Calculating the marginal density function

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SUMMARY

The discussion focuses on calculating the marginal density function for the joint probability density function f(x,y) = 24xy, defined over the unit square where x and y are constrained between 0 and 1. The marginal density function f_X is derived by integrating f(x,y) with respect to y, resulting in f_X(x) = 24x. Participants are tasked with finding the expected values E[X] and E[Y] using the marginal density function.

PREREQUISITES
  • Understanding of joint probability density functions
  • Knowledge of marginal density functions
  • Familiarity with integration techniques
  • Basic concepts of expected value in probability theory
NEXT STEPS
  • Study the derivation of marginal density functions in multivariable calculus
  • Learn about expected value calculations for continuous random variables
  • Explore examples of joint distributions and their properties
  • Investigate the use of integration boundaries in probability density functions
USEFUL FOR

Students in statistics or probability courses, educators teaching probability theory, and anyone interested in understanding marginal density functions and expected value calculations.

stgermaine
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Homework Statement


Let f(x,y) = 24xy where x=[0,1], y=[0,1], x+y=[0,1]
Find E[X] and E[Y]


Homework Equations


E[X] = the integral from neg. infinity to positive infinity of x * f_X(x) dx where f_X is the marginal density function of X.

The Attempt at a Solution


f_X is found by integrating f(x,y) in terms of dy over the span of neg. infinity to positive infinity.

For the integral, I used the boundaries 0 and 1. Solution guides online suggest that the marginal density function f_X is equal to 24x.
 
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stgermaine said:

Homework Statement


Let f(x,y) = 24xy where x=[0,1], y=[0,1], x+y=[0,1]
Find E[X] and E[Y]


Homework Equations


E[X] = the integral from neg. infinity to positive infinity of x * f_X(x) dx where f_X is the marginal density function of X.

The Attempt at a Solution


f_X is found by integrating f(x,y) in terms of dy over the span of neg. infinity to positive infinity.

For the integral, I used the boundaries 0 and 1. Solution guides online suggest that the marginal density function f_X is equal to 24x.

So, what did YOU get for f_X(x)? Show all your work.

RGV
 

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