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Covariance and Correlation

  • Thread starter asept
  • Start date
  • #1
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I'm stuck on this problem:

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


thanks
 

Answers and Replies

  • #2
Defennder
Homework Helper
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Just apply the definition of covariance and correlation. What are the formulae for both?
 
  • #3
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Cov(X,Y) = E(XY) - E(X)E(Y)
 
  • #4
Defennder
Homework Helper
2,591
5
Yes correct, and now just apply the formulae for E(X), E(Y) and E(XY). What formulae should you use to evaluate each?
 

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