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 such that 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 and .
Given the support is and , we need to solve the following integral:
Substituting the expression for :
This can be separated into two integrals:
First, evaluate the integral with respect to :
Next, evaluate the integral with respect to :
Now multiply these results together:
Solving for :
Thus, the value of that ensures is a valid joint probability density function is:
Would you like more details or have any questions?
Here are 5 related questions:
- How do you find the marginal PDF from a joint PDF?
- What is the interpretation of a joint probability density function?
- How would you determine the expected value of using this joint PDF?
- What conditions must a function satisfy to be a valid joint PDF?
- How can you calculate the correlation coefficient between and 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
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