Math Problem Statement
Consider the following joint PDF of π and π : π(π₯, π¦) = π(π₯ + 3π¦) 0 < π₯ < 1, 0 < π¦ < 1 and zero otherwise. Find (a) the value of π
Solution
To find the value of , we use the fact that the total probability of the joint probability density function (PDF) over the entire range of and must equal 1. This means that we need to integrate the given joint PDF over the region where it is defined, which is and .
Step 1: Set up the integral
The total probability is given by:
Substitute :
Step 2: Solve the integral
First, we integrate with respect to :
Now, calculate the integral with respect to :
This simplifies to:
Step 3: Integrate with respect to
Now, integrate the result with respect to :
Evaluating this:
Step 4: Solve for
Now, substitute the result back into the equation:
Thus,
Final Answer:
The value of is .
Would you like to explore any specific details of the calculation or related concepts? Here are a few related questions:
- What are the marginal distributions of and ?
- How do you compute the expected value of and given the joint PDF?
- What is the covariance of and ?
- How can we find the conditional PDF of given ?
- How do you check if and are independent?
Tip: When solving joint PDFs, remember that the integral of the entire PDF over the defined range must always equal 1.
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Math Problem Analysis
Mathematical Concepts
Joint Probability Density Function
Integration
Normalization of PDFs
Formulas
β«β« f(x, y) dx dy = 1
f(x, y) = c(x + 3y)
β«_0^1 β«_0^1 c(x + 3y) dx dy
Theorems
Normalization of Probability Density Functions (PDFs)
Suitable Grade Level
Undergraduate - Probability and Statistics
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