Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: Joint probability density function problem

  1. Jan 14, 2009 #1
    Suppose that h is the probability density function of a continuous random variable.
    Let the joint probability density function of X, Y, and Z be
    f(x,y,z) = h(x)h(y)h(z) , x,y,zER

    Prove that P(X<Y<Z)=1/6

    I don't know how to do this at all. This is suppose to be review since this is a continuation course, but I didn't take the previous course

    Any help would be greatly appreciated
  2. jcsd
  3. Jan 14, 2009 #2
    For each permutation [itex]\sigma\in S_n[/itex] you can define a following subset of [itex]\mathbb{R}^n[/itex].

    X_{\sigma} := \{x\in\mathbb{R}^n\;|\; x_{\sigma(1)} \leq x_{\sigma(2)} \leq \cdots \leq x_{\sigma(n)}\}

    Some relevant questions: Are these subsets (with different [itex]\sigma[/itex]) mostly/essentially disjoint? In what sense they are the same shape? How many of these subsets are there? What is the union [tex]\bigcup_{\sigma\in S_n} X_{\sigma}[/tex]? If a function [itex]f:\mathbb{R}^n\to\mathbb{R}[/itex] is invariant under a swapping of parameters like this

    f(x_1,\ldots, x_n) = f(x_1,\ldots, x_{i-1},x_j, x_{i+1},\ldots x_{j-1}, x_i, x_{j+1},\ldots, x_n),

    what information does the restriction of [tex]f|_{X_{\sigma}}[/tex] contain?

    This is all related to your problem.
    Last edited: Jan 14, 2009
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook