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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].
- -0.0525
- -1/12
- 0
- 0.0525
- 0.1775