Find the Probability: P(X<1/2 | Y=1)

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Homework Help Overview

The problem involves finding the conditional probability P(X<1/2 | Y=1) for jointly continuous random variables X and Y, defined by a specific joint density function. The context includes understanding marginal and conditional densities based on the given joint density.

Discussion Character

  • Conceptual clarification, Assumption checking

Approaches and Questions Raised

  • Participants discuss the appropriate conditional density function to use for calculating P(X<1/2 | Y=1) and whether the two derived formulas for fX|Y(x|y) are interchangeable at y=1. Questions arise about the generality of this interchangeability and the conditions under which it holds.

Discussion Status

Participants are exploring the implications of the derived formulas for conditional density and questioning the consistency of these formulas at the boundary condition of y=1. Some guidance has been offered regarding the equivalence of the formulas at this specific point, but further inquiry into the general case remains open.

Contextual Notes

There is an emphasis on ensuring the correctness of the derived formulas from the joint density function, and participants are considering the implications of their assumptions regarding the continuity and behavior of the random variables involved.

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Homework Statement


Suppose X and Y are jointly continuous random variables with joint density function
f(x,y)=6x2y, 0<x<y, x+y<2
f(x,y)=0, otherwise
Find P(X<1/2 | Y=1).


Homework Equations


The Attempt at a Solution


By definition,
P(X<1/2 | Y=1)
1/2
=∫ fX|Y(x|y=1) dx
-∞

My computations:
Marginal density of Y:
fY(y)=2y^4, 0<y<1
fY(y)=2y(2-y)^3, 1<y<2


Condition density of X given Y=y:
Case 1: For given/fixed 0<y<1,
fX|Y(x|y)=3x^2 / y^3, 0<x<y

Case 2: For given/fixed 1<y<2,
fX|Y(x|y)=3x^2 / (2-y)^3, 0<x<2-y

I hope these are correct. Now P(X<1/2 | Y=1) is the troublesome case because we are given Y=1, which formula for fX|Y(x|y) should I use?


Thanks for any help!
 
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Your two formulas are the same at y=1, so it doesn't matter which one you use!
 
OK, but in general will they always be the same? What should we do in such a case in general?
 
If correctly derived from a given joint density function, yes, they must be the same.
 
um...Any proof about it?
 

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