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VI. COVARIANCE Let X and Y be independent random variables each is uniformly distributed over [0, 1] i.e., each with distribution (0; 1). We define
VI. COVARIANCE Let X and Y be independent random variables each is uniformly distributed over [0, 1] i.e., each with distribution (0; 1). We define the random variables U and V as U = min(X; Y) and V = max(X; Y). (a) Find E[U] and E[V]. (b) Find cov[U, V]
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