8 Indication: Ex 9.19 of tertbook. Let X andY be two continuous random variables with joint density function 30 f(r, y) = -50z²-50y² +80zy %3D 77 1. Determine the marginal distributions of X and Y. 2. Find out Var(X), Var(Y) and correlation coefficient p p(X,Y) 3. Find the real value a so that Cov(X+aY, Y)=0. 4. Determine the density function of X +Y.

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Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
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Indication: Ex 9.19 of tertbook. Let X and Y be two continuous random variables with
joint density function
8.
30 -50z -50y +80zy
f(r, y) =
-e
1. Determine the marginal distributions of X and Y.
2. Find out Var(X), Var(Y) and correlation coefficient p p(X,Y)
3. Find the real value a so that Cou(X+aY, Y)=0.
4. Determine the density function of X +Y.
5. (Bonus) Find the joint probability density function of (X+aY, Y) with a obtained
in the question 2. And deduce that X+aY and Y are independent.
Transcribed Image Text:Indication: Ex 9.19 of tertbook. Let X and Y be two continuous random variables with joint density function 8. 30 -50z -50y +80zy f(r, y) = -e 1. Determine the marginal distributions of X and Y. 2. Find out Var(X), Var(Y) and correlation coefficient p p(X,Y) 3. Find the real value a so that Cou(X+aY, Y)=0. 4. Determine the density function of X +Y. 5. (Bonus) Find the joint probability density function of (X+aY, Y) with a obtained in the question 2. And deduce that X+aY and Y are independent.
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