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

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SUMMARY

The discussion focuses on solving the probability expression p = P(2X <= Y^2) using double integrals, specifically with the provided cumulative distribution function (CDF) F(x) = 1 - 1/x^3 for x >= 1. The participants emphasize the need to derive the probability density functions (PDFs) for X and Y, which follow the Pareto distribution, and to correctly set up the double integral with appropriate bounds. The correct formulation involves integrating the PDFs rather than the condition itself, which should be reflected in the limits of integration.

PREREQUISITES
  • Understanding of double integrals in probability theory
  • Familiarity with cumulative distribution functions (CDFs) and probability density functions (PDFs)
  • Knowledge of Pareto distribution and its properties
  • Basic skills in mathematical integration techniques
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  • Study the derivation of probability density functions for the Pareto distribution
  • Learn how to set up double integrals with specific bounds based on probability conditions
  • Explore the application of double integrals in calculating probabilities involving multiple random variables
  • Investigate the properties and applications of the cumulative distribution function F(x) = 1 - 1/x^3
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Students and professionals in statistics, data science, and mathematics who are working with probability distributions and double integrals, particularly those focusing on the Pareto distribution and its applications in real-world scenarios.

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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