/*! 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} Q7E Question:聽Suppose that the join... [FREE SOLUTION] | 91影视

91影视

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

\(f\left( {x,y} \right) = \left\{ \begin{array}{l}2x{e^{ - y}}\;for\;0 \le x \le 1\;and\;0 < y < \infty \\0\;otherwise\end{array} \right.\)

AreXandYindependent?

Short Answer

Expert verified

Yes. X and Y are independent.

Step by step solution

01

Given information

There are two random variables, X and Y. The joint distribution of those two random variables is,

\(f\left( {x,y} \right) = \left\{ \begin{array}{l}2x{e^{ - y}}\;for\;0 \le x \le 1\;and\;0 < y < \infty \\0\;otherwise\end{array} \right.\)

02

Calculate the marginal p.d.f of X

The marginal probability distribution function of X is,

\(\begin{array}{c}f\left( x \right) = \int\limits_0^\infty {f\left( {x,y} \right)dy} \\ = \int_0^\infty {2x{e^{ - y}}dy} \\ = 2x\left( { - {e^{ - y}}} \right)_0^\infty \\ = 2x\left( {0 + 1} \right)\\ = 2x\end{array}\)

Therefore, the marginal p.d.f of X is \(f\left( x \right) = \left\{ \begin{array}{l}2x\;for\;0 \le x \le 1\\0\;otherwise\end{array} \right.\) .

03

Calculate the marginal p.d.f of Y

The marginal probability distribution function of Y is,

\(\begin{array}{c}f\left( y \right) = \int\limits_0^1 {f\left( {x,y} \right)dx} \\ = \int_0^1 {2x{e^{ - y}}dx} \\ = {e^{ - y}}\left( {{x^2}} \right)_0^1\\ = {e^{ - y}}\left( {1 - 0} \right)\\ = {e^{ - y}}\end{array}\)

Therefore, the marginal p.d.f of X is \(f\left( y \right) = \left\{ \begin{array}{l}{e^{ - y}}\;for\;0 \le x \le \infty \\0\;otherwise\end{array} \right.\) .

04

Check the independency

Hence there can be considered the marginal p.d.f as,

\(\begin{array}{c}f\left( {x,y} \right) = 2x{e^{ - y}}\\ = 2x \times {e^{ - y}}\\ = f\left( x \right) \times f\left( y \right)\end{array}\)

Therefore, there can be written the marginal p.d.f as the product of two individual marginal p.d.f of two random variable. So, X and Y are independent.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91影视!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Question:Suppose thatXandYhave a continuous joint distribution

for which the joint p.d.f. is defined as follows:

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{3}}}{{\bf{2}}}{{\bf{y}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{x}} \le {\bf{2}}\;{\bf{and}}\;{\bf{0}} \le {\bf{y}} \le {\bf{1}}\\{\bf{0}}\;\,{\bf{otherwise}}\end{array} \right.\)

a. Determine the marginal p.d.f.鈥檚 ofXandY.

b. AreXandYindependent?

c. Are the event{X<1}and the event\(\left\{ {{\bf{Y}} \ge \frac{{\bf{1}}}{{\bf{2}}}} \right\}\)independent?

Suppose that each of two gamblersAandBhas an initial fortune of 50 dollars and that there is a probabilitypthat gamblerAwill win on any single play of a game against gamblerB. Also, suppose either that one gambler can win one dollar from the other on each play of the game or that they can double the stakes and one can win two dollars from the other on each play of the game. Under which of these two conditions doesAhave the greater

probability of winning the initial fortune ofBbefore losing her own for each of the following conditions: (a)\(p < \frac{1}{2}\);

(b)\(p > \frac{1}{2}\); (c)\(p = \frac{1}{2}\)?

In Example 3.8.4, the p.d.f. of \({\bf{Y = }}{{\bf{X}}^{\bf{2}}}\) is much larger for values of y near 0 than for values of y near 1 despite the fact that the p.d.f. of X is flat. Give an intuitive reason why this occurs in this example.

The unique stationary distribution in Exercise 9 is \({\bf{v = }}\left( {{\bf{0,1,0,0}}} \right)\). This is an instance of the following general result: Suppose that a Markov chain has exactly one absorbing state. Suppose further that, for each non-absorbing state \({\bf{k}}\), there is \({\bf{n}}\) such that the probability is positive of moving from state \({\bf{k}}\) to the absorbing state in \({\bf{n}}\) steps. Then the unique stationary distribution has probability 1 in the absorbing state. Prove this result.

Question:A painting process consists of two stages. In the first stage, the paint is applied, and in the second stage, a protective coat is added. Let X be the time spent on the first stage, and let Y be the time spent on the second stage. The first stage involves an inspection. If the paint fails the inspection, one must wait three minutes and apply the paint again. After a second application, there is no further inspection. The joint pdf.of X and Y is

\(f\left( {x,y} \right) = \left\{ \begin{array}{l}\frac{1}{3}if\,1 < x < 3\,and\,0 < y < 1\\\frac{1}{6}if\,1 < x < 3\,and\,0 < y < 1\,\\0\,\,otherwise.\\\,\end{array} \right.\,\,\)

a. Sketch the region where f (x, y) > 0. Note that it is not exactly a rectangle.

b. Find the marginal p.d.f.鈥檚 of X and Y.

c. Show that X and Y are independent.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.