 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ia/paper-2/3f/i/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

X, Y \sim N (0, 4/3)

, so each marginal is

3 (2 2 π)^{- 1} e^{- 3 x^{2} /8}

. Their covariance is

2/3

, so they are not independent.

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