In: Statistics and Probability
Let f (x, y) = c, 0 ≤ y ≤ 4, y ≤ x ≤ y + 1, be the joint pdf of X and Y.
(a) (3 pts) Find c and sketch the region for which f (x, y) > 0.
(b) (3 pts) Find fX(x), the marginal pdf of X.
(c) (3 pts) Find fY(y), the marginal pdf of Y.
(d) (3 pts) Find P(X ≤ 3 − Y).
(e) (4 pts) E(X) and Var(X).
(f) (4 pts) E(Y) and Var(Y).
(g) (3 pts) Cov(X,Y).
(h) ( 3 pts) Find ρ, the correlation coefficient of X and Y.
(i) (3 pts) Are X and Y independent or dependent? Why or why not?
(j) (3 pts) Determine h(y | x), the conditional pdf of Y, given that X = x.
(k) (3 pts) Determine g(x | y), the conditional pdf of X, given that Y = y.
(l) (3 pts) Compute E(Y | x), the conditional mean of Y, given that X = x.
(m) (3 pts) Compute E(X | y), the conditional mean of X, given that Y = y.