The discussion focuses on finding the cumulative distribution function (CDF) of a random variable Y from the joint cumulative distribution function (CDF) of two random variables X and Y. It is established that while one can derive the CDF of Y by calculating the joint probability density function (PDF) and then obtaining the marginal PDF of Y, the simpler method is to take the limit of the joint CDF as x approaches infinity. This approach is recommended as it is more efficient for the given problem.
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TheMathNoob said:Homework Statement
I have the joint cdf of two random variables X and Y and they ask me to find the cdf of just Y. I know that you just take the limit of the cdf as x->infinity, but I am just wondering if you can also do this by calculating the joint pdf and then the marginal of Y and then from the marginal of Y, the cdf of Y.
Homework Equations
The Attempt at a Solution
Thank you!, I was so worried about that one in the test.Ray Vickson said:Yes, sometimes that is how it must be done. However, in your case that would be doing it the hard way, since taking the ##x \to \infty## limit is easier.