Math Problem Statement

Consider the following joint PDF of 𝑋 and π‘Œ : 𝑓(π‘₯, 𝑦) = 𝑐(π‘₯ + 3𝑦) 0 < π‘₯ < 1, 0 < 𝑦 < 1 and zero otherwise. Find (a) the value of 𝑐

Solution

To find the value of cc, we use the fact that the total probability of the joint probability density function (PDF) over the entire range of XX and YY must equal 1. This means that we need to integrate the given joint PDF f(x,y)=c(x+3y)f(x, y) = c(x + 3y) over the region where it is defined, which is 0<x<10 < x < 1 and 0<y<10 < y < 1.

Step 1: Set up the integral

The total probability is given by:

∫01∫01f(x,y) dx dy=1\int_0^1 \int_0^1 f(x, y) \, dx \, dy = 1

Substitute f(x,y)=c(x+3y)f(x, y) = c(x + 3y):

∫01∫01c(x+3y) dx dy=1\int_0^1 \int_0^1 c(x + 3y) \, dx \, dy = 1

Step 2: Solve the integral

First, we integrate with respect to xx:

∫01c(x+3y) dx=c∫01(x+3y) dx\int_0^1 c(x + 3y) \, dx = c \int_0^1 (x + 3y) \, dx

Now, calculate the integral with respect to xx:

∫01(x+3y) dx=[x22+3yx]01=122+3y(1)βˆ’(022+3y(0))\int_0^1 (x + 3y) \, dx = \left[ \frac{x^2}{2} + 3yx \right]_0^1 = \frac{1^2}{2} + 3y(1) - \left( \frac{0^2}{2} + 3y(0) \right)

This simplifies to:

12+3y\frac{1}{2} + 3y

Step 3: Integrate with respect to yy

Now, integrate the result with respect to yy:

∫01(12+3y) dy=[y2+3y22]01\int_0^1 \left( \frac{1}{2} + 3y \right) \, dy = \left[ \frac{y}{2} + \frac{3y^2}{2} \right]_0^1

Evaluating this:

12(1)+32(12)βˆ’(12(0)+32(02))=12+32=2\frac{1}{2}(1) + \frac{3}{2}(1^2) - \left( \frac{1}{2}(0) + \frac{3}{2}(0^2) \right) = \frac{1}{2} + \frac{3}{2} = 2

Step 4: Solve for cc

Now, substitute the result back into the equation:

cΓ—2=1c \times 2 = 1

Thus,

c=12c = \frac{1}{2}

Final Answer:

The value of cc is 12\frac{1}{2}.


Would you like to explore any specific details of the calculation or related concepts? Here are a few related questions:

  1. What are the marginal distributions of XX and YY?
  2. How do you compute the expected value of XX and YY given the joint PDF?
  3. What is the covariance of XX and YY?
  4. How can we find the conditional PDF of XX given Y=yY = y?
  5. How do you check if XX and YY 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

∫∫ f(x, y) dx dy = 1
f(x, y) = c(x + 3y)
∫_0^1 ∫_0^1 c(x + 3y) dx dy

Theorems

Normalization of Probability Density Functions (PDFs)

Suitable Grade Level

Undergraduate - Probability and Statistics