As in Quiz 5.1 and Example 5.5, the 4-dimensional random vector Y has PDF
Find the expected value vector E[Y], the correlation matrix RY, and the covariance matrix CY.
Quiz 5.1
The random variables Y1,..., Y4 have the joint PDF
Let C denote the event that maxi Yi ≤ 1/2. Find P[C].
Example 5.5
As in Quiz 5.1, the random variables Y1,..., Y4 have the joint PDF