In Exercise 5.9, we determined that is a valid joint

Chapter 5, Problem 27E

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QUESTION:

In Exercise 5.9, we determined that

                        \(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}

6\left(1-y_{2}\right), & 0 \leq y_{1} \leq y_{2} \leq 1, \\

0, & \text { elsewhere }

\end{array}\right.

\)

is a valid joint probability density function. Find

a the marginal density functions for \(Y_{1}\) and \(Y_{2}\).

b \(P\left(Y_{2} \leq 1 / 2 \mid Y_{1} \leq 3 / 4\right)\).

c the conditional density function of \(Y_{1}\) given \(Y_{2}=y_{2}\).

d the conditional density function of \(Y_{2}\) given \(Y_{1}=y_{1}\).

e \(P\left(Y_{2} \geq 3 / 4 \mid Y_{1}=1 / 2\right)\).

Equation Transcription:

Text Transcription:

f(y_1,y_2)=

6(1-y_2), 0</=y_1</=y_2</=1,

0, elsewhere

Y_1

Y_2

P(Y_2</=1/2|Y_1</=3/4)

Y_1

Y_2=y_2

Y_2

Y_1=y_1

P(Y_2>/=3/4|Y_1=1/2)

Questions & Answers

QUESTION:

In Exercise 5.9, we determined that

                        \(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}

6\left(1-y_{2}\right), & 0 \leq y_{1} \leq y_{2} \leq 1, \\

0, & \text { elsewhere }

\end{array}\right.

\)

is a valid joint probability density function. Find

a the marginal density functions for \(Y_{1}\) and \(Y_{2}\).

b \(P\left(Y_{2} \leq 1 / 2 \mid Y_{1} \leq 3 / 4\right)\).

c the conditional density function of \(Y_{1}\) given \(Y_{2}=y_{2}\).

d the conditional density function of \(Y_{2}\) given \(Y_{1}=y_{1}\).

e \(P\left(Y_{2} \geq 3 / 4 \mid Y_{1}=1 / 2\right)\).

Equation Transcription:

Text Transcription:

f(y_1,y_2)=

6(1-y_2), 0</=y_1</=y_2</=1,

0, elsewhere

Y_1

Y_2

P(Y_2</=1/2|Y_1</=3/4)

Y_1

Y_2=y_2

Y_2

Y_1=y_1

P(Y_2>/=3/4|Y_1=1/2)

ANSWER:

Answer:

Step 1 of 5:

(a)

We have given the joint probability density function.

We need to find the marginal density functions for  and .

Let  and  jointly continuous random variables with the joint (or bivariate) probability function Then the marginal density functions of  and  respectively, are given by

 

Hence the marginal density functions for  is,

Since limit given is  hence we can write the limit of  is

The marginal density functions for  is,

Since limit given is  hence we can write the limit of  is

Hence the marginal density functions of  and  respectively, are given by


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