- #1
RET80
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Homework Statement
Y1 and Y2 have a joint probability density function given by:
f(y1,y2) = {8y1y22, 0<=y1<=1, 0<=y2<=1, y12<=y2
0, Elsewhere
Homework Equations
f1(y1) =ʃ f(y1,y2) dy2
f2(y2) =ʃ f(y1,y2) dy1
For E(Y) (later, discussed in part 3):
E(Y1) = ʃ y1f(y1,y2) dy1
E(Y2) = ʃ y1f(y1,y2) dy2
All integrals are set to -infinity to +infinity, which are then adjusted to the boundaries of the density function
The Attempt at a Solution
I attempted both marginal functions and set the limits of integration as follows:
for f1(y1), limits of integration were: y1 to 1
for f2(y2), limits of integration were: sqrt(y2) to 0
With those limits of integration set up, I then solved for both separately and received the answers:
f1(y1) = 8/3y1 - 8/3y17
f2(y2) = 4y23
Now my question is, are my limits of integration setup correctly for this kind of question/equation. I don't think they are because after this, I solve for E(Y1) and E(Y2) and if I'm not mistaken, those must be whole numbers and not numbers with variables and if I use the same limits of integration that I used here, it will not work (or it will and just look awful). Not too sure here.