How can I integrate the density function g(x,y) over positive reals in R^2?

In summary, the conversation discusses a problem with showing that g(x,y) is a density on R^2, and the solution is suggested to convert to polar coordinates. The original poster thanks the person for the suggestion and confirms it worked.
  • #1
jam_33
3
0

Homework Statement



f(x) is a density on R+ so f(x) < 0 if x < 0. Define g_(X,Y)(x,y) = f(x+y)/(x+y). Show g is a density on R^2.

Homework Equations



the first part is easy (showing that g is in fact >= 0. The part I am struggling with is the double integral of the g(x,y) over the positive reals.

The Attempt at a Solution



I have tried substitution as well as by parts but I always end up with something I can't integrate. Any suggestions on how to attach the problem?I'm guessing I need to give more information to get a response. I am struggling getting going on the actual problem...I believe the substition i used (u = x+y) is wrong as I get a very nasty integral. I am just looking for some advice on how to get going
 
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  • #2
Welcome to PF, jam_33.

I would try converting to polar coordinates.
 
  • #3
Billy Bob said:
Welcome to PF, jam_33.

I would try converting to polar coordinates.

Hello Billy Bob,

Thanks for the suggestion as it worked!

cheers,

jam_33
 

1. What is a density function?

A density function is a mathematical representation of the distribution of a continuous random variable. It shows the probability of a random variable falling within a certain range of values.

2. How do I calculate density function?

The calculation of a density function depends on the specific distribution of the random variable. Generally, it involves integrating the probability density function over a specified range of values.

3. What is the difference between a probability density function and a cumulative density function?

A probability density function (PDF) shows the probability of a random variable taking on a specific value, while a cumulative density function (CDF) shows the probability of a random variable being less than or equal to a specific value.

4. What is the significance of a density function in statistics?

Density functions are important in statistics because they allow us to model and analyze real-world data. They provide a mathematical framework for understanding the distribution and variability of data, which is crucial for making predictions and drawing conclusions.

5. Can you give an example of a commonly used density function?

The normal distribution, also known as the Gaussian distribution, is a commonly used density function in statistics. It is often used to model continuous data in fields such as psychology, economics, and physics.

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