Unformatted text preview: Y have a joint p.d.f.
f x; y = 0; e ; x 0; 1 y 3
a Find out fX x. What is the type of the distribution of X ?
b Find out fY y. What is the type of the distribution of Y ?
c Are X and Y independent? Are they uncorrelated?
d Calculate the correlation between X and Y .
e Calculate E Y .
f If Y = 1:5 is observed, what is the best estimate of X in the sense of maximizing the a
posteriori density f xjY = 1:5?
a The marginal density can be...
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