Math Problem Statement
The joint density of X and Y is f(x, y) = (y2 − x2) 8 e−y, 0 < y < ∞, −y x y Show that E[X|Y = y] = 0
Solution
To show that , we need to calculate the conditional expectation of given .
Step 1: Determine the Joint Density Function
The joint density function of and is given by:
Step 2: Find the Marginal Density of
To find the marginal density , integrate the joint density over all possible values of :
Simplifying the expression inside the integral:
Next, let's compute the integral:
This is a standard integral that can be solved as:
[ \int_{-y}^{y} (y^2 - x^2) , dx = \left[y^2 x - \frac{x^3}{3}\right]_{-y}^{y} = \left[y^3 - \frac{y^3}{3}\right] - \left[-y^3 + \frac{(-y)^3}{3}\right]. ]
So, the marginal density of is:
Step 3: Find the Conditional Density of
The conditional density of given is given by:
Simplifying:
Step 4: Calculate
To find , we use:
Simplifying the integral:
Notice that the integrand is an odd function of because it is , and we are integrating it over a symmetric interval . Therefore, the integral of an odd function over a symmetric interval is zero:
Thus:
This confirms that:
Would you like any further details or have any questions about this proof?
Related Questions:
- How do you find the variance of ?
- What is the significance of the expectation being zero in terms of symmetry?
- How can we verify the marginal density of is correctly normalized?
- What is the joint distribution of and if it were to represent a physical phenomenon?
- How would the results change if the bounds on were different?
Tip: When dealing with joint density functions, always ensure that the function is normalized correctly to make valid probability statements!
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Joint Density Function
Conditional Expectation
Symmetry of Functions
Formulas
f(x, y) = (y^2 - x^2) 8 e^{-y}, 0 < y < ∞, −y < x < y
Marginal density: f_Y(y) = ∫_{-y}^{y} f(x, y) dx
Conditional expectation: E[X|Y = y] = ∫_{-y}^{y} x f_{X|Y}(x|y) dx
Theorems
Symmetry Property of Odd Functions
Conditional Expectation
Suitable Grade Level
Undergraduate-Level Probability or Advanced High School Mathematics
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