The random variables X and Y have joint density function f(x, y) = 2-1.2x -0.8y, 0 ≤x≤1, 0≤y≤ 1. Calculate the covariance of X and Y as Coo(X,Y) = E{(X − +x)(Y → +y) = n −ux) - HY)f(z, 8)dydz. - 0.079 X
The random variables X and Y have joint density function f(x, y) = 2-1.2x -0.8y, 0 ≤x≤1, 0≤y≤ 1. Calculate the covariance of X and Y as Coo(X,Y) = E{(X − +x)(Y → +y) = n −ux) - HY)f(z, 8)dydz. - 0.079 X
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![The random variables \( X \) and \( Y \) have joint density function
\[ f(x, y) = 2 - 1.2x - 0.8y, \quad 0 \leq x \leq 1, \quad 0 \leq y \leq 1. \]
Calculate the covariance of \( X \) and \( Y \) as
\[
\text{Cov}(X, Y) = E[(X - \mu_X)(Y - \mu_Y)] = \int_0^1 \int_0^1 (x - \mu_X)(y - \mu_Y) f(x, y) dy dx = 0.079.
\]
Note: You will have to first calculate \( \mu_X \) and \( \mu_Y \) as
\[
\mu_X = E[X] = \int_0^1 \int_0^1 x f(x, y) dy dx,
\]
and
\[
\mu_Y = E[Y] = \int_0^1 \int_0^1 y f(x, y) dy dx.
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Transcribed Image Text:The random variables \( X \) and \( Y \) have joint density function
\[ f(x, y) = 2 - 1.2x - 0.8y, \quad 0 \leq x \leq 1, \quad 0 \leq y \leq 1. \]
Calculate the covariance of \( X \) and \( Y \) as
\[
\text{Cov}(X, Y) = E[(X - \mu_X)(Y - \mu_Y)] = \int_0^1 \int_0^1 (x - \mu_X)(y - \mu_Y) f(x, y) dy dx = 0.079.
\]
Note: You will have to first calculate \( \mu_X \) and \( \mu_Y \) as
\[
\mu_X = E[X] = \int_0^1 \int_0^1 x f(x, y) dy dx,
\]
and
\[
\mu_Y = E[Y] = \int_0^1 \int_0^1 y f(x, y) dy dx.
\]
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Given that the joint density function of X and Y is,
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