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The joint density of X and Y is given by

f(x,y)=C(y-x)e-y-y<x<y,0<y<∞

(a) Find C.

(b) Find the density function of X.

(c) Find the density function of Y.

(d) Find E[X].

(e) Find E[Y].

Short Answer

Expert verified

(a) The value of C is 14.

(b) The density function of X is e-x4.

(c) The density function of Y is 12y2e-y.

(d) The value of EXis-1.

(e) The value ofEYis3.

Step by step solution

01

Given information (part a)

The function is f(x,y)=C(y-x)e-y-y<x<y,0<y<∞

02

Explanation (part a)

The joint density of X and Y is,

f(x,y)=c(y-x)e-y-y<x<y,0<y<∞0Otherwise

The value of C is,

C∫y=0∞e-y∫x=-yy(y-x)dxdy=1

C∫y=0∞e-yxy-x22x=-yydy=1

C∫y=0∞e-yy(y-(-y))-12y2-(-y)2dy=1

C∫y=0∞e-yy(y+y)-12y2-y2dy=1

C∫y=0∞e-y2y2dy=1

2C∫y=0∞y2e-ydy=1

2C2=14C=1C=14

03

Given information (part b)

The function isf(x,y)=C(y-x)e-y-y<x<y,0<y<∞.

04

Explanation (part b)

The density function of X is,

fx(x)=14∫x∞(y-x)e-ydyfx(x)=14∫x∞ye-y-xe-ydy=14∫x∞ye-ydy-∫x∞xe-ydy=14-ye-y-e-yx∞+xe-yx∞=14-ye-y-e-y+xe-yxα=14-0+xe-x-0-e-x+x0-e-x=e-x4

05

Given information (part c)

The function isf(x,y)=C(y-x)e-y-y<x<y,0<y<∞

06

Explanation (part c)

The density function of Y is,

fy(y)=14e-y∫x=-yy(y-x)dx=14e-yyx-x22x=-yy=14e-yy(y-(-y))-12y2-(-y)2=14e-yy(y+y)-12y2-y2=12y2e-y

07

Given information (part d)

The function isf(x,y)=C(y-x)e-y-y<x<y,0<y<∞

08

Explanation (part d)

The value of EXis,

E[X]=∫x=-∞∞xf(x)dx=14∫x=-∞∞xe-xdx+∫-∞0-2x2ex+xexdx=14∫x=-∞∞x2-1e-xdx-∫0∞-2y2e-y+ye-ydy=14Γ(2)1-∫0∞2y2e-ydy+∫0∞ye-ydy=141-2∫0∞y3-1e-ydy-∫0∞y2-1e-ydy=141-2Γ(3)1-Γ(2)1=14[1-2(2!)-1!]=-1

09

Given information (part e)

The function isf(x,y)=C(y-x)e-y-y<x<y,0<y<∞

10

Explanation (part e)

The value of EYis,

E[Y]=∫y=-∞∞yf(y)dy=12∫0∞yy2e-ydy=12∫0∞y4-1e-ydy=12Γ(4)14=123!=3

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Most popular questions from this chapter

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