The stock prices of two companies at the end of any given year are modeled with random variables X and Y that follow a d
Posted: Wed Dec 15, 2021 10:29 am
The stock prices of two companies at the end of any given year are modeled with random variables X and Y that follow a distribution with joint density function: (2x 0<x<1, x <y <x+1, f(x,y) = 0 otherwise a. Are X and Y independent? Verify your answer. b. What is the conditional variance of Y given that X = x ? c. Find the marginal density of Y. 96.9 - d. Calculate Calculate P{ x >}x<3) 1. Find the correlation coefficient between X and Y.