Could you please guide me in the right direction for the problem below?
I don't know if I am right, but here is a headstart
Cov(X,Y) = E(XY) - E(X)E(Y) = $\int_{0}^{\infty}\int_{0}^{\infty} xy dxdy - (\int_{0}^{\infty} xf_X(x,y)dy)(\int_{0}^{\infty} yf_y(x, y)dx)$
from sympy import *
# Defining f(x, y)
fxy = E**(-x-y)
fxy
$e^{- x - y}$
# Defining E(XY)
exy = integrate(integrate(x*y, (x, 0, oo)), (y, 0, oo))
exy
$\infty \int_{0}^{\infty} \operatorname{sign}{\left (y \right )}\, dy$
# Defininf E(X)
ex = integrate(x*integrate(fxy, (y, 0, oo)), (x, 0, oo))
ex
$1$
# Defining E(Y)
ey = integrate(y*integrate(fxy, (x, 0, oo)), (y, 0, oo))
ey
$1$
exy - ex*ey
$-1 + \infty \int_{0}^{\infty} \operatorname{sign}{\left (y \right )}\, dy$
I am getting $\infty - (1)(1) = \infty $ as an answer.
EDIT (Answer) :
I have apparently made a mistake in writing E(XY)
Cov(X,Y) = E(XY) - E(X)E(Y) = $\int_{0}^{\infty}\int_{0}^{\infty} xy f(x, y) dxdy - (\int_{0}^{\infty} xf_X(x,y)dy)(\int_{0}^{\infty} yf_y(x, y)dx)$
exy = integrate(integrate(x*y*fxy, (x, 0, oo)), (y, 0, oo))
exy
$1$