Finding Marginal Pdf's for a Joint PDF

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SUMMARY

The discussion focuses on finding the marginal probability density functions (pdfs) for a joint pdf defined as fX,Y(x, y) = k(x - y) for the region 0 < y < x < 1. The value of k is determined to be -6, which raises concerns about the validity of the pdf since it cannot be negative. The marginal density function for X is calculated as fX(x) = 3x², while the marginal density function for Y, fY(y), remains unresolved, with suggestions to reverse the order of integration to find it.

PREREQUISITES
  • Understanding of joint probability density functions
  • Knowledge of marginal density functions
  • Familiarity with integration techniques in probability
  • Basic concepts of probability theory
NEXT STEPS
  • Calculate the marginal density function of Y, fY(y), using integration
  • Review the properties of probability density functions to ensure non-negativity
  • Explore the method of changing the order of integration in double integrals
  • Study the implications of negative constants in probability density functions
USEFUL FOR

Students and professionals in statistics, mathematicians, and anyone studying probability theory who need to understand joint and marginal distributions.

hoddo
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Joint PDF --> Marginal Pdf's

Homework Statement



Suppose that the random vector (X, Y ) has the probability density function
(pdf)
fX,Y (x, y) = k(x − y), if 0 < y < x < 1
0, otherwise.
1. Find the value of k, so that fX,Y (x, y) is a genuine pdf.
2. Find the marginal density function of Y , fY (y) and of X, fX(x).


Homework Equations





The Attempt at a Solution


1. k = -6 (using 0<y<x, 0<x<1)
2. fY(y) ?
fX(x) = 3x^2

...having trouble finding fY(y) that eventuates at a true pdf?
 
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hoddo said:
k = -6
How can it be negative? That would make f(x,y) negative.
hoddo said:
having trouble finding fY(y)
Just reverse the order of integration.
 

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