Suppose that the joint probability density function of the random variables X and Y is f(x,y) = { x + cy^2, 0 <= x <= 1, 0 <= y <= 1; 0 otherwise.
(a) Sketch the region of non-zero probability density and show that c = 3/2.
(b) Find P(X + Y < 1), P(X + Y = 1) and P(X + Y > 1).
(c) Compute the marginal density function of X and Y and hence calculate E[X] and E[Y].
(d) Find the conditional density function of X given Y = y.
(e) Determine the covariance between X and Y, cov [X, Y] = E [XY] - E [X] E [Y].
(f) State, giving reasons, whether X and Y are independent.
(g) Find Var[XY]