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Evo8
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Homework Statement
Find correlation between random variables x and y in the following:
$$P_{x,y}(x,y)=A \ xy \ e^{-(x^2)}e^{-\frac{y^2}{2}}u(x)u(y)$$
Homework Equations
The co-variance ##\sigma_{xy}=\overline{(x-\bar{x})(y-\bar{y})}## or ##\sigma_{xy}=\overline{xy}-\bar{x}\bar{y}##
The concept of co variance is a natural extension of the concept of variance. Definition -> ##\sigma_{x}^{2}=\overline{(x-\bar{x})(x-\bar{x})}##
Variables x and y are uncorrelated ##(\sigma_{xy}=0)## if ##\overline{xy}=\bar{x}\bar{y}##
Correlation coefficient ##\rho_{xy}=\frac{\sigma_{xy}}{\sigma{x}\sigma{y}}## if x and y are uncorrelated then ##\rho_{xy}=0##
The Attempt at a Solution
Ive solved for A in a previous problem with the same values and came up with ##A=\frac{2}{3}##
Im a little confused as to how I go about finding the "correlation" between x and y in this problem. I've posted a few points from my text that seem like they are relevant or helpful. Am I basically trying to find the correlation coefficient ##\rho_{xy}## and that will give me the correlation? From the definition above I need to know ##\sigma{xy} \ and \ \sigma{x} \ and \ sigma{y}##
I don't really under stand how to find the variance i guess? Even with the definition above. How do I incorporate the bars? Averages?
Any help is appreciated!