Joint Probability FunctionStatistical Independence

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Homework Help Overview

The discussion revolves around the concept of joint probability functions and statistical independence, specifically examining the relationship between two random variables, X and Y, through their joint probability density function.

Discussion Character

  • Exploratory, Assumption checking

Approaches and Questions Raised

  • The original poster attempts to verify statistical independence by calculating the marginal functions g(x) and h(y) from the joint probability function. They express confusion regarding the upper limit of the integral for h(y) and question the validity of their approach compared to the textbook solution.

Discussion Status

Participants are actively engaging with the problem, with one suggesting that sketching the region of integration clarifies the limits for the integrals. This has led to a productive exchange of ideas, though no consensus has been reached on the correct interpretation of the problem.

Contextual Notes

The original poster notes a discrepancy between their calculations and the textbook's solution, indicating potential misunderstandings about the integration limits and the definition of independence. The discussion highlights the importance of visualizing the problem to aid understanding.

Saladsamurai
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Homework Statement


Picture1-45.png



Homework Equations



If X and Y are statistically independent, then f(x,y) = g(x)h(y) where
g(x) = \int f(x,y) dy
h(y) = \int f(x,y) dx



The Attempt at a Solution



(a)
g(x) = \int f(x,y) dy = \int_{y=0}^{1-x} 6x\, dy
\Rightarrow g(x)=6x(1-x)

and

h(y) = \int f(x,y) dx = \int_{x=0}^{1} 6x \,dx
\Rightarrow h(y)=3

Thus h(y)g(x) \ne f(x,y) and thus X and Y are NOT statistically independent.

Now before I move onto (b) look at the solution that the text gives.

Picture2-26.png


I have no idea what is going on in the upper bound for the h(y) integral? They also went a different route with the solution, but I think that my way should work since it is a definition of independence. But clearly our h(y) functions should be the same. What am I missing?

Thanks,
Casey
 
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If you sketch the region over which f(x,y)=6x, you'll see it's a triangle with vertices at (0,0), (0,1), and (1,0). From the sketch, you can see that for a given value of y, f(x,y)=6x only for values of x between 0 and 1-y; therefore, the upper limit of the integral should be 1-y, not 1.
 
Excellent! I should have sketched it. Thanks Vela. :smile:
 
Saladsamurai said:
Excellent! I should have sketched it.
I can't think of any situations where this isn't good to do.
 

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