Joint probability density function

In summary, a joint probability density function (joint PDF) is a mathematical function used to describe the probability of two or more continuous random variables occurring simultaneously. It differs from a probability density function (PDF) in that it models the relationship between multiple variables, while a PDF only describes the distribution of a single variable. Joint PDFs are calculated by taking partial derivatives of the multivariate cumulative distribution function (CDF) and have important properties such as being non-negative, having a total area of 1, and allowing for the calculation of specific outcomes. In real-world applications, joint PDFs are commonly used in fields such as statistics, economics, and engineering to analyze relationships between variables and make predictions based on data.
  • #1
kasse
384
1
Let X, Y, and Z have the joint probability density function

f(x, y, z) = kx(y^2)z, for x>0, y<1, 0<z<2

find k


[tex]\int_{0}^{2}\int_{- \infty}^{1}\int_{0}^{\infty}kxy^2z dx dy dz[/tex]

This integral should equal 1. Is my procedure correct so far? I don't manage to solve the integral...
 
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  • #2
Well, that should be correct. There is going to be an obvious problem, however. That integral does not exist. If you have positive powers of variables, you cannot have infinite ranges for them. The probability distribution given, for that range of variables, is impossible.
 

FAQ: Joint probability density function

What is a joint probability density function?

A joint probability density function (joint PDF) is a mathematical function that describes the probability of two or more continuous random variables occurring simultaneously. It is used to model the relationship between multiple variables and calculate the probability of specific outcomes.

How is a joint probability density function different from a probability density function (PDF)?

A joint PDF describes the probability distribution of multiple variables, while a PDF describes the probability distribution of a single variable. Joint PDFs are used for multivariate analysis, whereas PDFs are used for univariate analysis.

How is a joint probability density function calculated?

A joint PDF is calculated by taking the partial derivatives of the multivariate cumulative distribution function (CDF) with respect to each variable. It is represented by the symbol f(x,y), where x and y are the two variables being analyzed.

What are the properties of a joint probability density function?

Some important properties of a joint PDF include: it must be non-negative for all values of the variables, the total area under the surface must equal 1, and the probability of a specific outcome is equal to the volume under the surface enclosed by that outcome.

How is a joint probability density function used in real-world applications?

Joint PDFs are commonly used in fields such as statistics, economics, and engineering to model and analyze the relationships between multiple variables. They can be used to make predictions, calculate probabilities, and identify patterns in data. For example, a joint PDF can be used to determine the likelihood of a particular stock price based on the company's revenue and market trends.

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