Question: 12. Let the joint probability density function of X and Y be given by f (x, y) = B ex if 0 < y <

12. Let the joint probability density function of X and Y be given by f (x, y) = B e−x if 0 < y < x < ∞ 0 elsewhere.

(a) Find the marginal probability density functions of X and Y .

(b) Determine the correlation coefficient of X and Y .

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