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Suppose that the joint p.d.f. of two random variables X and Y is as follows:

\(f\left( {x,y} \right) = \left\{ \begin{aligned}c\sin x\;\;\;\;\;for\;0 \le x \le \frac{\pi }{2}\;\;and\;0 \le y \le 3\\0\;\;\;\;\;\;\;\;\;\;\;\;\;\;Otherwise\end{aligned} \right.\)

Determine (a) the conditional p.d.f. of Y for every given value of X, and

(b)\({\rm P}\left( {1 < y < \frac{2}{x} = 0.73} \right)\)

Short Answer

Expert verified
  1. A conditional pdf of Y for every given value of X is \({g_2}\left( {y|x} \right) = \left\{ \begin{aligned}\frac{1}{3},\;0 \le y \le 3\\0\;\;otherwise\end{aligned} \right.\)
  2. \({\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\)

Step by step solution

01

Given information

Pdf of two random variables, X and Y is

\(f\left( {{\rm{x,y}}} \right) = \left\{ \begin{aligned}{l}c\sin x\;\;\;\;\;for\;0 \le x \le \frac{\pi }{2}\;\;and\;0 \le y \le 3\\0\;\;\;\;\;\;\;\;\;\;\;\;\;\;Otherwise\end{aligned} \right.\)

02

Calculating the marginal density of X

\(\begin{aligned}{f_1}\left( x \right) = \int\limits_y {f\left( {x,y} \right)dy} \\ = \int\limits_{y = 0}^3 {c\sin xdy} \end{aligned}\)

\(\begin{aligned}{f_1}\left( x \right) = c\sin x\int\limits_{y = 0}^3 {dy} \\ = 3c\sin x\end{aligned}\)

Therefore \({f_1}\left( x \right) = \left\{ \begin{aligned}{l}3c\sin x,\;\;\;\;0 \le x \le \frac{\pi }{2}\\0\;\;\;\;\;\;\;\;\;\;\;\;\;otherwise\end{aligned} \right.\)

03

(a) Calculating the conditional pdf of Y for every given value of X

Conditional pdf is given by:

\(\begin{aligned}{g_2}\left( {y|x} \right) = \frac{{f\left( {x,y} \right)}}{{{f_1}\left( x \right)}}\\ = \frac{{c\sin x}}{{3c\sin x}}\end{aligned}\)

\(\begin{aligned}{g_2}\left( {y|x} \right) = \frac{1}{{3\left( 1 \right)}}\\ = \frac{1}{3}\end{aligned}\)

\({g_2}\left( {y|x} \right) = \left\{ \begin{aligned}{l}\frac{1}{3},\;0 \le y \le 3\\0\;\;otherwise\end{aligned} \right.\)

04

(b) Calculating the conditional pdf for \({\rm P}\left( {1 < y < \frac{2}{x} = 0.73} \right)\)

Calculate the conditional pdf of Y given\(X = 0.73\)from pat a.

\({g_2}\left( {y|0.73} \right) = \left\{ \begin{aligned}{l}\frac{1}{3},\;0 \le y \le 3\\0\;\;\;otherwise\end{aligned} \right.\)

Computing the conditional probability

\(\begin{aligned}{\rm P}\left( {1 < y < 2|X = 0.73} \right) = \int\limits_{y = 1}^2 {{g_2}\left( {y|0.73} \right)} dy\\ = \int\limits_{y = 1}^2 {\frac{1}{3}} dy\end{aligned}\)

\(\begin{aligned}{\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\left( y \right)_{y = 1}^2\\ = \frac{1}{3}\left( {2 - 1} \right)\\ = \frac{1}{3}\end{aligned}\)

therefore\({\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\)

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Most popular questions from this chapter

Question:Suppose that the joint p.d.f. ofXandYis as follows:

\(\)\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{{\bf{15}}}}{{\bf{4}}}{{\bf{x}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{y}} \le {\bf{1 - }}{{\bf{x}}^{\bf{2}}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Determine the marginal p.d.f.’s ofXandY.

b. AreXandYindependent?

Suppose that three random variables X1, X2, and X3 have a continuous joint distribution with the following joint p.d.f.:

\({\bf{f}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{,}}{{\bf{x}}_{\bf{2}}}{\bf{,}}{{\bf{x}}_{\bf{3}}}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{c}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{ + 2}}{{\bf{x}}_{\bf{2}}}{\bf{ + 3}}{{\bf{x}}_{\bf{3}}}} \right)}&{{\bf{for0}} \le {{\bf{x}}_{\bf{i}}} \le {\bf{1}}\,\,\left( {{\bf{i = 1,2,3}}} \right)}\\{\bf{0}}&{{\bf{otherwise}}{\bf{.}}}\end{align}} \right.\)

Determine\(\left( {\bf{a}} \right)\)the value of the constant c;

\(\left( {\bf{b}} \right)\)the marginal joint p.d.f. of\({{\bf{X}}_{\bf{1}}}\)and\({{\bf{X}}_{\bf{3}}}\); and

\(\left( {\bf{c}} \right)\)\({\bf{Pr}}\left( {{{\bf{X}}_{\bf{3}}}{\bf{ < }}\frac{{\bf{1}}}{{\bf{2}}}\left| {{{\bf{X}}_{\bf{1}}}{\bf{ = }}\frac{{\bf{1}}}{{\bf{4}}}{\bf{,}}{{\bf{X}}_{\bf{2}}}{\bf{ = }}\frac{{\bf{3}}}{{\bf{4}}}} \right.} \right){\bf{.}}\)

Suppose that a point (X, Y) is chosen at random from the disk S defined as follows:

\(S = \left\{ {\left( {x,y} \right) :{{\left( {x - 1} \right)}^2} + {{\left( {y + 2} \right)}^2} \le 9} \right\}.\) Determine (a) the conditional pdf of Y for every given value of X, and (b) \({\rm P}\left( {Y > 0|x = 2} \right)\)

Suppose that two balanced dice are rolled, and letXdenote the absolute value of the difference between thetwo numbers that appear. Determine and sketch the p.f.ofX.

Question:Suppose that in a certain drug the concentration of aparticular chemical is a random variable with a continuousdistribution for which the p.d.f.gis as follows:

\({\bf{g}}\left( {\bf{x}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{3}}}{{\bf{8}}}{{\bf{x}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{x}} \le {\bf{2}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

Suppose that the concentrationsXandYof the chemicalin two separate batches of the drug are independent randomvariables for each of which the p.d.f. isg. Determine

(a) the joint p.d.f.of X andY;

(b) Pr(X=Y);

(c) Pr(X >Y );

(d) Pr(X+Y≤1).

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