Joint Probability Density Function

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SUMMARY

The discussion centers on solving a probability problem involving the joint probability density function (PDF) of two random variables, X and Y, defined as fXY(x,y) = k*e^(-lambda * x) for the region 0 < y < x < infinity. The user seeks to find P(X + 2*Y <= 3) and initially considers Y = 0 to simplify the problem to P(X <= 3). However, the correct approach involves drawing the region defined by X + 2Y < 3 and integrating the PDF over that triangular area. The constant k is determined to be lambda^2.

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Hashmeer
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Homework Statement


X and Y are random variables with the joint density:

fXY(x,y) = k*e^(-lambda * x) if 0 < y < x < infinity
= 0, otherwise

Find P(X + 2*Y <= 3)

Homework Equations



I found k = lambda^2



The Attempt at a Solution


I'm not sure exactly how to solve this, but here are the ideas that I was starting to work off of:

1) Y = 0 since there is no function for y and you cannot solve for it in the original equation as it does not appear there.
2) If the above is true then the problem simplifies to P(X<= 3) which is a fairly simple thing to solve for.

I'm not sure if these are correct and have no way of checking my work, so I was hoping someone could confirm my thoughts or point me in the right direction.

Thanks!
 
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Draw the region represented X+2Y < 3 and then integrate your pdf on that region. The region is some sort of triangle.
 
Ah, right. Thanks for the help, that was pretty dumb...
 

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