Exam P Practice Problem 32 – Covariance

Problem 32A

Suppose that X and Y are two random losses with the following joint density function:

      \displaystyle f(x,y)=\frac{1}{24} \ (x+y) \ \ \ \ \ 0<x<4, \ \ 0<y<2

Calculate the covariance of these two losses.

\text{ }

\text{ }

\text{ }

\text{ }

Problem 32B

Suppose that X and Y are two random losses with the following joint density function:

      \displaystyle f(x,y)=\frac{1}{8} \ (x+y) \ \ \ \ \ 0<x<2, \ \ 0<y<2

Calculate the covariance of these two losses.

_______________________________________________________

\text{ }

\text{ }

\text{ }

\text{ }

\text{ }

\text{ }

\text{ }

\text{ }

_______________________________________________________

Answers

_______________________________________________________

\copyright \ 2013

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: