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Joint probability

  1. Jan 9, 2009 #1
    If

    f(x,y) = 4xy, for 0<x<1, 0<y<1
    f(x,y) = 0, elsewhere

    What's the probability that X<Y?

    It seems likely that the probability is 0.5, but how can I show it matematically?
     
  2. jcsd
  3. Jan 9, 2009 #2
    Hi Kasse,

    If f is the joint probability density function, then P(X<Y) is the double integral of f(x,y) over the region in the unit square given by y>x.
     
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