Math Problem Statement

Let (X,Y)∼Uniform(D)(X,Y)∼Uniform(D), where D:={3X>Y,0<x<1,y>0}D:={3X>Y,0<x<1,y>0}

1 point

Find the joint density of XX and Y.Y.

fXY(x,y)={32for 0<x<1,0<y<3x0otherwisefXY​(x,y)=⎩⎨⎧​23​0​for 0<x<1,0<y<3xotherwise​

fXY(x,y)={23for 0<x<1,0<y<3x0otherwisefXY​(x,y)=⎩⎨⎧​32​0​for 0<x<1,0<y<3xotherwise​

fXY(x,y)={23for 0<x<1,y>3x0otherwisefXY​(x,y)=⎩⎨⎧​32​0​for 0<x<1,y>3xotherwise​

fXY(x,y)={23for 0<x<1,y>00otherwisefXY​(x,y)=⎩⎨⎧​32​0​for 0<x<1,y>0otherwise

Solution

To find the joint density function fX,Y(x,y)f_{X,Y}(x,y) of the random variables XX and YY that are uniformly distributed over the region DD, we need to understand the region DD defined by the conditions:

  • 3X>Y3X > Y
  • 0<x<10 < x < 1
  • y>0y > 0

The region DD describes the set of all points (x,y)(x, y) such that:

  • xx ranges from 0 to 1,
  • yy ranges from 0 to 3x3x.

Given that (X,Y)(X, Y) is uniformly distributed over this region, the joint density function fX,Y(x,y)f_{X,Y}(x,y) will be constant in this region. The area of the region DD needs to be calculated to find the constant value of the density function.

Calculating the area of DD:

To find the area, we integrate the height y=3xy = 3x over the interval x=0x = 0 to x=1x = 1:

Area=013xdx\text{Area} = \int_{0}^{1} 3x \, dx

Area=3[x22]01=312=32\text{Area} = 3 \left[\frac{x^2}{2}\right]_{0}^{1} = 3 \cdot \frac{1}{2} = \frac{3}{2}

Since the density function must integrate to 1 over the region, the value of the density function is the reciprocal of the area:

fX,Y(x,y)=1Area=132=23f_{X,Y}(x,y) = \frac{1}{\text{Area}} = \frac{1}{\frac{3}{2}} = \frac{2}{3}

Thus, the joint density function is:

\frac{2}{3} & \text{for } 0 < x < 1, 0 < y < 3x \\ 0 & \text{otherwise} \end{cases}$$ Would you like details or have any questions? Here are 8 related questions you might find interesting: 1. How do you find the marginal density functions from the joint density function? 2. What is the expected value of $$X$$ and $$Y$$ given their joint density function? 3. How do you compute the covariance between $$X$$ and $$Y$$ for this joint distribution? 4. What is the conditional density function of $$Y$$ given $$X$$? 5. How would you find the probability that $$X$$ is less than a certain value? 6. Can you explain what it means for two random variables to be independent? 7. What are the implications of a uniform distribution over a certain region? 8. How can you verify if a joint density function is valid? **Tip:** When dealing with joint density functions, always ensure that the total probability integrates to 1 over the defined region. This is a key property of any probability density function.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Joint Density Function
Uniform Distribution

Formulas

Joint density function for uniform distribution

Theorems

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Suitable Grade Level

Advanced Undergraduate