# 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

Calculate the covariance of these two losses.

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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

Calculate the covariance of these two losses.

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