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Math Help - Covariance and Correlation

  1. #1
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    Covariance and Correlation

    Let X be uniform[0,1] and Y be uniform[0,1]. Calculate the covariance and correlation between X and Y.

    I'm not sure how to solve this.
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  2. #2
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    Quote Originally Posted by asept View Post
    Let X be uniform[0,1] and Y be uniform[0,1]. Calculate the covariance and correlation between X and Y.

    I'm not sure how to solve this.
    There's not enough information to answer this question. Are X and Y conditioned on anything? If they are independent then the covariance is equal to zero.
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