Probability density function integral not converging

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SUMMARY

The function f(x,y) = xe^{-xy} for x ≥ 0 and y ≥ 1 is not a probability density function (pdf) as the integral \(\int_1^\infty \int_0^\infty xe^{-xy} \, \mathrm{d}x \, \mathrm{d}y\) does not converge. The issue was resolved by reversing the order of integration, which allowed the integral to converge. This adjustment is crucial for determining the correct constant to normalize the function into a valid pdf.

PREREQUISITES
  • Understanding of probability density functions (pdf)
  • Knowledge of double integrals and their convergence
  • Familiarity with the exponential function and its properties
  • Experience with changing the order of integration in double integrals
NEXT STEPS
  • Study the properties of probability density functions and normalization techniques
  • Learn about double integrals and conditions for convergence
  • Explore the method of changing the order of integration in multiple integrals
  • Investigate the implications of exponential decay in probability distributions
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Students in calculus or probability theory, mathematicians working with integrals, and anyone studying probability density functions and their properties.

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Homework Statement


Let [itex]f(x,y)=xe^{-xy}[/itex] [itex]x \geq 0, y \geq 1[/itex]
is this a probability density function? If not, find a constant that makes it a pdf.


Homework Equations



To be a pdf, we must have [itex]\int_1^\infty \int_0^\infty \! xe^{-xy} \, \mathrm{d} x \mathrm{d} y=1[/itex]

The Attempt at a Solution



My problem is, I find the integral to be not convergent. So does my calculator. Do I have the bounds wrong? What's wrong here?

And don't mind the infinity in the integral, I know you're supposed to put the limit as some dummy variable goes to infinity.
 
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Never mind, I reversed the order of integration and everything was fine. It didnt occur to me you could do that, new material.
 

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