Expectation of a Joint Continuous rv

  • Thread starter hoddo
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  • #1
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Main Question or Discussion Point

fx,y = 6(x-y)dydx, if 0<y<x<1

how do you find E(XY),
i know the formula...g(x,y)fxy(x,y)dydx

but i dont know what 'g(x,y)' represents and the limits to use??
 

Answers and Replies

  • #2
matt grime
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The expectation of g(X,Y) is


[tex]\mathbb{E}(g(X,Y)):= \int g(x,y)f(x,y)\mathrm{d}x\mathrm{d}y[/tex]

with the integral being taken over the whole of the probability space of X and Y.

So here, g(X,Y) is XY, and the limits are given to you: 0<y<x<1.
 

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