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Correlation of discrete RVs. RVs (X,Y) have the joint PDF f (x, y) = 0.15(x)(y) + 0.3(x 2)(y) + 0.35(x + 2)(y 1) + 0.1(x

Correlation of discrete RVs. RVs (X,Y) have the joint PDF f (x, y) = 0.15(x)(y) + 0.3(x 2)(y) + 0.35(x + 2)(y 1)

+ 0.1(x 1)(y 1) + 0.1(x 3)(y 1)

(a) Find E(XY ), and correlation coefficient xy. (b) Are X and Y uncorrelated? (c) Are X and Y orthogonal?

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