Computing joint cumulative distribution function

In summary, $F(x,y) = P(X ≤ \min(x, y^{1/3}))$, and since $X$ has an exponential distribution with parameter $\lambda$, the joint distribution can be calculated by substituting $x$ with $min(x, y^{1/3})$ in the formula for the exponential distribution, resulting in $F(x,y) = 1 - e^{-\lambda \min(x, y^{1/3})}$.
  • #1
vincentvance
9
0
With X having the exponential $(\lambda)$ distribution and $Y = X^3$, how do I compute the joint cumulative distribution function?

Here is how far I've come:

$F(x,y) = P(X ≤ x, Y ≤ y) = P(X ≤ x, x^3 ≤ y) = P(X ≤ x, X ≤ y^{1/3}) = P(X ≤ min(x, y^{1/3})$,

$f_x(x) = \lambda e^{-\lambda x}$$ for $ x ≥ 0, 0 otherwise,

$f_y(y) = \lambda /3 y^{-2/3}e^{-\lambda y^{1/3}}$$ for $ y ≥ 0, 0 otherwise.

Now I have no idea how to continue...
 
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  • #2
Hi,

What you've done so far is correct:
vincentvance said:
$F(x,y) = P(X ≤ x, Y ≤ y) = P(X ≤ x, X^3 ≤ y) = P(X ≤ x, X ≤ y^{1/3}) = P(X ≤ \min(x, y^{1/3}))$,

We know that $X$ has an exponential distribution with parameter $\lambda$, hence the joint distribution is ...
 

FAQ: Computing joint cumulative distribution function

What is a joint cumulative distribution function (CDF)?

A joint cumulative distribution function is a function that describes the probability of a random variable taking on a certain value or falling within a certain range. It is used to describe the relationship between multiple random variables.

How is a joint cumulative distribution function different from a single variable CDF?

A single variable CDF describes the probability of a single random variable, while a joint CDF considers the probabilities of multiple random variables simultaneously. It provides a more complete understanding of the relationship between these variables.

How is a joint cumulative distribution function calculated?

A joint CDF can be calculated by summing the probabilities of all possible outcomes of the multiple random variables. This can be done using a table, graph, or mathematical function.

What is the importance of computing joint cumulative distribution functions?

Joint CDFs are useful in many areas of science and statistics, including risk analysis, finance, and engineering. They provide a comprehensive understanding of the relationship between multiple variables, allowing for more accurate predictions and analysis.

What are some limitations of using joint cumulative distribution functions?

One limitation is that it can become computationally intensive when dealing with more than two variables. Additionally, the accuracy of the results may be affected by the assumptions made about the underlying distributions of the variables.

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