Let $X$ and $Y$ be random variables with joint PDF $f(x,y) = 2$ for $0 ≤ x ≤ y ≤ 1$, and $0$ elsewhere.
a) Find $Pr(X +Y ≤ 1)$
b) Find covariance of $X$ and $Y$
I'm not really sure how to find that probability...the bounds are confusing me a bit. Similar with the covariance. Are the bounds just the $1\times1$ square?