Question

Let the random vector $(X, Y)$ have the joint probability density function
$f(x, y) = \begin{cases} \frac{1}{x}, & \text{if } 0 < y < x < 1 \\\0, & \text{otherwise} \end{cases}.$
Then $\text{Cov}(X, Y)$ is equal to:

• A. $\frac{1}{6}$
• B. $\frac{1}{12}$
• C. $\frac{1}{18}$
• D. $\frac{1}{24}$

Answer 1

Answer: (D)

$\frac{1}{24}$

Answer 2

The correct option is (D): $\frac{1}{24}$