Conditional Prob -cont random variable

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Discussion Overview

The discussion revolves around conditional probability involving continuous random variables, specifically focusing on determining limits of integration and calculating probabilities based on a given joint probability density function. Participants are examining specific problems related to these concepts.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents a joint probability density function and seeks help with limits and calculations for conditional probabilities.
  • Another participant suggests that visualizing the problem as a triangle simplifies the limits, indicating that the first problem can be viewed as a ratio of areas and the second as a ratio of line segments.
  • A participant expresses confusion about which areas and segments to consider and provides their own calculations, questioning the correctness of their answers.
  • One participant confirms the first probability calculation but corrects the upper limit for the second problem, suggesting it should be 3/4 instead of the previously stated value.
  • Another participant reiterates the correct formulation for the first probability, emphasizing the ratio of areas involved.

Areas of Agreement / Disagreement

Participants generally agree on the need to visualize the problem for clarity, but there are discrepancies regarding the limits of integration and the correctness of the probability calculations. The discussion remains unresolved as participants provide differing interpretations and calculations.

Contextual Notes

There are unresolved questions regarding the correct limits of integration and the interpretation of the joint probability density function in the context of the problems posed. Participants have not reached a consensus on the correct approach to the second problem.

steven187
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hello all

I have been workin on some problems involving conditional probability and continuous random variables and the thing is i don't know if i get the limits correct, anyway here is the problem, check it out, any suggestions would be helpful

[tex]f(y_1,y_2) =\left\{\begin{array}{cc}2,&\mbox{ if }<br /> 0\le y_1\le 1, 0\le y_2\le 1, y_1+y_2\le 1\\0, & \mbox{elsewhere}\end{array}\right[/tex]


what i want to find was
[tex]P(Y_1\ge \frac{1}{2}|Y_2\le \frac{1}{4})[/tex]
[tex]=\frac{\int_{0}^{\frac{1}{4}} \int_{\frac{1}{2}}^{1-y_2} 2 dy_1 dy_2}{\int_{0}^{\frac{1}{4}} \int_{0}^{1-y_2} 2 dy_1 dy_2}=\frac{3}{7}[/tex]

also I wanted to find

[tex]P(Y_1\ge \frac{1}{2}|Y_2=\frac{1}{4})[/tex]
[tex]=\frac{\int_{\frac{1}{2}}^{\frac{3}{4}} 2 dy_1}{\int_{0}^{1} 2 dy_1}=\frac{1}{4}[/tex]
about the 3/4 that is where the intersection occurs

now have i got my limits correct? how do i know if i have the limits correct? are my answers corrrect?

steven
 
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If you draw the triangle then the limits are simple. Your first problem becomes a ratio of areas and the second problem becomes a ratio of line segments. You will need to change the upper limit of the denominator of the second problem.
 
hello there

thanxs for that its an interesting way of looking at it, but I didnt get which areas and which segments should be put into ratio, so i have provided a diagram of my triangle, please point out which areas and segments are you referring to. from my understanding

[tex]P(Y_1\ge \frac{1}{2}|Y_2\le \frac{1}{4})[/tex]

[tex]=\frac{D}{A+B+C+D}=\frac{3}{16}[/tex]

[tex]P(Y_1\ge \frac{1}{2}|Y_2=\frac{1}{4})[/tex]

[tex]=\frac{ys}{xs}=1/3[/tex]

is this what you mean?

so was my answer for the first problem correct?
and how do i determine my limits for the second problem?

steven
 

Attachments

Yes, except P(Y1>=0.5| Y2<=0.25)= D/(D+B)=3/7. The upper limit of integration in the denominator of your 2nd problem should be 3/4. xs=3/4 and ys=1/4 and
P(Y1>=0.5|Y2=0.25)=(2*ys)/(2*xs)=1/3. Nice diagram.
 
Actually P(Y1>=0.5| Y2<=0.25)= (2*D)/(2*(D+B))=3/7.
 

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