I needed to calculate the Cov(X,Y).
So I used the formula Cov(X, Y) = E(XY) - E(X)E(Y)
The problem occurs when I go to calculate E(X).
Where the marginal pdf of x is .
So the integral now is:
Now when I evaluate that integral I get a divergent integral evaluating to . I've checked my work several times, but I can't seem to find what I'm doing wrong. Any suggestions?
Thanks in advance.