Finding a conditional probability from joint p.d.f

  • #1
Hamiltonian
296
190
Homework Statement
If the following joint p.d.f. can be considered for the random variables X, Y, and Z:
$$f(x,y,z) = \begin{cases} 2 & for & 0<x<y<1\ \&\ 0<z<1 \\ 0 & otherwise\end{cases}$$

Evaluate ##\mathbb{P}(2X > Y |1 < 4Z < 3).##
Relevant Equations
$$f_{X|Y}(x|y) = \frac{f_{X,Y}(x,y)} {f_{Y}(y)}$$
using the equation mentioned under Relevant Equations I can get, $$\mathbb{P}(2X > Y |1 < 4Z < 3) = \frac{\mathbb{P}(2X>Y, 1<4z<3)}{\mathbb{P}(1<4z<3)}$$ I can find the denominator by finding the marginal probability distribution, ##f_{Z}(z)## and then integrating that with bounds 0 to 1. But I am a little confused as to the limits of integration I need to use to find ##f_{Z}(z)## and then there's still the question of what I need to do to find the numerator.
$$f_{Z}(z) = \int_{?}^{?}\int_{?}^{?} f(x,y,z) dx dy$$

Additionally, I wonder if this approach is completely flawed and whether there is a better way to approach this problem.
 
Physics news on Phys.org
  • #2
The approach is not flawed, but there is an easier way.
Are X and Y independent of Z?
If so how can we simplify the target expression ##\mathbb{P}(2X > Y |1 < 4Z < 3)##?

Regarding limits for integration, the starting point is ##-\infty## to ##+\infty##. But usually you can narrow that down by identifying the region over which the integrand is nonzero. If the region is rectangular, with sides aligned with coordinate axes, your limits will be simple constants. Otherwise your limits for the inner integral will depend on the values of the integration variable of the outer integral
 
  • #3
andrewkirk said:
The approach is not flawed, but there is an easier way.
Are X and Y independent of Z?
If so how can we simplify the target expression ##\mathbb{P}(2X > Y |1 < 4Z < 3)##?
X and Y are independent of Z but are dependent on each other. So is ##\mathbb{P}(2X > Y |1 < 4Z < 3) = \mathbb{P}(2X>Y)##
 
  • #5
Verify the equality ##f_{X,Y}(x,y)f_Z(z) = f(x,y,z)## to determine independence of ##(X,Y)## and ##Z## if necessary.
 

1. How do you find the conditional probability from a joint probability density function?

To find the conditional probability from a joint probability density function, you need to use the formula for conditional probability. This formula states that the conditional probability of event A given event B is equal to the joint probability of events A and B divided by the probability of event B. Mathematically, this can be represented as P(A|B) = P(A and B) / P(B).

2. What is a joint probability density function?

A joint probability density function is a function that describes the probability of two or more events occurring simultaneously. It assigns a probability density to each possible combination of outcomes for the events in question. In the context of conditional probability, the joint probability density function describes the likelihood of two events occurring together.

3. Can you provide an example of finding a conditional probability from a joint p.d.f?

Sure! Let's say we have a joint probability density function f(x, y) = 2x + y, where x ranges from 0 to 1 and y ranges from 0 to 2. To find the conditional probability of x given y=1, we would calculate P(x|y=1) = f(x, 1) / f(y=1). Plugging in the values, we would have P(x|y=1) = (2x + 1) / 3.

4. What is the significance of finding conditional probabilities from joint p.d.f?

Finding conditional probabilities from joint probability density functions is important in various fields such as statistics, machine learning, and engineering. It allows us to understand the relationship between two events and make informed decisions based on this information. By calculating conditional probabilities, we can predict the likelihood of an event given that another event has already occurred.

5. Are there any assumptions to consider when finding conditional probabilities from joint p.d.f?

When finding conditional probabilities from joint probability density functions, it is important to assume that the events are independent or at least have a known relationship. Additionally, the joint probability density function should be well-defined and integrable over the given range of values for the variables involved. These assumptions help ensure the accuracy and validity of the calculated conditional probabilities.

Similar threads

  • Precalculus Mathematics Homework Help
Replies
2
Views
949
  • Precalculus Mathematics Homework Help
Replies
5
Views
870
  • Precalculus Mathematics Homework Help
Replies
5
Views
818
  • Precalculus Mathematics Homework Help
Replies
12
Views
2K
  • Precalculus Mathematics Homework Help
Replies
12
Views
2K
  • Calculus and Beyond Homework Help
Replies
19
Views
962
  • Precalculus Mathematics Homework Help
Replies
7
Views
2K
  • Precalculus Mathematics Homework Help
Replies
14
Views
2K
  • Precalculus Mathematics Homework Help
Replies
10
Views
939
  • Precalculus Mathematics Homework Help
Replies
4
Views
1K
Back
Top