Solve p = P(2X <= Y^2) using double integral

In summary, P(2x \le y^2) means that for all x and y within the given bounds, the probability of x falling within the range 2x-y^2 and y falling within the range y^2-2x is equal.
  • #1
Addez123
199
21
Homework Statement
p = P(2X <= Y^2) where,
X = Y =
F(x) = 1 - 1/x^3, x >= 1
F(x) = 0, x < 1

Calculate p using a double intergral.
Relevant Equations
Pareto distribution
Background information
Earlier they've shown that some double integrals can be simulated if it contains pdfs.
Ex: $$\int \int cos(xy)e^{-x-y^2} dx dy$$
Can be solved by setting:
Exponential distribution
$$f(x) = e^{-x}, Exp(1)$$
Normal distribution
$$f(y) = e^{-y^2}, N(0, 1/\sqrt 2)$$By knowing this we can simulate a lot of $$N(0, 1/\sqrt 2)$$ and Exp(1) values, and put them into $$cos(xy)$$ then take the mean value of all those products to get the mean, aka. the most probable answer.

Problem
In this exercise I'm suppose to solve the probability using double integrals and I have no clue where to start.
I can integrate both X and Y but what's the point?
Am I suppose to solve
$$ \int _1^\infty \int _1^\infty 2X - Y^2 dx dy$$

That's not going to give me a value between 0 and 1.
This is where I'm stuck.
 
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  • #2
Addez123 said:
Homework Statement:: p = P(2X <= Y^2) where,
X = Y =
F(x) = 1 - 1/x^3, x >= 1
F(x) = 0, x < 1

Calculate p using a double intergral.

I could not understand what it means. Could you write down the formula you are struggling with?
 
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  • #3
X and Y both use the same cdf, which is F(x)
The cdf F(x) is 1 - 1/x^3 when x >= 1 and 0 otherwise.

My struggle is how am I suppose to write the double integral that solves the probability p.
 
  • #4
Thanks. Though I am not accustomed to Pareto distribution, how about
[tex]\int_1^\infty \frac{3}{x^4}dx \int_1^\infty \frac{3}{y^4}dy\ \theta(y^2-2x)[/tex]
[tex]=\int_1^\infty \frac{3}{x^4}dx \int_{\sqrt{2x}}^\infty \frac{3}{y^4}dy\ [/tex]
where ##\theta(t)=1## for t>0, 0 for t<0.
 
  • #5
Do you understand that a reader can not even come to a problem description on the basis of what you post in #1 ?

Yet you bring in 'backgound information' that may or may not be useful once the problem statement is completed.

Start with deriving the pdf for ##X## and ##Y##, then put into words what ##P(2x \le y^2) ## means.

The double integral should contain probability distributions, not the condition (that goes into the bounds) !

##\ ##
 

1. What is a double integral?

A double integral is a mathematical concept used to calculate the area under a 3D surface. It involves integrating a function over a two-dimensional region.

2. How is a double integral used in this problem?

In this problem, we are using a double integral to solve for the variable p in the equation p = P(2X <= Y^2). The double integral allows us to integrate over the two-dimensional region defined by the inequality 2X <= Y^2.

3. What is the difference between a single and double integral?

A single integral is used to calculate the area under a curve in one dimension, while a double integral is used to calculate the volume under a surface in two dimensions. Essentially, a single integral is a special case of a double integral.

4. How do you set up a double integral?

To set up a double integral, you first need to identify the limits of integration for both variables. These limits define the region over which you will integrate. Then, you need to determine the integrand, which is the function that you are integrating over the region. Finally, you need to choose an appropriate order of integration, either integrating with respect to one variable first and then the other, or integrating with respect to both variables simultaneously.

5. What is the significance of solving this equation using a double integral?

Solving this equation using a double integral allows us to find the exact value of p, rather than just an approximation. It also allows us to visualize the solution in terms of the two-dimensional region defined by the inequality. Additionally, using a double integral can provide insights into the relationship between the variables X and Y in the equation.

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