3.

58

(a) fX(x) is obtained by “integrating out” the independence on y,

1
6⎡ y3 ⎤
1
6
∴fX(x) =
0
5 ∫
( x + y 2 )dy = ⎢ xy +
5⎣
⎥
3 ⎦0
2
= (3x + 1) (0 < x < 1)
5

f X ,Y ( x, y ) (6 / 5)( x + y 2 ) x + y2
(b) fY|X(y|x) = = =3
f X ( x) (2 / 5)(3 x + 1) 3x + 1

1
Hence P(Y > 0.5 | X = 0.5) =
0.5
∫f Y |0.5 ( y | x = 0.5)dy

1
1
0 .5 + y 2 ⎡ y3 ⎤
=3 ∫
0.5
1 .5 + 1
dy = (3/2.5) ⎢0.5 y + ⎥
⎣ 3 ⎦ 0.5
= 0.65

1 1 1 1
6
∫∫ ∫ ∫ (x y + xy 3 )dxdy
2
(c) E(XY) = xyf X ,Y ( x, y ) dxdy =
0 0
5 0 0
1 1
2 3 3
=
50 ∫
ydy +
50 ∫
y dy = 1/5 + 3/20 = 7/20 = 0.35

⇒ Cov(X,Y) = E(XY) – E(X)E(Y) = 0.35 – (3/5)(3/5) = -0.01,

while

σX = {E(X2) – [E(X)]2}1/2 = [(13/30) – (3/5)2]1/2 = 0.271

σY = {E(Y2) – [E(Y)]2}1/2 = [(11/25) – (3/5)2]1/2 = 0.283,

Hence the correlation coefficient,

Cov( X , Y ) −0.01
ρXY = = ≅ - 0.131
σ XσY 0.271 × 0.283