00:01
Hi, i'm david and i'm going to help you answer your question.
00:04
Now let me bring up your question here.
00:06
In this question we're going to find the covariance and the correlation coefficient.
00:12
Let me remind you that the covariance of the xy, it will equal to the e of the xy minus e of the x times e of the y.
00:26
Also, the correlation coefficient of the x, y, it will equal to the covariance on the x, y, dividing by the sa variance on the x and then france on the y.
00:44
And here we will have to find the e of the xy first.
00:52
So e on the xy, it will equal to the integral, double integral here where we have the two inside.
01:03
Now we will try to compute the dx first, d -y after.
01:09
We see x goes from the...
01:12
Here we can write this down to the x smaller equal to 1 minus y.
01:17
So x goes from the 0 to the 1 minus y.
01:20
Y goes from the 0 up to infinity.
01:25
And then if we compute it, we get equal to 0.
01:27
To infinity and in some hand the true x evaluate from zero to the one minus y d y the again equal to from zo to infinity here we have the two minus two y and then d y therefore we have this one will be the two y minus the y square evaluating from zero to infinity and then we will be the two we will have this will equal to the...
02:07
Let me see it's not infinity, it should equal to one only because it cannot equal to infinity here.
02:13
Sorry about that.
02:15
So we have one here and there's an also one as well and one.
02:23
So if we put the one inside we will have the 2 minus 1 and equal to 1.
02:30
So that will be the e of the xy.
02:34
Now to find the e .m...