Question: Suppose that two continuous random variables X and Y have a joint
probability density function
f(x, y) = A(x − 3)y -2≤x≤3 4≤y≤6
a) What is the value of A?
b) What is P(0≤x≤1 and 4≤y≤5)?
c) Construct the marginal probability density functions.
d) Are the random variables X and Y independent?
e) If Y = 5, what is the conditional probability density function of X?
f) What are the expectation and variance of the random variable X and Y.
g) What is the covariance of X and Y
h) What is the correlation between X and Y