Marginal densities of a Probability

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SUMMARY

The joint probability density function for random variables Y1 and Y2 is defined as f(y1,y2) = 8y1y2² for the range 0 ≤ y1 ≤ 1, 0 ≤ y2 ≤ 1, and y1² ≤ y2. The marginal densities are calculated using the integrals f1(y1) = ∫ f(y1,y2) dy2 and f2(y2) = ∫ f(y1,y2) dy1. The correct limits of integration for these calculations are from 0 to 1. The expected values E(Y1) and E(Y2) must also be computed with these limits to ensure whole number results.

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  • Concept of expected values in probability theory
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RET80
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Homework Statement


Y1 and Y2 have a joint probability density function given by:
f(y1,y2) = {8y1y22, 0<=y1<=1, 0<=y2<=1, y12<=y2
0, Elsewhere

Homework Equations


f1(y1) =ʃ f(y1,y2) dy2
f2(y2) =ʃ f(y1,y2) dy1

For E(Y) (later, discussed in part 3):
E(Y1) = ʃ y1f(y1,y2) dy1
E(Y2) = ʃ y1f(y1,y2) dy2

All integrals are set to -infinity to +infinity, which are then adjusted to the boundaries of the density function

The Attempt at a Solution


I attempted both marginal functions and set the limits of integration as follows:
for f1(y1), limits of integration were: y1 to 1
for f2(y2), limits of integration were: sqrt(y2) to 0

With those limits of integration set up, I then solved for both separately and received the answers:
f1(y1) = 8/3y1 - 8/3y17
f2(y2) = 4y23

Now my question is, are my limits of integration setup correctly for this kind of question/equation. I don't think they are because after this, I solve for E(Y1) and E(Y2) and if I'm not mistaken, those must be whole numbers and not numbers with variables and if I use the same limits of integration that I used here, it will not work (or it will and just look awful). Not too sure here.
 
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RET80 said:

Homework Statement


Y1 and Y2 have a joint probability density function given by:
f(y1,y2) = {8y1y22, 0<=y1<=1, 0<=y2<=1, y12<=y2
0, Elsewhere

Homework Equations


f1(y1) =ʃ f(y1,y2) dy2
f2(y2) =ʃ f(y1,y2) dy1

For E(Y) (later, discussed in part 3):
E(Y1) = ʃ y1f(y1,y2) dy1
E(Y2) = ʃ y1f(y1,y2) dy2

All integrals are set to -infinity to +infinity, which are then adjusted to the boundaries of the density function

The Attempt at a Solution


I attempted both marginal functions and set the limits of integration as follows:
for f1(y1), limits of integration were: y1 to 1
for f2(y2), limits of integration were: sqrt(y2) to 0

With those limits of integration set up, I then solved for both separately and received the answers:
f1(y1) = 8/3y1 - 8/3y17
f2(y2) = 4y23

Now my question is, are my limits of integration setup correctly for this kind of question/equation. I don't think they are because after this, I solve for E(Y1) and E(Y2) and if I'm not mistaken, those must be whole numbers and not numbers with variables and if I use the same limits of integration that I used here, it will not work (or it will and just look awful). Not too sure here.

You have them both correct. But remember, they are both valid for their variable from 0 to 1, and 0 elsewhere. So when you calculate expected values your integrals should go from 0 to 1; no variables in the limits or answers.
 

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