1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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.

  2. jcsd
  3. May 3, 2009 #2


    User Avatar
    Homework Helper

    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


    User Avatar
    Homework Helper

    Yes correct, and now just apply the formulae for E(X), E(Y) and E(XY). What formulae should you use to evaluate each?
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Similar Discussions: Covariance and Correlation
  1. Covariant derivatives (Replies: 1)

  2. Covariance question (Replies: 1)

  3. Calculating covariance (Replies: 0)

  4. Covariance question. (Replies: 20)