Math Problem Statement

Let ( X , Y ) ∼ Uniform ( D ) (X,Y)∼Uniform(D), where D :

{ 3 X

Y , 0 < x < 1 , y

0 } D:={3X>Y,0<x<1,y>0}

1 point Find the joint density of X X and Y . Y.

f X Y ( x , y )

{ 3 2 for 0 < x < 1 , 0 < y < 3 x 0 otherwise f XY ​ (x,y)= ⎩ ⎨ ⎧ ​

2 3 ​

0 ​

for 0<x<1,0<y<3x otherwise ​

f X Y ( x , y )

{ 2 3 for 0 < x < 1 , 0 < y < 3 x 0 otherwise f XY ​ (x,y)= ⎩ ⎨ ⎧ ​

3 2 ​

0 ​

for 0<x<1,0<y<3x otherwise ​

f X Y ( x , y )

{ 2 3 for 0 < x < 1 , y

3 x 0 otherwise f XY ​ (x,y)= ⎩ ⎨ ⎧ ​

3 2 ​

0 ​

for 0<x<1,y>3x otherwise ​

f X Y ( x , y )

{ 2 3 for 0 < x < 1 , y

0 0 otherwise f XY ​ (x,y)= ⎩ ⎨ ⎧ ​

3 2 ​

0 ​

for 0<x<1,y>0 otherwise ​

Solution

To find the joint density fXY(x,y)f_{XY}(x, y) of (X,Y)(X, Y) given the specified region DD, we follow these steps:

  1. Identify the region DD: The region DD is given by: D={(x,y)3x>y,0<x<1,y>0}D = \{(x, y) \mid 3x > y, 0 < x < 1, y > 0\}

    This implies that yy must be less than 3x3x for 0<x<10 < x < 1.

  2. Determine the area of region DD: Since XX and YY are uniformly distributed over the region DD, we need to compute the area of DD to find the joint density. The region is bounded by the lines y=0y = 0, y=3xy = 3x, x=0x = 0, and x=1x = 1.

    The area of this triangular region can be calculated as: Area(D)=0103xdydx\text{Area}(D) = \int_{0}^{1} \int_{0}^{3x} dy \, dx Evaluate the inner integral first: 03xdy=3x\int_{0}^{3x} dy = 3x Now, integrate with respect to xx: 013xdx=301xdx=3[x22]01=312=32\int_{0}^{1} 3x \, dx = 3 \int_{0}^{1} x \, dx = 3 \left[ \frac{x^2}{2} \right]_{0}^{1} = 3 \cdot \frac{1}{2} = \frac{3}{2}

    Therefore, the area of DD is 32\frac{3}{2}.

  3. Find the joint density: Since (X,Y)(X, Y) is uniformly distributed over DD, the joint density function fXY(x,y)f_{XY}(x, y) is constant within DD and zero outside of DD. The constant value is the reciprocal of the area of DD.

    Thus, the joint density fXY(x,y)f_{XY}(x, y) is:

    \frac{2}{3} & \text{if } 0 < x < 1 \text{ and } 0 < y < 3x \\ 0 & \text{otherwise} \end{cases}$$

Therefore, the correct joint density function is:

\frac{2}{3} & \text{for } 0 < x < 1 \text{ and } 0 < y < 3x \\ 0 & \text{otherwise} \end{cases}$$ Would you like more details or have any questions? Here are some related questions to consider: 1. How do we find the marginal densities $$f_X(x)$$ and $$f_Y(y)$$? 2. What is the expectation $$E[X]$$ for this distribution? 3. How can we find the covariance $$\text{Cov}(X, Y)$$ of this distribution? 4. What is the conditional density $$f_{Y|X}(y|x)$$? 5. Can we determine if $$X$$ and $$Y$$ are independent? 6. How do we compute the cumulative distribution function (CDF) $$F_{XY}(x, y)$$? 7. How would the density change if the region $$D$$ was different, e.g., $$2X > Y$$ instead of $$3X > Y$$? 8. What are some real-world examples of distributions similar to this one? **Tip**: When dealing with joint distributions, always check the bounds of the variables and the region they cover to correctly identify the support of the density function.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Joint Probability Density Function

Formulas

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Theorems

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Suitable Grade Level

Advanced Undergraduate