Professional Documents
Culture Documents
1. (a) The total volume under the joint PDF must equal 1. Therefore,
Z ∞Z ∞
1 = fX,Y (x, y) dxdy
−∞ −∞
Z 1Z 1
= kxy dxdy
0 y
1
1 Z 1
kyx2 y ky 3
Z
= dy = − dy
0 2 y 0 2 2
1
ky 2 ky 4 k
= − =
4 8 0 8
This yields k = 8.
(b) From the joint density, we see that the marginal PDF fY (y) is only non-zero for
0 ≤ y < 1. In that region it is calculated as
Z ∞ Z 1 1
8x2 y 8y 8y 3
fY (y) = fX,Y (x, y) dx = 8xy dx = = − .
−∞ y 2 y 2 2
In summary, we write
(
4y − 4y 3 0≤y<1
fY (y) =
0 elsewhere
(c) From the joint density, we see that the marginal PDF fX (x) is non-zero only for
0 ≤ x < 1. In that region the PDF it is calculated as
Z ∞ Z x x
8xy 2
fX (x) = fX,Y (x, y) dy = 8xy dy = = 4x3
−∞ 0 4 0
In summary, we write (
4x3 0≤x<1
fX (x) =
0 elsewhere
(d) Although this region is a upper quarter-plane, the region of non-zero joint PDF
values is a quadrangle. There could be more
than 1 way to do this, here we integrate
the rectangular region from 21 , 1 , 14 , 21 , followed by the triangle with vertices
1
1 1
, 1, 12 , (1, 1). Calling the first region A and the second region B, we can
,
2 2
write the probability as (because A and B are disjoint):
Z Z Z Z
1 1
P X≥ ,Y ≥ = fX,Y (x, y) dxdy + fX,Y (x, y) dxdy
2 4 A B
Z 1Z 1 Z 1Z 1
2
= 8xy dxdy + 8xy dxdy
1 1 1
2
y 4 2
1 1
Z 1 1
Z
2 1
Z 1 Z
2
2 2 3
= 4x y y dy + 4x y 1 dy = 4y − 4y dy + 3y dy
1 1 2 1 1
2 4 2 4
1
1 3y 2 2
2 4 3
= (2y − y ) 1 +
= (2 − 1) − (1/2 − 1/16) + (1/4 − 1/16)
2 2 1 2
4
27
=
32
2. (a) The joint CDF for any point (x, y) is defined as follow:
Z x Z y
FX,Y (x, y) = P (X ≤ x, Y ≤ y) = fX,Y (u, v) dv du
−∞ −∞
Z x Z y Z v
y
1 1
FX,Y (x, y) = dv du = v du
0 6 6 0
0x 0
1 1
= yu = xy
6 0 6
2
For region 3, where (0 < x < 1, y > 2),
Z 2 Z x
1
FX,Y (x, y) = du dv
0 0 6
Z 2
x 2
1 1 1
= u dv = xv = x
0 6 0 6 0 3
Z y Z 1
1
FX,Y (x, y) = du dv
0 0 6
Z y
1 y
1 1 1
= u dv = v = y
0 6 0 6 0 6
Z 2 Z 1
1
FX,Y (x, y) = du dv
0 0 6
Z 2
1 2
1 1 1
= u dv = v =
0 6 0 6 0 3
3
For region 6, where (2 < x ≤ 4, 0 < y ≤ 2),
Z y Z 1 Z yZ x
1 1
FX,Y (x, y) = du dv + du dv
0 0 6 0 2 6
Z y x
1 1
= y+ u dv (from region 4)
6 0 6 2
y
1 1 1 1 1 1 1 1
= y + ( x − )v = y + xy − y = xy − y
6 6 3 0 6 6 3 6 6
Z 2 1
Z 2Z x
Z
1 1
FX,Y (x, y) = du dv + du dv
0 0 6 0 2 6
Z 2 x
1 1
= + u dv (from region 5)
3 0 6 2
2
1 1 1
= + ( x − )v
3 6 3 0
1 1 2 1 1
= + x− = x−
3 3 3 3 3
4
Z y Z 1
Z yZ 4
1 1
FX,Y (x, y) = du dv + du dv
0 0 6 0 2 6
Z y 1 Z y 4 y y
1 1 1 1
= u dv + u dv = v + v
0 6 0 0 6 2 6 0 3 0
1 1 1
= y+ y= y
6 3 2
In summary, we write
0, x ≤ 0 or y ≤ 0
1
xy, 0 < x ≤ 1, 0 < y ≤ 2
6
1
3
x, 0 < x ≤ 1, y > 2
1
1 < x ≤ 2, 0 < y ≤ 2
6
y,
1
FX,Y (x, y) = 3
, 1 < x ≤ 2, y > 2
1
xy − 16 y,
6
2 < x ≤ 4, 0 < y ≤ 2
1
x − 13 , 2 < x ≤ 4, y > 2
3
1
2
y, x > 4, 0 < y ≤ 2
1 x > 2, y > 4
(c.) fY (y) is non-zero only for 0 < y < 2, for those values
Z ∞
fY (y) = fX,Y (u, y) du
−∞
Z 1 Z 4 1 4
1 1 1 1
= du + du = +
0 6 2 6 6 0 6 2
1 1 1
= + =
6 3 2
therefore ( 1
2
, 0<y<2
fY (y) =
0, else
5
(d.) fX (x) is non-zero only for 0 < x < 1 and 2 < x < 4, for those values
Z ∞
fX (x) = fX,Y (x, v) dv
−∞
Z 2 2
1 1 1
= dv = =
0 6 6 0 3
therefore ( 1
3
, 0 < x < 1, 2 < x < 4
fX (x) =
0, else
3. a. It is the upper-triangular region in the first quadrant with a boundary being the line
y = x.
= 2e−2x
Thus,
2e−2x , x ≥ 0
fX (x) =
0, elsewhere
Like in the case of fX (x), the marginal pdf fY (y) is only non-zero for y ≥ 0.
Z ∞
fY (y) = fX,Y (x, y) dx
−∞
Z y
= 2e−x e−y dx
0
y
= −2e−x e−y 0
= 2e−y 1 − e−y
Thus,
2e−y (1 − e−y ) , y ≥ 0
fY (y) =
0, elsewhere
Clearly fX,Y (x, y) 6= fX (x)fY (y), so we conclude that the random variables X
and Y are not independent.
6
(b) From the joint pdf of part a), we see that the marginal pdf fX (x) is only non-zero
for 0 ≤ x < 1. In that region the PDF can be calculated as
Z ∞ Z 2 2
y y 2
fX,Y (x, y) dy = dy = = 1
−∞ 0 2 4 0
In summary, we write (
1 0≤x<1
fX (x) =
0 else
(c) From the joint pdf of part a), we see that the marginal pdf fY (y) is only non-zero
for 0 ≤ y < 2. In that region the PDF can be calculated as
Z ∞ Z 1
y y
fX,Y (x, y) dx = dx =
−∞ 0 2 2
In summary, we write
y
(
2
0≤y<2
fY (y) =
0 else
(d) The desired probability is over the upper-left region of a quarter-plane starting at
( 12 , 1). However, the joint PDF is only non-zero in the rectangular region defined in
part a). Thus we need only integrate over the region where the PDF is non-zero:
Z ∞Z 1
1 2
P X≤ ,Y >1 = fX,Y (x, y) dxdy
2 1 −∞
Z 2Z 1
2 y
= dxdy
1 0 2
Z 2 2
1 y 1 y 2
= · dy =
1 2 2 2 4 1
1 1 3
= 1− =
2 4 8