Math Problem Statement

Consider a joint probability density function (PDF) for continuous random variables X and Y , given by

fX,Y(x,y)=c(1−x2)(1−y2)

for 0≤x≤1 and 0≤y≤1 , and fX,Y(x,y)=0 otherwise, where c is constant.

(a) Determine the value of c to ensure that fX,Y is a valid joint probability density function.

c =

Solution

To determine the value of cc such that fX,Y(x,y)=c(1x2)(1y2)f_{X,Y}(x,y) = c(1 - x^2)(1 - y^2) is a valid joint probability density function, we need to ensure that the total probability integrates to 1 over the entire support of the random variables XX and YY.

Given the support is 0x10 \leq x \leq 1 and 0y10 \leq y \leq 1, we need to solve the following integral:

0101fX,Y(x,y)dxdy=1\int_{0}^{1} \int_{0}^{1} f_{X,Y}(x,y) \, dx \, dy = 1

Substituting the expression for fX,Y(x,y)f_{X,Y}(x,y):

0101c(1x2)(1y2)dxdy=1\int_{0}^{1} \int_{0}^{1} c(1 - x^2)(1 - y^2) \, dx \, dy = 1

This can be separated into two integrals:

c01(1x2)dx01(1y2)dy=1c \int_{0}^{1} (1 - x^2) \, dx \int_{0}^{1} (1 - y^2) \, dy = 1

First, evaluate the integral with respect to xx:

01(1x2)dx=[xx33]01=(113)(00)=23\int_{0}^{1} (1 - x^2) \, dx = \left[ x - \frac{x^3}{3} \right]_{0}^{1} = \left( 1 - \frac{1}{3} \right) - (0 - 0) = \frac{2}{3}

Next, evaluate the integral with respect to yy:

01(1y2)dy=[yy33]01=(113)(00)=23\int_{0}^{1} (1 - y^2) \, dy = \left[ y - \frac{y^3}{3} \right]_{0}^{1} = \left( 1 - \frac{1}{3} \right) - (0 - 0) = \frac{2}{3}

Now multiply these results together:

c(23)(23)=1c \left( \frac{2}{3} \right) \left( \frac{2}{3} \right) = 1

c49=1c \cdot \frac{4}{9} = 1

Solving for cc:

c=94c = \frac{9}{4}

Thus, the value of cc that ensures fX,Y(x,y)f_{X,Y}(x,y) is a valid joint probability density function is:

c=94\boxed{c = \frac{9}{4}}

Would you like more details or have any questions?

Here are 5 related questions:

  1. How do you find the marginal PDF from a joint PDF?
  2. What is the interpretation of a joint probability density function?
  3. How would you determine the expected value of XX using this joint PDF?
  4. What conditions must a function satisfy to be a valid joint PDF?
  5. How can you calculate the correlation coefficient between XX and YY given their joint PDF?

Tip: Always check the limits of integration when working with joint PDFs to ensure they cover the entire support of the random variables.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Joint Probability Density Function

Formulas

Joint PDF formula

Theorems

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Suitable Grade Level

Advanced Undergraduate