Computing joint cumulative distribution function

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SUMMARY

The discussion focuses on computing the joint cumulative distribution function (CDF) for a random variable \(X\) that follows an exponential distribution with parameter \(\lambda\) and a derived variable \(Y = X^3\). The joint CDF is expressed as \(F(x,y) = P(X \leq x, Y \leq y) = P(X \leq x, X^3 \leq y) = P(X \leq \min(x, y^{1/3})\). The probability density functions (PDFs) for \(X\) and \(Y\) are provided as \(f_X(x) = \lambda e^{-\lambda x}\) for \(x \geq 0\) and \(f_Y(y) = \frac{\lambda}{3} y^{-2/3} e^{-\lambda y^{1/3}}\) for \(y \geq 0\).

PREREQUISITES
  • Understanding of exponential distributions, specifically with parameter \(\lambda\).
  • Knowledge of cumulative distribution functions (CDF) and joint distributions.
  • Familiarity with probability density functions (PDF) and their derivation.
  • Basic calculus for manipulating inequalities and limits in probability.
NEXT STEPS
  • Study the derivation of joint distributions for transformed random variables.
  • Learn about the properties of exponential distributions and their applications in statistics.
  • Explore the concept of change of variables in probability distributions.
  • Investigate the use of moment-generating functions in deriving joint distributions.
USEFUL FOR

Statisticians, data scientists, and mathematicians working with probability theory, particularly those interested in joint distributions and transformations of random variables.

vincentvance
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With X having the exponential $(\lambda)$ distribution and $Y = X^3$, how do I compute the joint cumulative distribution function?

Here is how far I've come:

$F(x,y) = P(X ≤ x, Y ≤ y) = P(X ≤ x, x^3 ≤ y) = P(X ≤ x, X ≤ y^{1/3}) = P(X ≤ min(x, y^{1/3})$,

$f_x(x) = \lambda e^{-\lambda x}$$ for $ x ≥ 0, 0 otherwise,

$f_y(y) = \lambda /3 y^{-2/3}e^{-\lambda y^{1/3}}$$ for $ y ≥ 0, 0 otherwise.

Now I have no idea how to continue...
 
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Hi,

What you've done so far is correct:
vincentvance said:
$F(x,y) = P(X ≤ x, Y ≤ y) = P(X ≤ x, X^3 ≤ y) = P(X ≤ x, X ≤ y^{1/3}) = P(X ≤ \min(x, y^{1/3}))$,

We know that $X$ has an exponential distribution with parameter $\lambda$, hence the joint distribution is ...
 

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