Let X and Y be as in Example 5.24 in Section 5.2.3, i.e., suppose that we choose

Question:

Let X and Y be as in Example 5.24 in Section 5.2.3, i.e., suppose that we choose a point (X,Y ) uniformly at random in the unit disc D = {(x, y)|x + y  1}.

Are X and Y uncorrelated?


Example 5.24 in Section 5.2.3

Consider the unit disc D = {(x, y)|x2 +y2 ≤ 1}.

Suppose that we choose a point (X,Y ) uniformly at random in D. That is, the joint PDF of X and Y is given by
fxy (x, y) =  0 (x, y) = D otherwise

a. Find the constant c.

b. Find the marginal PDFs fX(x) and fY (y).

c. Find the conditional PDF of X given Y = y, where −1 ≤ y ≤ 1.

d. Are X and Y independent?

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