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ABy Admin
Jun 02'22

Exercise

The variables [math]X[/math] and [math]Y[/math] have joint density function

[[math]] f(x,y) = \begin{cases} \frac{2(\alpha + 1)}{\alpha -1}, \quad 0 \leq x \leq 1, x^{\alpha} \lt y \leq x \\ 0, \quad \textrm{Otherwise} \end{cases} [[/math]]

with [math]\alpha \gt 1 [/math]. Determine the limit of the covariance of [math]X[/math] and [math]Y[/math] as [math]\alpha \rightarrow 1 [/math].

  1. -0.0525
  2. -1/12
  3. 0
  4. 0.0525
  5. 0.1775
ABy Admin
Jun 02'22

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