Problem 1:

a, Marginal probability density function of X

∞ 1 1
f(x) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑦 =∫0 𝑥 + 𝑦 𝑑𝑦 =xy + y^2/2 | = x +1/2
0
∞ 1 1
E(x) = ∫−∞ 𝑥 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑥(𝑥 + 2) 𝑑𝑥 = 7/12
∞ 1 1
E(x2) =∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑥 2 (𝑥 + 2) 𝑑𝑥 = 5/12

Var(x) = E(x2) – [E(x)]2 = 11/144

b, Marginal probability density function of y

∞ 1 1
f(y) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥 =∫0 𝑥 + 𝑦 𝑑𝑥 =x^2/2 + yx | = y +1/2
0
∞ 1 1
E(y) = ∫−∞ 𝑦 𝑓(𝑦) 𝑑𝑦 = ∫0 𝑦(𝑦 + 2) 𝑑𝑦 = 7/12
∞ 1 1
E(y2) =∫−∞ 𝑦 2 𝑓(𝑦) 𝑑𝑦 = ∫0 𝑦 2 (𝑦 + 2) 𝑑𝑦 = 5/12

Var(y) = E(y2) – [E(y)]2 = 11/144

c, σX = √𝑉𝑎𝑟(𝑥) = √11/12

d, σY = √𝑉𝑎𝑟(𝑦) = √11/12
1 1 1 1
e, E(x, y) =∫0 ∫0 𝑥𝑦𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫0 ∫0 𝑥𝑦(𝑥 + 𝑦)𝑑𝑥𝑑𝑦
1 𝑥3 𝑥2 1𝑦 𝑦2 1
= ∫0     3 ∗ 𝑦 + ∗ 𝑦 2 |10 𝑑𝑦 = ∫0 + 𝑑𝑦 = 3
2 3 2

σXY = Cov(x,y) = E(x,y) – E(x)E(y) = 1/3 – 7/12 * 7/12 = -1/144

1
𝐶𝑜𝑣(𝑥,𝑦) 1
f, ρ = = − √11144√11 = − 11
σX.σY ∗
12 12

Problem 2:
a, Marginal probability density function of X

∞ +∞ −(𝑥+𝑦) +∞ −𝑥
f(x) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑦 =∫0 𝑒 𝑑𝑦 = −𝑒 −(𝑥+𝑦) | =𝑒
0
∞ +∞ +∞ +∞
E(x) = ∫−∞ 𝑥 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑥 ∗ 𝑒 −𝑥 𝑑𝑥 = −𝑒 −𝑥 ∗ 𝑥 | − ∫0 −𝑒 −𝑥 dx = 1
0
∞ +∞ +∞ +∞
E(x2) =∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑥 2 (𝑒 −𝑥 ) 𝑑𝑥 = −𝑒 −𝑥 ∗ 𝑥 2 | − ∫0 −2𝑥𝑒 −𝑥 𝑑𝑥 = 2
0
Var(x) = E(x2) – [E(x)]2 = 2 – 1 = 1
b, Marginal probability density function of Y

∞ +∞ −(𝑥+𝑦) +∞ −𝑦
f(y) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥 =∫0 𝑒 𝑑𝑥 = −𝑒 −(𝑥+𝑦) | =𝑒
0
∞ +∞ +∞ +∞
E(y) = ∫−∞ 𝑦 𝑓(𝑦) 𝑑𝑦 = ∫0 𝑦 ∗ 𝑒 −𝑦 𝑑𝑦 = −𝑒 −𝑦 ∗ 𝑦 | − ∫0 −𝑒 −𝑦 dy = 1
0
∞ +∞ +∞ +∞
E(y2) =∫−∞ 𝑦 2 𝑓(𝑦) 𝑑𝑦 = ∫0 𝑦 2 (𝑒 −𝑦 ) 𝑑𝑦 = −𝑒 −𝑦 ∗ 𝑦 2 | − ∫0 −2𝑦𝑒 −𝑦 𝑑𝑦 = 2
0
Var(y) = E(y2) – [E(y)]2 = 2 – 1 = 1

c, σX = √𝑉𝑎𝑟(𝑥) = 1

d, σY = √𝑉𝑎𝑟(𝑦) = 1
+∞ +∞ +∞ +∞
e, E(x,y) =∫0 ∫0 𝑥𝑦𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫0 ∫0 𝑥𝑦 ∗ 𝑒 −(𝑥+𝑦) 𝑑𝑥𝑑𝑦
+∞ +∞ +∞
= ∫0 𝑦 ∗ (−𝑒 −(𝑥+𝑦) ∗ 𝑥 | − ∫0 −𝑒 −(𝑥+𝑦) 𝑑𝑥) 𝑑𝑦
0
+∞
=∫0 𝑦𝑒 −𝑦 𝑑𝑦 = 1

Cov(x,y) = E(x,y) -E(x)E(y) = 1-1 =0

𝐶𝑜𝑣(𝑥,𝑦)
f, p = =0
σX.σY

Problem 3:

Cov(x,y) = E(x,y) -E(x)E(y) = 10 -2.3 = 4

𝐶𝑜𝑣(𝑥,𝑦) 4 4√35
p(x,y) = = =
√𝐸(𝑥 2 )−[𝐸(𝑥)]2 .√𝐸(𝑦 2 )−[𝐸(𝑦)]2 √9−4√16−9 35

Problem 4:

−1 −√15
Cov(x,y) = p(x,y).√𝑉𝑎𝑟(𝑥)√𝑉𝑎𝑟(𝑦) = . √3√5 =
4 4