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In this exercise, we shall provide an approximate justif

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In this exercise, we shall provide an approximate justification for Eq. (3.6.6). First, remember that if a and b are clo

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In this exercise, we shall provide an approximate justification for Eq. (3.6.6). First, remember that if a and b are close together, then  b a r(t)dt ? (b ? a)r a + b 2  . (3.11.1) Throughout this problem, assume that X and Y have joint p.d.f. f . a. Use (3.11.1) to approximate Pr(y ?

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