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Q23Section A (Section A)23 of 60

Covariance under a triangular joint density

Let the random vector (X,Y)(X,Y) have the joint probability density function f(x,y)={1x,if 0<y<x<1, 0,otherwise.f(x,y)=\begin{cases}\dfrac1x,&\text{if }0<y<x<1,\ 0,&\text{otherwise.}\end{cases} Then Cov(X,Y)\mathrm{Cov}(X,Y) is equal to

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