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Math 230, Fall 2012: HW 9 Solutions - Duke University

Math 230, Fall 2012: HW 9 Solutions - Duke University

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f(x;y) : 0 <jxj+ jyj<1g. Find: a) the joint density of (X;Y); b) the marginal densities f X(x) and f Y(y). c) Are Xand Y independent? d) Find EXand EY. SOLUTION. The region is a square rotated by 45 degrees with corners at ( 1;0) and (0; 1). The area of this square region is 2, so the density is f(x;y) = (1 2 0 <jx + y 1 0 else: To nd the ...

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