Originally Posted by

**TheCountador** Hi !

The joint pdf of X and Y is fyx = 1 for 0<x<1, x<y<x+1

Compute the covariance and the correlation of X and Y.

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I figured out the covariance and checked that it is indeed 1/12.

So, my E[X] = 1/2 and E[Y] = 1 are correct too.

For E[Y] = integral(0 to 2)integral(y-1 to y) of y dxdy = 1 (this is correct, just to help with bounds)

I can't figure out the ****correlation**** though.

Corr(X,Y) = Cov(X,Y)/[sqrt(Var[X]Var[Y])]

For the variances I had

Var[X] = 1/3 - 1/2^2 = 1/12

Var[Y] = 8/3 - 1^2 = 5/3

My answer came to Corr(X,Y) = 0.2227 but that's wrong !!! and i can't find the mistake...

THANKS !!!

Answer is 0.7071