The joint density of X and Y is

f(x,y)=cx2-y2e-x0≤x<∞,-x≤y≤x

Find the conditional distribution of Y, given X = x.

Short Answer

Expert verified

For t≤x:

P(Y≤t∣X=x)=32x3x2(t+x)-t33+x33

For t<-x:

P(Y≤t∣X=x)=0

For t>x:

P(Y≤t∣X=x)=1

Step by step solution

01

Given information

Joint density of X and Y

f(x,y)=cx2-y2e-x0≤x<∞,-x≤y≤x

also X=x

Formula to be used :

f(y∣x)=f(x,y)f(x)

02

Explanation

∫f(x,y)dy=∫-xxcx2-y2e-xdx=2c3x3e-x,0<x<∞Thus,f(y∣x)=32x3x2-y2,-x≤y≤x

By integration,

For t≤x,

localid="1647240753725" role="math" P(Y≤t∣X=x)=∫-xtf(x,y)dy=32x3x2(t+x)-t33+x33

Then for t < -x,

P(Y≤t∣X=x)=0

and for t > x,

P(Y≤t∣X=x)=1

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