Question: Let X and Y be two jointly continuous random variables with joint PDF and let the random vector U be defined as Find the correlation

Let X and Y be two jointly continuous random variables with joint PDF
fx,y(x, y) = 3 0 x + y 0 < x, y < 1 otherwise

and let the random vector U be defined asU= [X Y

Find the correlation and covariance matrices of U.

fx,y(x, y) = 3 0 x + y 0 < x, y < 1 otherwise

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