- #1

- 3

- 0

Let X be uniform[0,1] and Y be uniform[0,X]. Calculate the covariance and correlation between X and Y.

thanks

You are using an out of date browser. It may not display this or other websites correctly.

You should upgrade or use an alternative browser.

You should upgrade or use an alternative browser.

- Thread starter asept
- Start date

- #1

- 3

- 0

Let X be uniform[0,1] and Y be uniform[0,X]. Calculate the covariance and correlation between X and Y.

thanks

- #2

Defennder

Homework Helper

- 2,591

- 5

Just apply the definition of covariance and correlation. What are the formulae for both?

- #3

- 3

- 0

Cov(X,Y) = E(XY) - E(X)E(Y)

- #4

Defennder

Homework Helper

- 2,591

- 5

Share: