Expectation of a Joint Continuous rv

In summary, the expectation of a joint continuous random variable is the weighted average of all possible outcomes, calculated by taking the integral or sum of the product of each possible value and its corresponding probability. It is an important concept in probability and statistics, used to measure central tendency and make predictions. It can also be negative and takes into account the probabilities of multiple random variables, making it more complex to calculate compared to a single continuous random variable.
  • #1
hoddo
5
0
fx,y = 6(x-y)dydx, if 0<y<x<1

how do you find E(XY),
i know the formula...g(x,y)fxy(x,y)dydx

but i don't know what 'g(x,y)' represents and the limits to use??
 
Physics news on Phys.org
  • #2
The expectation of g(X,Y) is [tex]\mathbb{E}(g(X,Y)):= \int g(x,y)f(x,y)\mathrm{d}x\mathrm{d}y[/tex]

with the integral being taken over the whole of the probability space of X and Y.

So here, g(X,Y) is XY, and the limits are given to you: 0<y<x<1.
 

1. What is the expectation of a joint continuous random variable?

The expectation of a joint continuous random variable is the weighted average of all possible outcomes, where the weights are determined by the probability of each outcome occurring. It is also known as the mean or the average of the random variable.

2. How is the expectation of a joint continuous random variable calculated?

The expectation of a joint continuous random variable is calculated by taking the integral of the random variable multiplied by its probability density function, over the entire range of possible values for the random variable. This can also be represented as the sum of the product of each possible value and its corresponding probability.

3. What is the significance of the expectation of a joint continuous random variable?

The expectation of a joint continuous random variable is an important concept in probability and statistics. It provides a measure of the central tendency of the random variable and can be used to make predictions about future outcomes. It is also used in many statistical tests and models to analyze data.

4. Can the expectation of a joint continuous random variable be negative?

Yes, the expectation of a joint continuous random variable can be negative. This occurs when the probability of the random variable taking negative values is high, and the values themselves are relatively large. It is important to remember that the expectation is just a theoretical concept and does not necessarily reflect the actual values that will be observed.

5. How does the expectation of a joint continuous random variable differ from that of a single continuous random variable?

The expectation of a joint continuous random variable takes into account the probabilities of two or more random variables occurring together, while the expectation of a single continuous random variable only considers the probability of one variable. This makes the calculation of the expectation of a joint continuous random variable more complex, as it involves integrating over multiple variables.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
30
Views
2K
  • Set Theory, Logic, Probability, Statistics
2
Replies
43
Views
4K
  • Set Theory, Logic, Probability, Statistics
Replies
4
Views
2K
  • Set Theory, Logic, Probability, Statistics
Replies
7
Views
450
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
931
  • Set Theory, Logic, Probability, Statistics
Replies
5
Views
238
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
14
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
961
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
Back
Top