Joint Pdf Expected Value

mardi 29 avril 2014

1. The problem statement, all variables and given/known data



two random variables have a join pdf

f(x,y)= c , x^2+y^2<= 1, x >0, y>0

0, otherwise

Find c.

Find E{xy}.



2. Relevant equations







3. The attempt at a solution

For the first part, since area= pi/4,

c(pi/4) = 1

c=(4/pi)

b)

x=cos θ

y= sin θ

∫∫-(sin θ)^2(cos θ)^2 dθ dθ = -308. (integral from 0 to pi/2 for both bounds)

This doesn't make sense to me. x,y are always positive how is the expected value negative? Am I doing something wrong?





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