Proabibility - Random variables independence question

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SUMMARY

The discussion centers on determining the independence of two random variables, X and Y, with a joint density function f(x,y) defined as constant (1/π) within the circular region x² + y² ≤ 1. To establish independence, the condition f(x,y) = fX(x) * fY(y) must hold true. The main challenge presented is selecting appropriate integration limits for calculating marginal densities within a circular boundary, with suggestions to consider converting to polar coordinates for simplification.

PREREQUISITES
  • Understanding of joint and marginal probability densities
  • Knowledge of integration techniques in calculus
  • Familiarity with polar coordinates and their application in integration
  • Concept of independence in probability theory
NEXT STEPS
  • Learn how to derive marginal densities from joint densities using integration
  • Study the conversion of Cartesian coordinates to polar coordinates for integration
  • Explore examples of independence tests for random variables
  • Review the properties of uniform distributions in circular regions
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Students studying probability theory, statisticians analyzing random variables, and educators teaching concepts of independence and integration in probability.

serhannn
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Homework Statement


Two variables, X and Y have a joint density f(x,y) which is constant (1/∏) in the circular region x2+y2 <= 1 and is zero outside that region
The question is: Are X and Y independent?

Homework Equations


Well, I know that for two random variable to be independent, multiplication of their marginal densities must equal their joint denstiy, i.e.
f(x,y)=fX(x)*fY(y)

The Attempt at a Solution


My problem is I am confused about how to select the integration limits. I know how to do it when simple boundaries are given (like x<2 and y>1, etc.) but within a circular region, I just could not figuer out how to do it. Should I, for example, integrate y from -sqrt(1-x2 ) to sqrt(1-x2) or is that a wrong approach? How can I select the integration limits in a circular region? Is it a better approach to convert to polar coordinates first and then integrate?

Thanks a lot for your help.
 
Physics news on Phys.org
To be independent means that if I give you value of x, that doesn't increase your knowledge on value of y. If I tell you that x=1, can you tell me anything about y?
 

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