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1 vote
1 answer
31 views

Probability densities with conditions - how to find the distribution function

I have two probability density functions where i need to find the distribution function. The first function is $$f(x,y)= \begin{cases} \frac{x}{y} & \text{for $0\leq x\leq y\leq c$}\\ 0&\text{...
mscr's user avatar
  • 11
-1 votes
1 answer
103 views

Find the density of random variable $X+Y$ for $f(x,y) = 6(x-y)$ if $0 \leq y \leq x \leq 1$

Find the density of random variable $X+Y$ for $f(x,y) = 6(x-y)$ if $0 \leq y \leq x \leq 1$. I am able to use method of transformation to convert $f(x,y) = 6(x-y)$ if $0 \leq y \leq x \leq 1$, and ...
TJT's user avatar
  • 482
0 votes
1 answer
49 views

Bounds for marginal density function

I have the joint density function $f(y_1,y_2) = 3y_1, 0 \leq y_2 \leq y_1 \leq 1.$ And $0$ elsewhere. I have to find the marginal density function for $y_2$ My question is how to define the right ...
bestmate21's user avatar
-1 votes
1 answer
186 views

How do you find the bounds for a joint probability distribution function?

$$\begin{aligned} f(x, y) &=\begin{cases}1/(x^{2} y^{2}) & \text { für } &x \geq 1, y \geq 1 \\[1ex] 0 &&\text { sonst. }\end{cases}\\[2ex] V&:=X Y\end{aligned}$$ Find the ...
timtam's user avatar
  • 848
0 votes
0 answers
26 views

Correct limit of integration when it difficult to visualize the region of integration?

I was running into a problem where I need to evaluate some probability over a region $D$. A toy example would be this probability $\Pr \left[ {\underbrace {Y < \frac{{5\left( {X + 7} \right)}}{{9X}}...
Tuong Nguyen Minh's user avatar
0 votes
2 answers
65 views

Sum of two independent random variables: Inconsistent CDF

I have two random continuous RV $X$ and $Y$ and the sum $Z=X+Y$. I am trying to derive the pdf from the first principle but somehow I could not get the results to agree. -- Let $Y\sim\mathcal{U}(0,1)$ ...
Karn Watcharasupat's user avatar
0 votes
1 answer
321 views

How to find bounds of integral of a C.D.F?

Suppose f(x,y) = {1/2 for 0<=x<=2 and 0<= y <= 1} and 0 otherwise. Find Pr(X>=Y). So everything to the right of x = y is where to integrate on I believe you can find the bounds two ways:...
Sir lethian's user avatar