Determine Joint Density & E[z] of f_xy(x,y) Function

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Homework Help Overview

The discussion revolves around determining the joint density function and the expected value E[z] for a given function f_xy(x,y) defined in a specific region. The problem involves transformations and integration within the context of joint probability distributions.

Discussion Character

  • Exploratory, Mathematical reasoning, Problem interpretation, Assumption checking

Approaches and Questions Raised

  • Participants discuss the transformation of variables and the implications for the joint density function. There are attempts to clarify the bounds of integration and the correctness of the derived joint distribution. Questions arise regarding the integration process and whether the joint density integrates to 1.

Discussion Status

The discussion is ongoing, with participants exploring different interpretations of the bounds and the integration process. Some guidance has been offered regarding the integration of the joint pdf, but there is no explicit consensus on the correctness of the current approach.

Contextual Notes

Participants are working under the constraints of the specified bounds for x and y, and there is a focus on ensuring that the joint density function is valid. There are indications of confusion regarding the transformation process and the resulting bounds for z and w.

cutesteph
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Homework Statement



f_xy(x,y)= 24xy for o<x<1 and 0<y<1-x

let z=[1-x]/y and w=y

determine joint density of wz
and E(z)

Homework Equations





The Attempt at a Solution


E[z] = Integral [0,1] integral [0,1-x] 24xy*(1-x)/y dydx = 2

The joint distribution doing a transformation to x=1-zy and y =w so x = 1-wz

Jacobian = -w

so f_wz (wz) = 24(1-zw)w *|-w| = 24 (1-zw)w^2 the new bounds are 0<1-zw<1 => 1>zw>0 and 0<w<1-(1-zw) => 0<w<wz

the bounds are 0<w<1 and o<z<1 but the density is not equaling 1 so I am doing something wrong.
 
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I don't understand how you got from:
cutesteph said:
the new bounds are 0<1-zw<1 => 1>zw>0 and 0<w<1-(1-zw) => 0<w<wz
which is right, to
the bounds are 0<w<1 and o<z<1
 
So we have 1>zw>0 and zw>w>0

So 1>zw>w>0 => 1/w > z > 1 and it seems 1>w>0 but the integration does not work.
 
cutesteph said:
So we have 1>zw>0 and zw>w>0

So 1>zw>w>0 => 1/w > z > 1 and it seems 1>w>0 but the integration does not work.
Your expression for joint pdf integrates to 1 for me. Please show your working,
 

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