Answer :
Answer:
Cov (X,Y) = 6
Step-by-step explanation:
hello,
Cov(X,Y) = E(XY) - E(X)E(Y)
we must first find E(XY), E(X), and E(Y).
since X is uniformly distributed on the interval (0,12), then E(X) = 6.
next we find the joint density f(x,y) using the formula
[tex]f(x,y) = g(y|x)f_{X}(x)[/tex]
[tex]f_{X} (x) = \frac{1}{12} \ $for$\ 0<x<12[/tex] this is because f is uniformly distributed on the the interval (0,12)
also since the conditional probability density of Y given X=x, is uniformly distributed on the interval [0,x], then
[tex]g(y|x)=\frac{1}{x}[/tex] for 0≤y≤x≤12
thus
[tex]f(x,y)=\frac{1}{12x}[/tex].
hence,
[tex]E(X,Y)= \int\limits^{12}_{x=0} \int\limits^x_{y=o} xy\frac{1}{12x} \,dy dx[/tex]
[tex]E(X,Y)=\frac{!}{24} \int\limits^{12}_{x=0} x^2 \, dx = 24[/tex]
also,
[tex]E(Y) = \int\limits^{12}_{x=0} \int\limits^x_{y=0} y\frac{1}{12x} \, dydx[/tex]
[tex]E(Y)=\frac{1}{24}\int\limits^{12}_{x=0} {x} \, dx =3[/tex]
thus Cov(X,Y) = E(XY) - E(X)E(Y)
= 24 - (6)(3)
= 6