How can you get the covariance?
You don't have a joint density
I guess you get
This is a one to one mapping with probability one since x>0.
I've just noticed the negative cdf...sometimes I get caught up in the calculating and don't use common sense!
Perhaps I should give the question in full....
the pdf is given above, I then have to find the cdf(by integrating the pdf given) then the transformation is given and I have to then find the cdf of Y and the pdf of Y, and finally the covariance of (X,Y)....
These TWO techniques are the same. IF you differentiate...
wrt the variable y (this is not a random variable, this is calc 1) you get
The general formula, which is in most books is
but since x>0 we have
So given the pdf ....
The replies have helped alot, however I'm trying to find the cdf from this pdf then the transformation and then find the cdf of Y and so then the pdf of Y....
1)What would the cdf be as I get a negative answer as I shown a couple posts ago..??
2)What is the process to obtaining the cdf of Y?
3)and finally then the pdf of Y?