xy ae ben random yarsables ahah ore juidly dat. (x, ) X10 Toba] —s Mabginal tebal | foi) Pes Poti fut fy a [he pChe2) = fb thie ther 3 , e(y=3) ahs ths +fay 4 lbw tlyeu) =p X and Y ave fat uncore label. (6 Tue random variables x and ¥ bef peviou are sar be independt if © ey fy Gars Foe ko Fo(ud =f Grit] all 2oodg] Aled ey 4 & Noele hd ons 3) X ond YX are inckpendink then Fy Oi Laren fbr a oon Cy =o. But BL =O dees A o£ + ay inaghy thet =x and Yo ave independeak - 3 = - Xx awl OER) = EER vlyif | X add oe Ther is ley Cov Cte! E&~- Fe. AY * Ee. t) - Ee ey)=0 lL =D P=SM etermine the covariance and correlation for the following joint probability distribution: x 1 1 2 4 y 3 4 S 6 Sey. y) 1/8 1/4 1/2 1/8 BB. determine the covariance and correlation for the following joint probability distribution: x ~ 0.5 05 1 y 2 -¥ 1 2 Savy). 1/8 14 1/2 V/s BH determine the value for ¢ and the covariance and correlation for the joint probability mass function fyy(x, y) = e(x + y) forx = 1, 2,3 andy = 1, 2,3. Gn. The joint probability distribution is i -1 0 0 1 y 0 -1 1 0 ery) 1/4 1/4 1/4 1/4 ‘Show that the correlation between X and Y is zenqy but X and Y are not independent.