Example
The joint density function of X and Y is given by
$$f(x, y) = \begin{cases}
kxy & \text{if } x > 0, y > 0, x + y \le 1 \\
0 & \text{otherwise}
\end{cases}$$
Compute k. Ans. k = 24.
Find the marginal pdf of X. Ans. $$f_x(x) = 12x(1-x)^2, 0 \le x \le 1$$.
Find the marginal pdf of Y. Ans. $$f_y(y) = 12y(1 - y)^2, 0 \le y \le 1$$.
Find E(X), E(Y), Var(X), and Var(Y).