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Math Help - Covariance of two distributions.

  1. #1
    LHS
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    Covariance of two distributions.



    I get E[u]=1/3 and E[V]=1, can't get E[UV] to be correct as I do not get the required answer, any help would be greatly appreciated! thanks!
    Last edited by mr fantastic; April 24th 2011 at 03:35 PM. Reason: Title.
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  2. #2
    MHF Contributor matheagle's Avatar
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    X, Y are iid U(0,1) rvs
    Now U,V are the two order stats of a sample of size two from U(0,1).
    So, get their joint density and proceed from there
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  3. #3
    LHS
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    Thanks, think I've got it!
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