The joint probability density function of X and Y is given by

f(x.y)=67(x2+xy2)0<x<1,0<y<2

(a) Verify that this is indeed a joint density function.

(b) Compute the density function of X.

(c) Find P{X > Y}.

(d) Find P{Y > 1 2 |X < 1 2 }.

(e) Find E[X].

(f) Find E[Y].

Short Answer

Expert verified

(a) The function is indeed a joint density function.

(b) The density function of X : fxx=67(2x2+x)

(c) Probability: P{X>Y}=1556

(d) Conditional probabilityP{X,Y}=1556

(e)For probability function of X: E[X]=56

(f) The probability density function of Y:E[Y]=87

Step by step solution

01

Introduction

The marginal density is the name given to this outcome. The marginal density for the random variable X, for example, is the random variable's marginal density. The marginal density for the random variable Y is shown below.

02

Explanation (a)

The joint probability density function of XandY:

f(x,y)=67x2+xy2

Such that0<x<1,0<y<2

To be a probability density function,

For all possible values of the 2 random variables, it needs to be positive.

And the integration over the whole range of XandYshould be "1".Then

fY(y)=0167x2+xy2dx=6713+y4

Integrate again

02fY(y)dy=026713+y4dy=27×2+314×12×4=1

Thus, the function is indeed a joint density function.

03

Explanation (b)

The joint probability density function of X and Y:

f(x,y)=67x2+xy2

Such that 0<x<1,0<y<2

For density function of X: fX(x)=0267x2+xy2dy

Integrate the left side: fX(x)=672x2+x

Thus, the density function of X:

fX(x)=672x2+x

04

Explanation (c)

The joint probability density function of X and Y:

f(x,y)=67x2+xy2

Such that 0<x<1,0<y<2

We have f(x,y)=67x2+xy2

Then, P(X>Y)=010x67(x2+xy2)dxdy=6701(x3+x34)dx

Also, the other way:

P{X,Y}=01y167(x2+xy2)dxdy=1556

05

Explanation (d)

The joint probability density function of X and Y :

f(x,y)=67x2+xy2

Such that0<x<1,0<y<2

For conditional probability:

PY>12X<12=PY>12,X<12PX<12

Then

PY>12,X<12=12201267x2+xy2dxdy=69448

And

PX<12=012672x2+xdx=528

Therefore,

PY>12X<12=PY>12,X<12PX<12=6980

06

Explanation (e)

The joint probability density function of XandY:

f(x,y)=67x2+xy2

Such that0<x<1,0<y<2

From Part (b),

We havefX(x)=672x2+x

Then

E[X]=01x·672x2+xdx=56

07

Explanation (f)

The joint probability density function of XandY:

f(x,y)=67x2+xy2

Such that0<x<1,0<y<2

From Part (a),

We havefY(y)=6713+y4

Then

E[Y]=02y·6713+y4dy=87

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Verify Equation 1.2.P(a1<Xa2,b1<Yb2)=F(a2,b2)+F(a1,b1)F(a1,b2)F(a2,b1)

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