Question
Suppose that X, Y are jointly continuous with joint probability density function f(x, y) = c*e^(- (x^2)/2 - ((x-y)^2)/2) for some constant c . (a)
Suppose that X, Y are jointly continuous with joint probabilitydensity function
f(x, y) = c*e^(- (x^2)/2 - ((x-y)^2)/2)for some constant c.
(a) Find the value of the constant c.
(b) Find the marginal density function of X and Y .
(c) Determine whether X and Y are independent or not.
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
