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Covariance and Correlation

  1. May 3, 2009 #1
    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
     
  2. jcsd
  3. May 3, 2009 #2

    Defennder

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    Just apply the definition of covariance and correlation. What are the formulae for both?
     
  4. May 4, 2009 #3
    Cov(X,Y) = E(XY) - E(X)E(Y)
     
  5. May 5, 2009 #4

    Defennder

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    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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