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Q27Section A (Section A)27 of 60

Correlation for an ordered exponential pair

Let XX and YY have the joint probability density function

f(x,y)={e−y,0<x<y<∞, 0,otherwise.f(x,y)=\begin{cases}e^{-y}, & 0<x<y<\infty,\ 0, & \text{otherwise.}\end{cases}

Then the correlation coefficient between XX and YY equals

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