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

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The discussion focuses on solving the probability p = P(2X <= Y^2) using double integrals, where both X and Y follow a Pareto distribution with the cumulative distribution function F(x) = 1 - 1/x^3 for x >= 1. Participants express confusion about how to set up the double integral correctly, emphasizing that the integral should incorporate the probability distributions rather than the condition itself. Suggestions include deriving the probability density functions for X and Y and clarifying the meaning of the condition P(2X <= Y^2) in the context of the integral. The conversation highlights the need for a clear problem statement and proper formulation of the double integral to arrive at the desired probability value. Understanding the setup is crucial for successfully solving the problem.
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?
 
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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