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Example 1 Let X and Y be continuous random variables with joint pdf fxx(xy) 3x,0≤y≤x≤1, 0,otherwise. ·Compute cov(X,Y); Are X and Y independent?Example 1 • Let X and Y be continuous random variables with joint pdf 𝑓𝑋,𝑌 𝑥, 𝑦 = ቊ 3𝑥, 0 ≤ 𝑦 ≤ 𝑥 ≤ 1, 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. • Compute cov 𝑋,𝑌 ; • Are 𝑋 and 𝑌 independent? 3
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