- #1
Addez123
- 199
- 21
- Homework Statement
- p = P(2X <= Y^2) where,
X = Y =
F(x) = 1 - 1/x^3, x >= 1
F(x) = 0, x < 1
Calculate p using a double intergral.
- Relevant Equations
- Pareto distribution
Background information
Earlier they've shown that some double integrals can be simulated if it contains pdfs.
Ex: $$\int \int cos(xy)e^{-x-y^2} dx dy$$
Can be solved by setting:
Exponential distribution
$$f(x) = e^{-x}, Exp(1)$$
Normal distribution
$$f(y) = e^{-y^2}, N(0, 1/\sqrt 2)$$By knowing this we can simulate a lot of $$N(0, 1/\sqrt 2)$$ and Exp(1) values, and put them into $$cos(xy)$$ then take the mean value of all those products to get the mean, aka. the most probable answer.
Problem
In this exercise I'm suppose to solve the probability using double integrals and I have no clue where to start.
I can integrate both X and Y but what's the point?
Am I suppose to solve
$$ \int _1^\infty \int _1^\infty 2X - Y^2 dx dy$$
That's not going to give me a value between 0 and 1.
This is where I'm stuck.
Earlier they've shown that some double integrals can be simulated if it contains pdfs.
Ex: $$\int \int cos(xy)e^{-x-y^2} dx dy$$
Can be solved by setting:
Exponential distribution
$$f(x) = e^{-x}, Exp(1)$$
Normal distribution
$$f(y) = e^{-y^2}, N(0, 1/\sqrt 2)$$By knowing this we can simulate a lot of $$N(0, 1/\sqrt 2)$$ and Exp(1) values, and put them into $$cos(xy)$$ then take the mean value of all those products to get the mean, aka. the most probable answer.
Problem
In this exercise I'm suppose to solve the probability using double integrals and I have no clue where to start.
I can integrate both X and Y but what's the point?
Am I suppose to solve
$$ \int _1^\infty \int _1^\infty 2X - Y^2 dx dy$$
That's not going to give me a value between 0 and 1.
This is where I'm stuck.