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Let f(x,y)=24xy0≤x≤1,0≤y≤1,0≤x+y≤1and let it equal 0 otherwise.

(a) Show that f(x,y)is a joint probability density function.

(b) Find E[X].

(c) Find E[Y].

Short Answer

Expert verified

a. Thef(x,y)is a joint probability density function.

b. The value ofE(X)is 25.

c. The value ofE(Y)is 25.

Step by step solution

01

Given information

Letf(x,y)=24xy0≤x≤1,0≤y≤1,0≤x+y≤1and let it equal 0 otherwise.

02

Formula Used 

The formula for a joint distribution said to be density function ,

∫y∫xf(x,y)dxdy=1

03

Calculation (Part a)

Applying the formula to showis a joint probability density function.

∫y∫xf(x,y)dxdy=∫01∫01-x24xydxdy=∫0124xy2201-xdx=∫0124x1+x2-2x2dx=∫0112x+x3-2x2dx

Further integrating with respect to dx

=12x22+x44-2x3301=1212+14-23=126+3-812=12112=1

Conclusion: f(x,y)is a joint probability density function∫y∫xf(x,y)dxdy=12x22+x44-2x3310=1212+14-13=122+3-44×3=1

04

Find E(X) (Part b)

To findE(X), first write the expression for fX(x),

fX(x)=∫yfX,Y(x,y)dxdy=∫01-x24xydy=12x(1-x)2when x≥0and zero otherwise.

∴E(X)=∫01xfX(x)dx=12∫01x2(1-x)2dx=12∫01(x2-2x3+x4)dx=1213-12+15=25

05

Find E(Y) (part c)

By symmetry, fY(y)=12y(1-y)2when y≥0and zero otherwise

Since the Probability density functions are same, therefore by symmetry, the expectations will be equal.

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