Is the Marginal CDF of X Correctly Defined with Two Random Variables?

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    Marginal Probability
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Discussion Overview

The discussion revolves around the definition of the marginal cumulative distribution function (CDF) of a random variable X in the context of two random variables, X and Y. Participants explore the mathematical expressions for the marginal CDF and the conditions under which these expressions hold true.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant proposes a formula for the marginal CDF of X as F(x)=\int^{F(x|y)}_{-\infty}f(y)dy and questions its correctness.
  • Another participant states that the density function for X can be expressed as \int_{-\infty}^{\infty}f(x|y)f(y)dy.
  • A participant expresses uncertainty about the correctness of the marginal expression and seeks clarification on the conditions required to derive F(x) in that manner.
  • Another participant suggests an alternative expression for the marginal CDF as F(x)=\int_{-\infty}^{\infty}F(x|y)f(y)dy, questioning the original integral presented.
  • One participant outright states that the initial proposal is incorrect and expresses skepticism about the existence of any distribution for which it would be correct.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the correctness of the proposed marginal CDF expressions. Multiple competing views and expressions are presented, and the discussion remains unresolved.

Contextual Notes

There are limitations regarding the assumptions made about the random variables and the conditions under which the proposed formulas might hold. The discussion does not clarify these assumptions or the scope of the distributions considered.

zli034
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If there are X and Y two random variables. The pdf of Y is f(y), and conditional pdf of X is f(x|y). I want to find the marginal CDF of X, the F(x). Is this correct?
F(x)=\int^{F(x|y)}_{-\infty}f(y)dy

\dfrac{d}{dx}\int^{F(x|y)}_{-\infty}f(y)dy=\int^{\infty}_{-\infty}f(x|y)f(y)dy=f(x)?
 
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The density function for x is \int_{-\infty}^{\infty}f(x|y)f(y)dy.
 
Yes, I know your logic. But I found the marginal expression today. I put it here. I want to know is it correct, or under what condition I can get F(x) that way?
 
zli034 said:
Yes, I know your logic. But I found the marginal expression today. I put it here. I want to know is it correct, or under what condition I can get F(x) that way?
It is not obvious. F(x)=\int_{-\infty}^{\infty}F(x|y)f(y)dy. I don't see how you got your integral.
 
zli034 said:
Is this correct?

No. And I don't see any distribution for which it is correct.
 

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