Math Problem Statement

Find the marginal distributions of X and Y given the joint mass function p(x, y) = \frac{C}{(x+y-1)(x+y)(x+y+1)}

Solution

Given the joint probability mass function (pmf) of XX and YY:

p(x,y)=C(x+y1)(x+y)(x+y+1)p(x, y) = \frac{C}{(x+y-1)(x+y)(x+y+1)}

we are tasked with finding the marginal distributions of XX and YY.

1. Finding the Marginal Distribution of XX

To obtain the marginal distribution pX(x)p_X(x), we need to sum the joint pmf p(x,y)p(x, y) over all possible values of yy:

pX(x)=yp(x,y)=yC(x+y1)(x+y)(x+y+1)p_X(x) = \sum_y p(x, y) = \sum_y \frac{C}{(x + y - 1)(x + y)(x + y + 1)}

Since the joint pmf depends on x+yx + y, let us introduce a change of variables:

Let z=x+yz = x + y. Then, the marginal distribution can be rewritten in terms of zz. For each fixed xx, y=zxy = z - x, so we sum over zz:

pX(x)=zC(z1)z(z+1)p_X(x) = \sum_{z} \frac{C}{(z - 1)z(z + 1)}

This marginal distribution depends on summing over all values of zz that correspond to valid values of yy, which are constrained by the domain of the joint distribution.

2. Finding the Marginal Distribution of YY

Similarly, the marginal distribution pY(y)p_Y(y) is obtained by summing the joint pmf p(x,y)p(x, y) over all possible values of xx:

pY(y)=xp(x,y)=xC(x+y1)(x+y)(x+y+1)p_Y(y) = \sum_x p(x, y) = \sum_x \frac{C}{(x + y - 1)(x + y)(x + y + 1)}

As before, we let z=x+yz = x + y. For each fixed yy, x=zyx = z - y, so the marginal pmf becomes:

pY(y)=zC(z1)z(z+1)p_Y(y) = \sum_{z} \frac{C}{(z - 1)z(z + 1)}

This gives a similar form to the marginal distribution of YY, as it also involves summing over valid values of zz.

3. Determining the Constant CC

To fully determine the marginal distributions, we must find the value of CC by ensuring that the total probability sums to 1. That is, the sum of the joint distribution over all possible xx and yy must equal 1:

xyp(x,y)=1\sum_x \sum_y p(x, y) = 1

This step typically requires summing over the specific range of xx and yy based on the problem's constraints (which are not explicitly given here).


Do you want to proceed with further steps or details on marginal distribution summation?

Relative questions:

  1. What are the valid ranges for xx and yy in the given joint pmf?
  2. How would the constant CC be determined if the ranges for xx and yy were known?
  3. Can the sum over zz be simplified for a particular range of values?
  4. Are there any assumptions needed regarding the distribution type (discrete or continuous)?
  5. How does the joint distribution change if constraints on xx and yy are introduced?

Tip:

Always check if the joint probability mass function is normalized (i.e., sums to 1) before solving for marginal distributions.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Joint Probability Distribution
Marginal Distribution

Formulas

Joint mass function: p(x, y) = \frac{C}{(x+y-1)(x+y)(x+y+1)}
Marginal distribution of X: p_X(x) = \sum_y p(x, y)
Marginal distribution of Y: p_Y(y) = \sum_x p(x, y)

Theorems

Summing over Joint Distributions
Normalization of Probability

Suitable Grade Level

Undergraduate level (Probability and Statistics)