Marginal distribution question.

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Discussion Overview

The discussion revolves around the calculation of marginal distributions from a given conditional distribution, specifically focusing on the appropriate intervals of integration for the variables involved. Participants are exploring the implications of the conditions \(0 < x < y < 1\) and how these affect the limits of integration in double integrals.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents a conditional distribution \(f_{XY}(x,y) = 2\) for the region defined by \(0 < x < 1\) and \(x < y < 1\), expressing confusion about the limits of integration for the marginal distribution of \(y\).
  • Another participant suggests changing the order of integration to \(dx \, dy\) to clarify the limits, asking for the results of this change.
  • A participant asserts confidence in their ability to solve double integrals but struggles specifically with determining the correct intervals of integration under the given conditions.
  • There is a discussion about the limits of integration, with one participant stating they took limits from \(x\) to \(1\) for \(y\), while another questions if limits could be from \(0\) to \(1-x\).
  • Concerns are raised about the implications of the limits, particularly when considering specific values of \(x\) and how they relate to \(y\).
  • One participant emphasizes the importance of understanding the geometric interpretation of the conditions imposed by the joint distribution, suggesting that these constraints simplify the problem.
  • Another participant proposes potential integration intervals based on the conditions discussed, but expresses uncertainty about their correctness.
  • There is a clarification that when integrating out \(y\), the limits must be expressed in terms of \(x\), indicating a need for careful consideration of variable dependencies.

Areas of Agreement / Disagreement

Participants express differing views on the correct limits of integration and the interpretation of the conditions. No consensus is reached regarding the appropriate intervals for integration, and multiple competing perspectives remain throughout the discussion.

Contextual Notes

Participants highlight the complexity of determining integration limits based on the conditions \(0 < x < y < 1\) and the potential confusion arising from different interpretations of these conditions. There is also mention of previous classroom examples that may have contributed to misunderstandings.

Drao92
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Hello,
i have the following conditional distribution
fXY(x,y)=2, of 0<x<1 and x<y<1
When i calculate the marginal distribution of y i don't know what interval of integration to choose.
I made the graph of x<y<1 and the points(x,y) for x<y are above x=y on that graph but i don't know how to write that interval.
fX is http://www.wolframalpha.com/input/?i=integral+from+x+to+1+from+2dy
In class we had somthing similar but with 0<y<sqrt(x) and we took y from 1-sqrt(x) to 1 but i didnt understand why and x was 0<x<1.
 
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Hey Drao92.

If you have to integrate out the x variable, try changing the order of integration to dxdy instead of dydx and integrate out the x variable.

Can you show us what the results are when you change the order of integration [i.e. the limits are [a,b] for y and [c,d] for x?]
 
Hi,
I don't know why you make me do this. I know how to solve a double integral.
I have problems with finding the interval of integration when 0<x<y<1.
 
If you want to find the marginal you just integrate out the other variable. All I was doing was giving hints on how to do that.
 
dxdy is 2(d-c)(b-a)
dydx is the same.
Does it have a connection with the resul of fX which is 2-2x?
 
Last edited:
What limits did you get for integration for the y limits as a function of x? (Was it 0 to 1 - x by any chance?)
 
No, i took from x to 1
integral from x to 1 from 2dy=fX(x)
But i think it gives the same result as if we take from 0 to 1-x.
 
In your limit you have x < y < 1 which means y > x. This means that the limits can not be from 0 to x since the y component is greater (in a standard x,y plot you are looking at the upper triangle not the lower triangle of the unit square).

Try re-calculating the limits again and see what you get.
 
Sorry, i did edit later my post.
Also, i have a question on 0 to 1-x;
if we consider y=1-x and we choose x=0.8 it results y=0.2 and in this case y<x. This is what i can't understand in finding interval limits with these conditions.
 
  • #10
Don't over-think this: Basically the joint distribution says you have a limit on the domain and we have to follow that.

In the case that you had y = 1 - x, this would be a particularly "slice" where if you had a distribution for the random variable X (or Y), then you would get with certainty the value of Y (or X).

Another way to think of it is that if your domain is a triangle (which it is for your question), then this distribution represents a specific "line" that passes through the triangle which is a uni-variate distribution in the same way that a line which is part of a two-dimensional figure is one-dimensional (you only need one parameter to describe a line).

It will make your life easier if you think of constraints.

Every time you add a condition (y < x, y = 1 - x, etc) you are basically making the number of possibilities smaller. The more conditions you have the easier something is to deal with. Understanding what those conditions mean geometrically (for example I outlined the line analogy) will make your life a lot easier when doing mathematics.
 
  • #11
Thanks a lot for explanation.
Then i think the integration interval is 0 to y or 1-y to 1. if x<y<1 and 1>x>0
And if y<x<1 and 1>x>0 the integration interval is y to 1 or 0 to 1-y. Am i correct?
Im integrated out dx.
My formula for fY(y) is integral from fXY(x,y)dx. Is from course.
This > http://www.wolframalpha.com/input/?i=integral+from+0+to+y+from+2dx = distribution of y. I think on seminars when we took the limits 1-sqrt(x) to 1 for calculating the distribution of y we did somthing wrong... my teacher from seminar doesn't explain anything :|.
 
Last edited:
  • #12
If you are integrating out y, then your limits have to be in terms of x not y.
 

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