Question

Let X and Y be independent random variables, with PDFs:

(Look in the image)
where α > 0 and β > 0, α 6= β.
a) Define the random variable Z = X − Y . Find the PDF fZ(z).
b) Define the random variable W = XY . Find the mean of W.
c) Find the correlation of W and Z.
d) Find the covariance of W and Z

Answer 1

C Fund the correlation of W and Z