Suppose that the joint PDF of (๐, ๐) is๐(๐ฅ, ๐ฆ) = ๐โ1 โ ๐ฅ2 โ ๐ฆ2, ๐ฅ2 + ๐ฆ2 โค 1.Find the marginal PDF ๐๐(๐ฅ) and the constant ๐ . (iint: consider transformations like๐ฆ = ๐ sin(๐) when calculating the integral) (10 points)
Question
Suppose that the joint PDF of (๐, ๐) is๐(๐ฅ, ๐ฆ) = ๐โ1 โ ๐ฅ2 โ ๐ฆ2, ๐ฅ2 + ๐ฆ2 โค 1.Find the marginal PDF ๐๐(๐ฅ) and the constant ๐ . (iint: consider transformations like๐ฆ = ๐ sin(๐) when calculating the integral) (10 points)
Solution
To find the marginal PDF ๐๐(๐ฅ) and the constant ๐, we need to integrate the joint PDF over the entire range of y.
First, let's find the constant ๐. The joint PDF must integrate to 1 over the region ๐ฅยฒ + ๐ฆยฒ โค 1. This is a circle of radius 1, so we can switch to polar coordinates for easier calculation. Let ๐ฅ = ๐ cos(๐) and ๐ฆ = ๐ sin(๐). Then ๐ยฒ = ๐ฅยฒ + ๐ฆยฒ and ๐๐ฅ๐๐ฆ = ๐๐๐๐๐. The limits of integration for ๐ are 0 to 1 and for ๐ are 0 to 2๐.
So, we have:
โซโซ ๐โ1 - ๐ยฒ * ๐๐๐๐๐ from ๐=0 to 1 and ๐=0 to 2๐ = 1
Solving this integral gives ๐ = 1/2๐.
Now, let's find the marginal PDF ๐๐(๐ฅ). This is the integral of the joint PDF over all ๐ฆ, or in polar coordinates, over all ๐ from 0 to 2๐.
So, ๐๐(๐ฅ) = โซ ๐โ1 - ๐ฅยฒ - ๐ฆยฒ ๐๐ฆ from ๐ฆ=-โ(1-๐ฅยฒ) to โ(1-๐ฅยฒ)
Switching to polar coordinates, this becomes:
๐๐(๐ฅ) = โซ ๐โ1 - ๐ยฒ * ๐๐๐ from ๐=0 to 2๐
Solving this integral gives ๐๐(๐ฅ) = โ(1 - ๐ฅยฒ) for -1 โค ๐ฅ โค 1.
Similar Questions
Let (X,Y) be a two-dimensional non-negative continuous random variable having the joint density๐(๐ฅ, ๐ฆ) = { 4๐ฅ๐ฆ๐โ(๐ฅ2+๐ฆ2); ๐ฅ โฅ 0, ๐ฆ โฅ 00 ๐๐๐ ๐ ๐คโ๐๐๐ Find the density function of U=โ๐2 + ๐2.
eet the joint p.d.f. of X1 and X2 be:โ(๐ฅ1, ๐ฅ2) = {8๐ฅ1๐ฅ2 for 0 < ๐ฅ1 < ๐ฅ2 < 10 otherwisea) Find the joint p.d.f. of ๐1 = ๐1๐2and ๐2 = ๐2b) Are ๐1 and ๐2 independent? Why? (10 points
The joint pdf of two continuous random variables ๐X and ๐Y is given by๐๐๐(๐ฅ,๐ฆ)={4๐ฅ๐ฆ1440โค๐ฅโค14,0โค๐ฆโค140otherwisef XYโ (x,y)={ 14 4 4xyโ 0โ 0โคxโค14,0โคyโค14otherwiseโ Are ๐X and ๐Y independent?YesNo
. The two-dimensional random variables ( ๐ , ๐ ) (X,Y) have the joint density function: ๐ ( ๐ฅ , ๐ฆ ) = 2 ๐ฅ + ๐ฆ 20 , ๐ฅ = 0 , 1 , 2 , ย andย ๐ฆ = 0 , 1 , 2 f(x,y)= 20 2x+y โ ,x=0,1,2,ย andย y=0,1,2 (a) Find the joint cumulative distribution function (CDF) of ๐ X and ๐ Y. (b) Determine if ๐ X and ๐ Y are independent.
Suppose that X and Y have the joint probability density function: f(x,y) = 30x^2y^2(1 - x^2 - y^2) for 0 โค x โค 1 and 0 โค y โค 1. What is the marginal probability density function of X?Review LaterfX(x) = 15x(1 - x^2) for 0 โค x โค 1fX(x) = 15x^2(1 - x^2) for 0 โค x โค 1fX(x) = 10x(1 - x^2) for 0 โค x โค 1fX(x) = 10x^2(1 - x^2) for 0 โค x โค 1
Upgrade your grade with Knowee
Get personalized homework help. Review tough concepts in more detail, or go deeper into your topic by exploring other relevant questions.