Expected value of joint distribution

mrkb80
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Homework Statement


Suppose that f_{X,Y}(x,y)=\lambda^2e^{-\lambda(x+y)},0\le x,0\le y
find E[X+Y]

Homework Equations


The Attempt at a Solution



I just want to double check I didn't make a mistake:
E[X+Y]=E[X]+E[Y]=\int_0^{\infty} x{\lambda} e^{-\lambda x} dx + \int_0^{\infty} y{\lambda} e^{-\lambda y} dy = -2 - \dfrac{2}{\lambda}
 
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mrkb80 said:

Homework Statement


Suppose that f_{X,Y}(x,y)=\lambda^2e^{-\lambda(x+y)},0\le x,0\le y
find E[X+Y]


Homework Equations





The Attempt at a Solution



Pretty sure I have this one right, I just want to double check I didn't make a calculation mistake:
E[X+Y]=E[X]+E[Y]=\int_0^{\infty} x{\lambda} e^{-\lambda x} dx + \int_0^{\infty} y{\lambda} e^{-\lambda y} dy = -2 - \dfrac{2}{\lambda}
Since 0\le x,0\le y, it's hard to think that the expected value could be negative. Try writing out your last step in detail.
 
good point. I think I see my mistake(s):E[X] + E[Y]=\int_0^{\infty} x \lambda e^{-\lambda x} dx + \int_0^{\infty} y \lambda e^{-\lambda y} dy = - x \dfrac{1}{\lambda} e^{-\lambda x} |_0^{\infty} - \int_0^{\infty} e^{- \lambda x } dx - y \dfrac{1}{\lambda} e^{-\lambda y} |_0^{\infty} - \int_0^{\infty} e^{- \lambda y } dy =\dfrac{1}{\lambda} + \dfrac{1}{\lambda} = \dfrac{2}{\lambda}
 
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Looks right now.
 
many thanks, by the way.
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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