f(x, y) = e-xly e-y 0 0. (b) Show that cov (X,Y)=1. (Hint: Find E[X] and E[XY] by conditioning on Y) Iunction

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13. Assume that (X, Y) is a continuous random vector with joint density function
e-xlye-y
f(x, y) =
0<x<∞ and 0<y<∞, and zero elsewhere.
y
(a) Show that E[X|Y=y] =y, y>0.
(b) Show that cov (X,Y)=1.
(Hint: Find E[X] and E[XY] by conditioning on Y)
Transcribed Image Text:13. Assume that (X, Y) is a continuous random vector with joint density function e-xlye-y f(x, y) = 0<x<∞ and 0<y<∞, and zero elsewhere. y (a) Show that E[X|Y=y] =y, y>0. (b) Show that cov (X,Y)=1. (Hint: Find E[X] and E[XY] by conditioning on Y)
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