Marginal distribution, double integral clarification

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Homework Help Overview

The problem involves finding the marginal probability functions for a uniformly distributed random variable (X,Y) over a specified area. The area is defined by the constraints 0 < x < 2 and -x < 2y < 0, leading to questions about the integration boundaries for the marginal functions.

Discussion Character

  • Conceptual clarification, Mathematical reasoning, Problem interpretation

Approaches and Questions Raised

  • The original poster attempts to determine the marginal functions f(x) and f(y) but expresses confusion about the dependency of y on x and the integration boundaries. They question whether their approach is overly complicated.
  • Another participant confirms the original poster's method for extracting f(x) and f(y) and suggests a straightforward approach for calculating expected values E(X) and E(Y).
  • There is a question regarding the appropriate interval for integrating x*f(x) to find E(X), considering the bounds defined by the relationship between x and y.

Discussion Status

The discussion is ongoing, with participants exploring the relationships between the variables and the implications for marginal distributions and expected values. Some guidance has been provided regarding the integration process, but no consensus has been reached on the interpretation of the bounds for E(X) and E(Y).

Contextual Notes

Participants are navigating the complexities of marginal distributions in the context of a uniform distribution over a defined area, with specific attention to the dependencies between the variables and the implications for integration limits.

Gauss M.D.
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Homework Statement



(X,Y) is uniformly distributed over the area

T = {(x,y): 0 < x < 2, -x < 2y < 0}

Find the marginal probability functions ie [itex]f_{x}(x)[/itex] and [itex]f_{y}(y)[/itex].

The Attempt at a Solution



The thing I'm having trouble with is that y depends on x. Am I supposed to rewrite the boundaries for each marginal function? It feels like I'm doing things a roundabout way!

F(x,y) = [itex]\int\int dx dy[/itex]

I.e. to find f(y):

-x < 2y < 0 [itex]\Leftrightarrow[/itex] x > -2y > 0 [itex]\Rightarrow[/itex] -2y < x < 2

Which means I can integrate with respect to x from -2y to 2, leaving me with f(y) = 2 + 2y

And if I instead want to find f(x):

-x < 2y < 0 [itex]\Leftrightarrow[/itex] -(1/2)x < y < 0

Which means I integrate with respect to y from -(1/2)x to 0, leaving me with f(x) = (1/2)x.

Again, it feels pretty roundabout and I wanted to make sure I wasn't missing anything.
 
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Also, if I wanted to find E(X) and E(Y) here after finding f(x) and f(y), what interval should I integrate x*f(x) over, given that they are bounded by each other?
 
Your method of extracting f(x) and f(y) looks fine, and gets the right answers.
For E(X), just integrate xf(x) over the full range of x, etc.
 
Thanks Haruspex!
 

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