设随机变量(X,Y)具有概率密度f(x)=1/8(x+y),0<x,y<2,求E(X),cov(X...答:设随机变量(X,Y)具有概率密度f(x,y)=1/8(x+y),0<x,y<2,求E(X),cov(X,Y),ρXY f(x)=1/4*(x+1),0<x<2 f(y)=1/4*(y+1),0<y<2 EX=∫xf(x)dx=7/6 EY=∫yf(y)dy=7/6 EX^2=∫x^2f(x)dx=5/3 EY^2=∫y^2f(y)dy=5/3 DX=EX^2-(EX)^2=11/36 ...