Math Problem Statement

Calculate FX(1)FX​(1)

Solution

To calculate FX(1)F_X(1), we need to find the cumulative distribution function (CDF) of the random variable XX at x=1x = 1.

Step 1: Define the CDF FX(x)F_X(x)

The cumulative distribution function FX(x)F_X(x) is defined as: FX(x)=P(Xx)=xfX(t)dt,F_X(x) = P(X \leq x) = \int_{-\infty}^{x} f_X(t) \, dt, where fX(x)f_X(x) is the marginal probability density function of XX. To find fX(x)f_X(x), we integrate the joint PDF fXY(x,y)f_{XY}(x, y) over all values of yy.

Step 2: Find the Marginal PDF fX(x)f_X(x)

The marginal PDF fX(x)f_X(x) is obtained by integrating fXY(x,y)f_{XY}(x, y) over the range of yy: fX(x)=fXY(x,y)dy.f_X(x) = \int_{-\infty}^{\infty} f_{XY}(x, y) \, dy. Given the joint PDF:

\begin{cases} \frac{1}{8}xy & \text{for } 0 < x < 2 \text{ and } 1 < y < 3, \\ 0 & \text{otherwise}, \end{cases}$$ we integrate over the interval $$1 < y < 3$$: $$f_X(x) = \int_1^3 \frac{1}{8}xy \, dy = \frac{x}{8} \int_1^3 y \, dy.$$ Evaluate the integral: $$\frac{x}{8} \left[\frac{y^2}{2}\right]_1^3 = \frac{x}{8} \left(\frac{9}{2} - \frac{1}{2}\right) = \frac{x}{8} \cdot 4 = \frac{x}{2}.$$ Thus, the marginal PDF $$f_X(x)$$ is: $$f_X(x) = \begin{cases} \frac{x}{2} & \text{for } 0 < x < 2, \\ 0 & \text{otherwise}. \end{cases}$$ ### Step 3: Compute $$F_X(1)$$ Now, compute the CDF $$F_X(1)$$ by integrating $$f_X(x)$$ from $$-\infty$$ to 1: $$F_X(1) = \int_{-\infty}^{1} f_X(x) \, dx = \int_0^1 \frac{x}{2} \, dx,$$ since $$f_X(x) = 0$$ for $$x \leq 0$$. Evaluate the integral: $$\int_0^1 \frac{x}{2} \, dx = \frac{1}{2} \int_0^1 x \, dx = \frac{1}{2} \left[\frac{x^2}{2}\right]_0^1 = \frac{1}{2} \cdot \frac{1}{2} = \frac{1}{4}.$$ ### Final Answer Therefore, $$F_X(1) = \frac{1}{4}$$. Would you like further explanations or help with another problem? **Relative Questions:** 1. What does the cumulative distribution function $$F_X(x)$$ represent? 2. How do you find the marginal CDF $$F_Y(y)$$ from a joint PDF? 3. What is the relationship between the marginal and joint PDFs? 4. How would $$F_X(1)$$ change if the range of $$y$$ was different? 5. Can you explain why the integration limits for $$y$$ were $$1$$ to $$3$$ in this context? **Tip:** Understanding the connection between joint and marginal distributions is crucial in probability, as it helps in analyzing the behavior of individual random variables within a multivariate distribution.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Probability Theory
Cumulative Distribution Function (CDF)
Joint and Marginal Probability Distributions

Formulas

CDF definition: $F_X(x) = P(X \leq x) = \int_{-\infty}^{x} f_X(t) \, dt$

Theorems

-

Suitable Grade Level

Advanced Undergraduate