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Simple marginal distribution problem

 
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Jun4-07, 06:49 AM   #1
 

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
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Jun4-07, 10:55 AM   #2
 
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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
 
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

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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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Quote by ZioX View Post
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.
Actually, [itex]f(x,y)[/itex] is only non-zero on a certain domain, it's defined on the entire plane.
Jun4-07, 02:44 PM   #6
 
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.
Jun4-07, 04:26 PM   #7
 
Quote by NateTG View Post
Actually, [itex]f(x,y)[/itex] is only non-zero on a certain domain, it's defined on the entire plane.
Oh come on! Grant me some liberties. Although you're right, I probably shouldn't have used those words.
Jun5-07, 07:29 AM   #8
 
Ah of course! i did draw it, i just drew it wrong :P thanks guys
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