Back to 12.4 Problems on Variance, Covariance, Linear Regression

12.4 Exercise 23

Avg difficulty 2.5

(See Exercise 10 from "Problems On Random Vectors and Joint Distributions", and Exercise 20 from "Problems on Mathematical Expectation"). fXY(t,u)=1f_{X Y} \left(t , u\right) = 1 for 0≤t≤10 \leq t \leq 1, 0≤u≤2(1-t)0 \leq u \leq 2 \left(1 - t\right).

E [ X ] = 1 3 , E [ X 2 ] = 1 6 , E [ Y ] = 2 3 E \left[X\right] = \frac{1}{3} , E \left[X^{2}\right] = \frac{1}{6} , E \left[Y\right] = \frac{2}{3}

Pfeiffer, Applied Probability, 12.4 Problems on Variance, Covariance, Linear Regression, exercise 23

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.