The following question appeared on a practice exam:(adsbygoogle = window.adsbygoogle || []).push({});

For

f(x,y) = 24xy if 0<x+y<1 , 0<x,y

0 elsewhere

find Cov(X,Y)

I used Cov(X,Y) = E(XY) - E(X)E(Y) to calculate covariance, with

E(XY) = [itex]\int^{1}_{0}\int^{1-y}_{0}24x^{2}y^{2}dxdy[/itex]

but for some reason I didn't get the suggested answer of 1/15

Can someone explain to me what I did wrong? Was there something wrong with the terminals?

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# Finding covariance using the joint pdf

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