leq 1 \) in each quadrant and figure out why.

### Tasks
(a) Show that \( k = \frac{1}{2} \).

(b) Find the marginal p.d.f. of X and the marginal p.d.f. of Y.

(c) Find the mean of X, \( \mu_X \), and the mean of Y, \( \mu_Y \).

(d) Find the variance of X, \( \sigma_X^2 \), and the variance of Y, \( \sigma_Y^2 \).

(e) Find the covariance \( C[X, Y] \).

(f) Find the variance of \( X + Y \), \( \sigma^2_{X+Y} \).

(g) Find the covariance \( C[X + Y, X - Y] \).
Transcribed Image Text:### Problem 3: Joint Probability Density Function of X and Y X and Y have the joint p.d.f. given by: \[ f(x, y) = \begin{cases} k, & |x| + |y| \leq 1; \\ 0, & \text{elsewhere.} \end{cases} \] **Hint:** The region where \( f(x, y) \neq 0 \) is a square with vertices \((1, 0)\), \((0, 1)\), \((-1, 0)\), and \((0, -1)\). Try to discuss \( |x| + |y| \leq 1 \) in each quadrant and figure out why. ### Tasks (a) Show that \( k = \frac{1}{2} \). (b) Find the marginal p.d.f. of X and the marginal p.d.f. of Y. (c) Find the mean of X, \( \mu_X \), and the mean of Y, \( \mu_Y \). (d) Find the variance of X, \( \sigma_X^2 \), and the variance of Y, \( \sigma_Y^2 \). (e) Find the covariance \( C[X, Y] \). (f) Find the variance of \( X + Y \), \( \sigma^2_{X+Y} \). (g) Find the covariance \( C[X + Y, X - Y] \).
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