Solve p = P(2X <= Y^2) using double integral

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Homework Help Overview

The discussion revolves around solving the probability expression p = P(2X <= Y^2) using double integrals, where X and Y are defined by a common cumulative distribution function (CDF) related to the Pareto distribution. Participants are exploring the setup and interpretation of the problem, particularly in relation to integrating the joint probability density functions.

Discussion Character

  • Exploratory, Conceptual clarification, Problem interpretation, Assumption checking

Approaches and Questions Raised

  • Participants are attempting to understand how to set up the double integral for the probability p, with some questioning the relevance of integrating both variables without a clear purpose. Others are discussing the implications of the CDF provided and how it relates to the probability condition.

Discussion Status

The discussion is ongoing, with participants providing various interpretations and approaches to the problem. Some have suggested specific forms of the double integral, while others have raised concerns about clarity and the need for a more structured problem statement. There is no explicit consensus on the correct approach yet.

Contextual Notes

Participants have noted the use of the Pareto distribution and the specific form of the CDF, which may influence the setup of the double integral. There is also a mention of background information that may not directly contribute to solving the problem at hand.

Addez123
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Homework Statement
p = P(2X <= Y^2) where,
X = Y =
F(x) = 1 - 1/x^3, x >= 1
F(x) = 0, x < 1

Calculate p using a double intergral.
Relevant Equations
Pareto distribution
Background information
Earlier they've shown that some double integrals can be simulated if it contains pdfs.
Ex: $$\int \int cos(xy)e^{-x-y^2} dx dy$$
Can be solved by setting:
Exponential distribution
$$f(x) = e^{-x}, Exp(1)$$
Normal distribution
$$f(y) = e^{-y^2}, N(0, 1/\sqrt 2)$$By knowing this we can simulate a lot of $$N(0, 1/\sqrt 2)$$ and Exp(1) values, and put them into $$cos(xy)$$ then take the mean value of all those products to get the mean, aka. the most probable answer.

Problem
In this exercise I'm suppose to solve the probability using double integrals and I have no clue where to start.
I can integrate both X and Y but what's the point?
Am I suppose to solve
$$ \int _1^\infty \int _1^\infty 2X - Y^2 dx dy$$

That's not going to give me a value between 0 and 1.
This is where I'm stuck.
 
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Addez123 said:
Homework Statement:: p = P(2X <= Y^2) where,
X = Y =
F(x) = 1 - 1/x^3, x >= 1
F(x) = 0, x < 1

Calculate p using a double intergral.

I could not understand what it means. Could you write down the formula you are struggling with?
 
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X and Y both use the same cdf, which is F(x)
The cdf F(x) is 1 - 1/x^3 when x >= 1 and 0 otherwise.

My struggle is how am I suppose to write the double integral that solves the probability p.
 
Thanks. Though I am not accustomed to Pareto distribution, how about
\int_1^\infty \frac{3}{x^4}dx \int_1^\infty \frac{3}{y^4}dy\ \theta(y^2-2x)
=\int_1^\infty \frac{3}{x^4}dx \int_{\sqrt{2x}}^\infty \frac{3}{y^4}dy\
where ##\theta(t)=1## for t>0, 0 for t<0.
 
Do you understand that a reader can not even come to a problem description on the basis of what you post in #1 ?

Yet you bring in 'backgound information' that may or may not be useful once the problem statement is completed.

Start with deriving the pdf for ##X## and ##Y##, then put into words what ##P(2x \le y^2) ## means.

The double integral should contain probability distributions, not the condition (that goes into the bounds) !

##\ ##
 

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