Paper 2, Section I, F

Probability | Part IA, 2007

Let XX and YY be independent random variables, each uniformly distributed on [0,1][0,1]. Let U=min(X,Y)U=\min (X, Y) and V=max(X,Y)V=\max (X, Y). Show that EU=13\mathbb{E} U=\frac{1}{3}, and hence find the covariance of UU and VV.

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