Solved: In Exercise 5.8, we derived the fact that

Chapter 5, Problem 91E

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QUESTION:

 In Exercise , we derived the fact that

\(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}4 y_{1} y_{2}, & & 0 \leq y_{1} \leq 1,0 \leq y_{2} \leq 1 \\0, & & \text { elsewhere }\end{array}\right.\)

Show that \operatorname \({Cov}\left(Y_{1}, Y_{2}\right)=0\). Does it surprise you that \operatorname \({Cov}\left(Y_{1}, Y_{2}\right)\) is zero? Why?

Equation Transcription:

 {

Text Transcription:

f(y_1,y_2)= {_0,elsewhere ^4y_1 y_2,    0 leq y_1 leq 1,0 leq y_2 leq1,

Cov(Y_1,Y_2)=0

Cov(Y_1,Y_2)

Questions & Answers

QUESTION:

 In Exercise , we derived the fact that

\(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}4 y_{1} y_{2}, & & 0 \leq y_{1} \leq 1,0 \leq y_{2} \leq 1 \\0, & & \text { elsewhere }\end{array}\right.\)

Show that \operatorname \({Cov}\left(Y_{1}, Y_{2}\right)=0\). Does it surprise you that \operatorname \({Cov}\left(Y_{1}, Y_{2}\right)\) is zero? Why?

Equation Transcription:

 {

Text Transcription:

f(y_1,y_2)= {_0,elsewhere ^4y_1 y_2,    0 leq y_1 leq 1,0 leq y_2 leq1,

Cov(Y_1,Y_2)=0

Cov(Y_1,Y_2)

ANSWER:

Solution:

Step 1 of 2:

It is given that and has the joint probability density function

       f()=

Using this we need to show that Cov( , )=0.


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