Marginal PDF for Uniformly Distributed X and Y?

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    Joint Marginal Pdf
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Discussion Overview

The discussion revolves around finding the marginal probability density functions (PDFs) for two variables, X and Y, given a joint PDF. Participants explore the integration process required to derive the marginals and question the independence of the variables based on the results of their calculations.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant presents the joint PDF F(x,y) = (8+xy^3)/64 for the ranges -1
  • Another participant questions how the integral with respect to y can yield a constant value, suggesting it should depend on x.
  • A different participant calculates the indefinite integral and notes that the x terms cancel out when evaluated from -2 to 2, leading to a constant result, which raises concerns about the correctness of the bounds used.
  • One participant clarifies that while the integration appears correct, the constancy of the conditional distributions does not imply that X and Y are independent random variables.
  • Another participant expresses confusion about the bounds for the marginal PDFs, asserting that a marginal PDF should not be constant.
  • A further participant states uncertainty about the conditions under which a marginal PDF could be constant, suggesting that it might occur if X and Y are uniformly distributed.

Areas of Agreement / Disagreement

Participants express differing views on the nature of the marginal PDFs and the implications of their calculations. There is no consensus on the independence of X and Y or the appropriateness of the integration bounds.

Contextual Notes

Participants highlight potential limitations in their understanding of the relationship between the joint and marginal distributions, particularly regarding independence and the implications of constant marginal PDFs.

JamieL
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Hi all,
I'm looking at the joint pdf F(x,y) = (8+xy^3)/64) for -1<x<1 and -2<y<2
(A plot of it is here: https://www.wolframalpha.com/input/?i=(8+xy^3)/64+x+from+-1+to+1,+y+from+-2+to+2 ...sorry about the ugly url) and trying to find the marginal PDFs for X and Y.

I know I want to integrate the joint function with respect to Y and X in order to to get the marginal pdfs for X and Y, respectively. However, I'm running into trouble when I try to set the bounds for these integrals!
As far as I can tell, X and Y don't seem to depend on each other in this sense; i.e. for marginal(X) i would have Integral([JointPDF]dy), from -2 to 2, which comes out to 1/2.
(Similarly, integrating with respect to x from -1 to 1 yields 1/4).
When I integrate these from their respective bounds (x from -1 to 1, y from -2 to 2) both come out to 1, as a proper pdf should. However the fact that both are independent of x and y values makes me think something might be wrong...does anyone have any suggestions as to what I might be doing wrong?
Thanks so much!
Jamie

Edit: My apologies! Posted this to the wrong place! I can't figure out how to delete it though :x
 
Last edited:
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JamieL said:
Hi all,

As far as I can tell, X and Y don't seem to depend on each other in this sense; i.e. for marginal(X) i would have Integral([JointPDF]dy), from -2 to 2, which comes out to 1/2.

How did you get the integral with respect to y to come out to be a constant? It should be a function of x.
 
Maybe I'm mistaking, but as far as I can tell the indefinite integral comes out to:

(8y+(xy^4)/4)/64 + c. If you evaluate this from -2 to 2, the x terms cancel because the y is an even function, i.e. from -2 to 2 we get [(1/4)+16x]-[-(1/4)+16x], so (1/4)+(1/4)+16x-16x = 1/2.
This is what made me think that perhaps my bounds are incorrectly calculated...
Am I doing something wrong?
 
Last edited:
JamieL said:
..
Am I doing something wrong?

Not in the integration. (I'm the one who was confused about that.) But the fact that the conditional distributions are constant (and thus "independent" of the values of both variables) doesn't show that the x and y are independent random variables. If x and y were independent random variables then for each pair of sets A,B that define events Pr(x \in A) = Pr(x \in A | y \in B)

For example, consider the events A = \{x: x \in [0, 1]\},\ B = \{y: y \in [0,1]\}
 
Still, what would the bounds be? A marginal pdf should not be a constant
 
jakegoodman said:
A marginal pdf should not be a constant

I don't know any theorem that asserts that. Do you?
 
I think a marginal pdf would be constant if X and Y are uniformly distributed, but I'm not sure how to tell if they are in this case. Any input?
 

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