Question
Consider the joint pdf fX;Y (x; y) = 6y; for 0 < x < 1 and 0 < y < 1 ???? x. [Hint: double-check
Consider the joint pdf fX;Y (x; y) = 6y; for 0 < x < 1 and 0 < y < 1 ???? x. [Hint:
double-check your domain].
(a) Find the marginal pdf fX(x).
(b) Find the conditional pdf fY jx(y).
(c) Find the covariance Cov(X; Y ).
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
