Continuous random variables with joint pdf
Suppose X and Y are continuous random variables with joint pdf f(x, y) = 24xy, 0 < x, 0 < y, and x + y < 1, and zero otherwise.
(a) Find E(XY ).
(b) Find Cov(X, Y ).
(c) Find Cov(3X,5Y ).
(d) Find Corr(X, Y ).
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