In: Statistics and Probability
4. The joint density function of (X, Y ) is f(x,y)=2(x+y), 0≤y≤x≤1
. Find the correlation coefficient ρX,Y .
5. The height of female students in KU follows a normal distribution with mean 165.3 cm and s.d. 7.3cm. The height of male students in KU follows a normal distribution with mean 175.2 cm and s.d. 9.2cm. What is the probability that a random female student is taller than a male student in KU?
4. The correlation (or correlation coefficient) between random variables X and Y , denoted as ρXY , is
where
Covariance (i.e. σXY ) is an expected value of a function of X and Y over the (X, Y ) space, if X and Y are continuous we can write
or
and