Question: 1. Let the two continuous RV X, Y have joint PDF exp( e 1 (2 2m 1 p2 with parameter 1 < p <

1. Let the two continuous RV X, Y have joint PDF exp( e 1 (2 2m 1 p2 with parameter 1 < p < 1. (a) Find the marginal pdfs fx(X) and fy(Y). (b) Find E(X) and var(X). 2p:ry + !J2) (c) Find the conditional pdf fyx(ylx) f (x, and use it to compute the conditional expectation value E(YIX x) (d) Find E(XY) and use it to show that the covariance is cov(X, Y) p. Hint: Write .TE(YIX E(XY) and use the result of (c).

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