Expected value of joint distribution

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Homework Help Overview

The discussion revolves around finding the expected value of the sum of two random variables, X and Y, given their joint probability density function f_{X,Y}(x,y)=\lambda^2e^{-\lambda(x+y)} for non-negative values of x and y.

Discussion Character

  • Exploratory, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • Participants discuss the calculation of E[X+Y] by separating it into E[X] and E[Y]. There is an attempt to verify the calculations involved in integrating the joint distribution. Some participants express concern about the possibility of obtaining a negative expected value given the constraints on x and y.

Discussion Status

The conversation has progressed with participants identifying potential mistakes in their calculations. One participant has revised their approach and appears to have reached a more plausible result for E[X+Y]. There is acknowledgment of the need for careful evaluation of the integration steps.

Contextual Notes

Participants note the constraints of the problem, specifically that x and y must be non-negative, which raises questions about the validity of negative expected values in this context.

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}
 
Last edited:
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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}
 
Last edited:
Looks right now.
 
many thanks, by the way.
 

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