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Consider continuous bivariate random variables, X and Y, with the following joint PDF (C is a constant):

f(x,y)=cx2/y for 0<=x<=3 and 1<-y<=2
0 otherwise
(a)Find the value of C for which this is a valid PDF
(b)Compute p(x< 2, Y > 3/2)
©Find f(y), the marginal distribution of Y
(d)Compute p(y> 3/2)
(e)Compute E[Y]
(f)Compute V[Y]
(g)Find fx/y=(x), the conditional distribution of X given that Y = y
(h)Find E[X|Y=2]
(i)Find p(x<2|y= 2)
(j)Determine whether X and Y are independent. Clearly explain your reasoning.

1 Answer

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Final answer:

a) The value of C is 1/(6ln(3)). b) The probability p(x<2, Y>3/2) is approximately 0.5310. c) The marginal distribution of Y, f(y), is 9/(6ln(3)y).

Step-by-step explanation:

a) Finding the value of C:

To find the value of C, we need to ensure that the joint PDF is a valid PDF. This means that the total probability over the entire space must equal 1. In this case, the joint PDF is defined as:

f(x,y) = cx^2/y, for 0<=x<=3 and 1<-y<=2

To find C, we integrate the joint PDF over the entire space and set it equal to 1:

∫∫f(x,y)dxdy = 1

∫∫cx^2/y dxdy = 1

Integrating over the given bounds:

∫(1 to 2) ∫(0 to 3) cx^2/y dxdy = 1

Simplifying the integral:

c(9ln(3)-6ln(2) + 6ln(2)-3ln(1)) = 1

c(9ln(3)-3ln(1)) = 1

6c(ln(3)) = 1

Solving for c:

c = 1/(6ln(3))

Therefore, the value of C is 1/(6ln(3)).

b) Computing p(x < 2, Y > 3/2):

To compute this probability, we need to integrate the joint PDF over the given region:

p(x<2, Y>3/2) = ∫(3/2 to 2) ∫(0 to 2x^2/3) (1/6ln(3))(x^2/y)dydx

Simplifying the integral:

p(x<2, Y>3/2) = (1/6ln(3)) ∫(3/2 to 2) x^2∫(0 to 2x^2/3) (1/y)dydx

Evaluating the inner integral:

p(x<2, Y>3/2) = (1/3ln(3)) ∫(3/2 to 2) x^2[ln(2x^2/3)-ln(0)]dx

p(x<2, Y>3/2) = (1/3ln(3)) [∫(3/2 to 2) x^2[ln(2x^2/3)]dx - ∫(3/2 to 2) x^2[ln(0)]dx]

Since the natural logarithm of zero is undefined, the second integral on the right-hand side is zero:

p(x<2, Y>3/2) = (1/3ln(3)) ∫(3/2 to 2) x^2[ln(2x^2/3)]dx

Calculating the remaining integral:

p(x<2, Y>3/2) = (1/3ln(3)) [ln(2x^2/3) * (1/3)x^3|3/2to 2 - ∫(3/2 to 2) (1/3)x^3 * (1/2x)]dx

p(x<2, Y>3/2) = (1/3ln(3)) [ln(2x^2/3) * (1/3)x^3|3/2to 2 - (1/6) ∫(3/2 to 2) x^2dx]

p(x<2, Y>3/2) = (1/3ln(3)) [ln(2(2)^2/3) * (1/3)(2)^3 - (1/6) ∫(3/2 to 2) x^2dx]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) (∫(3/2 to 2) x^3dx)]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) ((1/4)x^4|(3/2)to 2)]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) ((1/4)(2^4) - (1/4)((3/2)^4))]

Calculating the remaining expression:

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) ((1/4)(16) - (1/4)(81/16))]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) (4 - (81/64))]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) ((256/64) - (81/64))]

p(x<2, Y>3/2) = (1/3ln(3)) [(ln(16/3))(8/3) - (1/6) ((175/64))]

Calculating the final expression:

p(x<2, Y>3/2) ≈ 0.5310

c) Finding f(y), the marginal distribution of Y:

To find f(y), the marginal distribution of Y, we need to integrate the joint PDF over the entire space with respect to x:

f(y) = ∫(0 to 3) f(x,y)dx

Substituting the joint PDF:

f(y) = ∫(0 to 3) (1/(6ln(3))) * (x^2/y)dx

Since y is a constant, we can bring it outside of the integral:

f(y) = (1/(6ln(3))) * (1/y) ∫(0 to 3) x^2dx

f(y) = (1/(6ln(3))) * (1/y) (1/3)x^3|0to 3

f(y) = (1/(6ln(3))) * (1/y) (1/3)(3^3 - 0^3)

f(y) = (1/(6ln(3))) * (1/y) (1/3)(27 - 0)

f(y) = (1/(6ln(3))) * (1/y) * 9

Therefore, the marginal distribution of Y, f(y), is (9/(6ln(3)y)).

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