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Simple marginal distribution problem |
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| Jun4-07, 06:49 AM | #1 |
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Simple marginal distribution problem
Hey guys,
Doin revision for my maths exam and i came across this question from a past exam: 1. The problem statement, all variables and given/known data Find fx(x,y) of [tex]f(x,y) = \frac{(1+4xy)}{2} for 0 \leq x, y \leq 1[/tex] and zero otherwise 2. Relevant equations Now this should equal[tex] \int \frac{(1+4xy)}{2} dy [/tex]over all y but that leads to infinities ( as y goes from minus infinity to 1)which obviously we can't have. Im sure im missing something simple and stupid i just need someone to point ito out :) Cheers -G NOTE: Sorry this latex is stuffing up, tryin to fix it |
| Jun4-07, 10:55 AM | #2 |
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Recognitions:
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You might want to split the integral into a couple of pieces. Remeber:
[tex]f(x,y) \neq \frac{1+4xy}{2}[/tex] |
| Jun4-07, 12:46 PM | #3 |
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I think what Nate is trying to say is that f(x,y) is only defined on a certain domain. Since f(x,y) is a pdf, y cannot be arbitrarily negative as this would make f(x,y) negative. Remember, the integral of f(x,y) over the domain must be 1.
Try to make sense of your domains. Draw them. X and Y can sometimes be dependant on each other...which can make things complicated. |
| Jun4-07, 12:53 PM | #4 |
Recognitions:
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Simple marginal distribution problem
Doesn't this expression,
[tex]0 \leq x, y \leq 1[/tex] mean x and y are both in [0,1]? If y runs to minus infinity the question doesn't make much sense. |
| Jun4-07, 02:40 PM | #5 |
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Recognitions:
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| Jun4-07, 02:44 PM | #6 |
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A good thing to do, is first draw your "support". Sketch where the function is non-zero. This allows you to easily setup the bounds on the integral.
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| Jun4-07, 04:26 PM | #7 |
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| Jun5-07, 07:29 AM | #8 |
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Ah of course! i did draw it, i just drew it wrong :P thanks guys
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