Thread: 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.

Originally Posted by asept

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.