Math Problem Statement

1.        The joint pdf of a two dimensional random variable (𝑋, π‘Œ) is given by

         𝑓(π‘₯, 𝑦) =

(i) Compute (a) 𝑃(X > 1) and (b)  𝑃 (Y < 5/2 )

(ii) Compute 𝑃 (X > 1/ Y < 5/2 )

 (iii) 𝑃(X + Y ≀ 3)   

Solution

To solve the given problems, we need to know the exact form of the joint probability density function (pdf) f(x,y)f(x, y) of the two-dimensional random variable (X,Y)(X, Y). However, since the explicit form of f(x,y)f(x, y) is missing from the problem statement, I'll guide you through the general approach to solving each part.

General Approach:

  1. Identify the given joint pdf f(x,y)f(x, y).

    • The joint pdf f(x,y)f(x, y) should be defined over a certain range for xx and yy. It should also satisfy the property: βˆ«βˆ’βˆžβˆžβˆ«βˆ’βˆžβˆžf(x,y) dx dy=1\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} f(x, y) \, dx \, dy = 1
    • Based on the given f(x,y)f(x, y), we can find the marginal pdfs fX(x)f_X(x) and fY(y)f_Y(y) by integrating out the other variable.
  2. (i) Compute P(X>1)P(X > 1) and P(Y<5/2)P(Y < 5/2).

    • P(X>1)P(X > 1) is obtained by integrating the joint pdf over the appropriate region: P(X>1)=∫1∞(βˆ«βˆ’βˆžβˆžf(x,y) dy)dxP(X > 1) = \int_{1}^{\infty} \left( \int_{-\infty}^{\infty} f(x, y) \, dy \right) dx
    • P(Y<5/2)P(Y < 5/2) is similarly obtained by integrating over: P(Y<5/2)=βˆ«βˆ’βˆž5/2(βˆ«βˆ’βˆžβˆžf(x,y) dx)dyP(Y < 5/2) = \int_{-\infty}^{5/2} \left( \int_{-\infty}^{\infty} f(x, y) \, dx \right) dy
  3. (ii) Compute P(X>1∣Y<5/2)P(X > 1 \mid Y < 5/2).

    • This is the conditional probability: P(X>1∣Y<5/2)=P(X>1 and Y<5/2)P(Y<5/2)P(X > 1 \mid Y < 5/2) = \frac{P(X > 1 \text{ and } Y < 5/2)}{P(Y < 5/2)}
    • P(X>1 and Y<5/2)P(X > 1 \text{ and } Y < 5/2) is found by integrating the joint pdf over the region where x>1x > 1 and y<5/2y < 5/2: P(X>1 and Y<5/2)=∫1βˆžβˆ«βˆ’βˆž5/2f(x,y) dy dxP(X > 1 \text{ and } Y < 5/2) = \int_{1}^{\infty} \int_{-\infty}^{5/2} f(x, y) \, dy \, dx
  4. (iii) Compute P(X+Y≀3)P(X + Y \leq 3).

    • This probability is found by integrating over the region where x+y≀3x + y \leq 3: P(X+Y≀3)=βˆ«βˆ’βˆžβˆžβˆ«βˆ’βˆž3βˆ’yf(x,y) dx dyP(X + Y \leq 3) = \int_{-\infty}^{\infty} \int_{-\infty}^{3-y} f(x, y) \, dx \, dy
    • This region is determined by the condition x+y≀3x + y \leq 3.

Summary:

Without the specific form of f(x,y)f(x, y), the exact calculations can't be completed. However, the above steps outline how you would approach each part of the problem once f(x,y)f(x, y) is provided. If you provide the joint pdf f(x,y)f(x, y), I can perform the specific calculations for you.

Would you like to provide the form of f(x,y)f(x, y), or do you have any other questions?

Here are 5 related questions to explore further:

  1. How do you determine the marginal distribution from a joint pdf?
  2. What are the conditions for two random variables to be independent based on their joint pdf?
  3. How do you compute the expected value of a function of two random variables given their joint pdf?
  4. How would you find the correlation coefficient between XX and YY given their joint pdf?
  5. How can you visualize the joint pdf of two random variables using a 3D plot?

Tip: When working with joint distributions, always ensure that the pdf is normalized (integrates to 1) and carefully define the limits of integration based on the problem's constraints.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Joint Probability Distribution
Marginal Probability
Conditional Probability

Formulas

Law of Total Probability
Bayes' Theorem

Theorems

-

Suitable Grade Level

Advanced Undergraduate