Joint Probability Density Function

In summary: Try to make your integration as accurate as possible.In summary, the joint probability density function of X and Y is given by f(x, y) = c( x3 + xy/4 ). Using this value of c, compute the density function of Y . Finally, try to find the value of c that equates the density of X to the density of Y .
  • #1
twoski
181
2

Homework Statement



The joint probability density function of X and Y is given by
f(x, y) = c( x3 + xy/4 )

0 < x < 1
0 < y < 2

(a) For what value of c is this a joint density function?
(b) Using this value of c, compute the density function of Y .
(c) Using this value of c, nd PfX > Y g.

The Attempt at a Solution



I'm looking through my notes and i can't find anything that helps me solve A... :(
 
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  • #2
The double integral, over the region, of the density function must be 1.
 
  • #3
So the idea is, if i do a double integral on this function i should end up with c * some value, and i need to find a value for c such that c * some value = 1?
 
  • #4
twoski said:
So the idea is, if i do a double integral on this function i should end up with c * some value, and i need to find a value for c such that c * some value = 1?

Try it yourself to see!
 
  • #5
So i did it and i ended up with 3/4 * c... So the idea now is that i want C to equal 1?

And how would i start computing the density function of Y?
 
Last edited:
  • #6
twoski said:
So i did it and i ended up with 3/4 * c... So the idea now is that i want C to equal 1?

And how would i start computing the density function of Y?

Do you not understand that you want the double integral = 1? That means that you need to equate your result to 1.

As to the density of Y: it will just be the *marginal* density of Y. The meaning of this was already dealt with in another thread.
 
  • #7
Okay I've managed to figure out everything except for the last question. I have formulas for P( X ≤ x ) but it's asking me to find P( X < Y ).
 
  • #8
twoski said:
Okay I've managed to figure out everything except for the last question. I have formulas for P( X ≤ x ) but it's asking me to find P( X < Y ).

Draw a picture of that region inside your given domain and integrate the joint density over it.
 

What is a Joint Probability Density Function?

A Joint Probability Density Function (JPDF) is a mathematical function that describes the probability of two or more random variables occurring simultaneously. It is used to model the relationship between multiple variables in a probability distribution.

How is the Joint Probability Density Function different from the Probability Density Function?

The Joint Probability Density Function differs from the Probability Density Function in that it describes the probability of multiple variables occurring together, while the Probability Density Function describes the probability of a single variable occurring.

What does the shape of a Joint Probability Density Function tell us?

The shape of a Joint Probability Density Function gives us information about the relationship between the variables. For example, if the function is symmetric, it indicates a strong correlation between the variables. If the function is skewed, it indicates a weaker correlation.

How is the Joint Probability Density Function used in statistics?

The Joint Probability Density Function is used in statistics to analyze and model the relationship between multiple variables. It is often used in regression analysis, hypothesis testing, and other statistical techniques to understand the probability of certain events occurring.

What is the difference between a Joint Probability Density Function and a Joint Cumulative Density Function?

A Joint Probability Density Function gives the probability of multiple variables occurring together, while a Joint Cumulative Density Function gives the probability of the variables falling below a certain value. In other words, the JPDF is a function of multiple variables, while the JCDF is a function of a single variable.

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