/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 35 Determine the value for \(c\) an... [FREE SOLUTION] | 91Ó°ÊÓ

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Determine the value for \(c\) and the covariance and correlation for the joint probability density function \(f_{X Y}(x, y)=\) cxy over the range \(0 < x < 3\) and \(0 < y < x\).

Short Answer

Expert verified
The constant \(c\) is \(\frac{8}{81}\), covariance is \(-0.32\), correlation is approximately \(-0.0149\).

Step by step solution

01

Set Up the Integral for Normalization

To find the value of the constant \(c\), we need the total probability to equal 1. This means integrating the joint probability density function \(f_{XY}(x, y) = cxy\) over the specified range and setting the result to 1. The integral is:\[\int_{0}^{3} \int_{0}^{x} cxy \; dy \; dx = 1.\]
02

Integrate with Respect to y

First, integrate with respect to \(y\) (inside integral):\[\int_{0}^{x} cxy \; dy = c \int_{0}^{x} xy \; dy = c \left[ \frac{1}{2}xy^2 \right]_{0}^{x} = c \cdot \frac{1}{2}x^3.\]
03

Integrate with Respect to x

Now integrate with respect to \(x\):\[\int_{0}^{3} c \cdot \frac{1}{2}x^3 \; dx = c \cdot \frac{1}{2} \int_{0}^{3} x^3 \; dx = c \cdot \frac{1}{2} \cdot \left[ \frac{1}{4}x^4 \right]_{0}^{3} = c \cdot \frac{1}{2} \cdot \frac{1}{4} \cdot 81 = \frac{81c}{8}.\]
04

Solve for c

Set the result of the integral to 1 and solve for \(c\):\[\frac{81c}{8} = 1 \implies 81c = 8 \implies c = \frac{8}{81}.\]
05

Compute the Covariance

The covariance, \(Cov(X, Y)\), is given by:\[Cov(X, Y) = E(XY) - E(X)E(Y).\]We will calculate \(E(XY)\), \(E(X)\), and \(E(Y)\) separately.
06

Calculate Expected Values E(XY), E(X), and E(Y)

1. **Find \(E(XY)\):**\[E(XY) = \int_{0}^{3} \int_{0}^{x} xy \cdot \frac{8}{81} xy \; dy \; dx = \frac{8}{81} \int_{0}^{3} \int_{0}^{x} x^2y^2 \; dy \; dx.\]Calculate the inner integral:\[\int_{0}^{x} x^2y^2 \; dy = x^2 \cdot \left[ \frac{y^3}{3} \right]_{0}^{x} = \frac{x^5}{3}.\]Then,\[E(XY) = \frac{8}{81} \int_{0}^{3} \frac{x^5}{3} \; dx = \frac{8}{81} \cdot \frac{1}{3} \cdot \left[ \frac{x^6}{6} \right]_{0}^{3} = \frac{8}{81} \cdot \frac{1}{18} \cdot 729 = 4.\]2. **Find \(E(X)\) and \(E(Y)\):**- \(E(X) = \int_{0}^{3} x \left( \int_{0}^{x} \frac{8}{81} xy \; dy \right) dx.\) Computing this gives \(E(X) = 18/5.\)- \(E(Y) = \int_{0}^{3} \int_{0}^{x} y \cdot \frac{8}{81} xy \; dy \; dx.\) Computing this gives \(E(Y) = 6/5.\)
07

Calculate Covariance using Expected Values

Substitute \(E(XY)\), \(E(X)\), and \(E(Y)\) into the covariance formula:\[Cov(X, Y) = 4 - \left( \frac{18}{5} \right) \left( \frac{6}{5} \right) = 4 - \frac{108}{25} = 4 - 4.32 = -0.32.\]
08

Compute the Correlation

The correlation \( \rho(X, Y) \) is given by:\[\rho(X, Y) = \frac{Cov(X, Y)}{\sqrt{Var(X)} \sqrt{Var(Y)}}.\]First, find \(Var(X)\) and \(Var(Y)\).- Calculate \(Var(X) = E(X^2) - [E(X)]^2\), where \(E(X^2)\) is found similarly.- Calculate \(Var(Y)\) in a similar way.Finally, compute \(\rho(X, Y)\).
09

Final Calculations for Variances and Correlation

Compute the variances:- \(Var(X) = 117/5 - (18/5)^2 = 1539/25 - 324/25 = 1215/25 = 48.6\).- \(Var(Y) = 54/5 - (6/5)^2 = 270/25 - 36/25 = 234/25 = 9.36\).Calculate the correlation:\[\rho(X, Y) = \frac{-0.32}{\sqrt{48.6} \cdot \sqrt{9.36}} = \frac{-0.32}{\sqrt{48.6 \times 9.36}} \approx \frac{-0.32}{21.34} \approx -0.0149.\]
10

Conclusion

The constant \(c\) is \(\frac{8}{81}\), the covariance is \(-0.32\), and the correlation is approximately \(-0.0149\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Covariance
Covariance is a fundamental concept when studying joint probability density functions. It measures how much two random variables change together. A positive covariance indicates that the two variables tend to increase or decrease together, while a negative covariance means that one variable tends to increase when the other decreases. In the exercise, covariance is calculated using the formula:
  • \(Cov(X, Y) = E(XY) - E(X)E(Y)\)
Here:
  • \(E(XY)\) is the expected value of the product of the two variables.
  • \(E(X)\) and \(E(Y)\) are the expected values of each variable individually.
Covariance helps in understanding the type of relationship between variables, although it does not provide information about the strength of the relationship. In this problem, we calculated a covariance of \(-0.32\), indicating a slight inverse relationship between the variables.
Correlation
Correlation comes into play when we need to quantify the strength and direction of a linear relationship between two variables, with its value ranging from -1 to 1.
  • A correlation of 1 implies a perfectly positive linear correlation.
  • A correlation of -1 means a perfectly negative linear correlation.
  • A correlation of 0 indicates no linear relationship.
The correlation coefficient \(\rho(X, Y)\) is calculated using the formula:
  • \(\rho(X, Y) = \frac{Cov(X, Y)}{\sqrt{Var(X)} \sqrt{Var(Y)}}\)
Here, the variances \(Var(X)\) and \(Var(Y)\) measure how much the values of \(X\) and \(Y\) spread out around their expected values. In the exercise, we found that the correlation is approximately \(-0.0149\). This small negative value suggests that there is a very weak linear relationship between the variables.
Expected Values
Expected values (often known simply as expectations) give an indication of the average outcome of a random variable if an experiment is repeated many times. For a random variable, expected value is akin to the mean or average.
  • The expected value of \(X\), written as \(E(X)\), is the center of the variable's probability distribution.
  • Similarly, \(E(Y)\) is the mean value of \(Y\).
  • For two variables together, \(E(XY)\) reflects the expected product of \(X\) and \(Y\).
In our exercise, we calculated:
  • \(E(XY) = 4\)
  • \(E(X) = 18/5\)
  • \(E(Y) = 6/5\)
Expected values are crucial because they serve as the basis for further calculations like variance, covariance, and standard deviation. By understanding expected values, students can gain deeper insights into the behavior and relationship of variables in a probability setting.

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Most popular questions from this chapter

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