Question: STOCHASTIC PROCESS Problem 1.3 (10 points] Suppose that X and Y are jointly continuous with joint probability density function mtg(93 if a: > 0 and

STOCHASTIC PROCESS

Problem 1.3 (10 points] Suppose that X and Y are jointly continuous with joint probability density function mtg\"(\"93 if a: > 0 and y > I], 0 otherwise. fX,Y(-ray) = { (3) Find the marginal density functions of X and Y. (b) Calculate the expectation E[X Y] (c) Find the conditional density function of X given Y = y

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