Give step-by-step solution with explanation and final answer:
Problem 2: Suppose \[ f_{X}(x)=\left\{\begin{array}{cc} 1 / 3 & 0 \leq x \leq 3 \\ 0 & \text { otherwise } \end{array} \text { and } f_{Y}(y)=\left\{\begin{array}{cc} c y & 0 \leq y \leq 5 \\ 0 & \text { otherwise } \end{array}\right.\right. \] Now suppose
X
and
Y
are independent (a) determine
c
. (b) determine the joint
PDFf
X,Y
(x,y)
(c) determine
cov(X,Y)
(d) determine
P(X
Question:
Give step-by-step solution with explanation and final answer:
Problem 2: Suppose \[ f_{X}(x)=\left\{\begin{array}{cc} 1 / 3 & 0 \leq x \leq 3 \\ 0 & \text { otherwise } \end{array} \text { and } f_{Y}(y)=\left\{\begin{array}{cc} c y & 0 \leq y \leq 5 \\ 0 & \text { otherwise } \end{array}\right.\right. \] Now suppose
X
and
Y
are independent (a) determine
c
. (b) determine the joint
PDFf
X,Y
(x,y)
(c) determine
cov(X,Y)
(d) determine
P(X
This is AI generated Response.
Asked by: Test User 100005
Created at: 2025-04-25 16:39:55
Final Answer:
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Let's solve the problem step by step:
---
### **Problem 2**
Given:
\[
f_{X}(x)=
\begin{cases}
1 / 3 & 0 \leq x \leq 3 \\
0 & \text{otherwise}
\end{cases}
\]
\[
f_{Y}(y)=
\begin{cases}
c y & 0 \leq y \leq 5 \\
0 & \text{otherwise}
\end{cases}
\]
\(X\) and \(Y\) are independent.
---
## **(a) Determine \(c\).**
Since \(f_Y(y)\) is a probability density function, it must integrate to 1 over its domain:
\[
\int_{-\infty}^{\infty} f_Y(y) \, dy = 1
\]
Since \(f_Y(y) = c y\) for \(0 \leq y \leq 5\):
\[
\int_0^{5} c y \, dy = 1
\]
\[
c \int_0^{5} y \, dy = 1
\]
\[
c \left[ \frac{y^2}{2} \right]_0^5 = 1
\]
\[
c \left( \frac{25}{2} - 0 \right) = 1
\]
\[
c \cdot \frac{25}{2} = 1
\]
\[
c = \frac{2}{25}
\]
**Final answer for (a):**
\[
\boxed{c = \frac{2}{25}}
\]
---
## **(b) Determine the joint PDF \(f_{X,Y}(x, y)\).**
Since \(X\) and \(Y\) are independent:
\[
f_{X,Y}(x, y) = f_X(x) f_Y(y)
\]
So,
- \(f_X(x) = \frac{1}{3}\) for \(0 \leq x \leq 3\), 0 otherwise.
- \(f_Y(y) = \frac{2}{25}y\) for \(0 \leq y \leq 5\), 0 otherwise.
Thus,
\[
f_{X,Y}(x, y) =
\begin{cases}
\frac{1}{3} \cdot \frac{2}{25} y = \frac{2}{75} y & 0 \leq x \leq 3,\; 0 \leq y \leq 5 \\
0 & \text{otherwise}
\end{cases}
\]
**Final answer for (b):**
\[
\boxed{
f_{X,Y}(x, y) =
\begin{cases}
\frac{2}{75} y & 0 \leq x \leq 3,\; 0 \leq y \leq 5 \\
0 & \text{otherwise}
\end{cases}
}
\]
---
## **(c) Determine \(\operatorname{cov}(X, Y)\).**
Recall:
\[
\operatorname{cov}(X,Y) = E[XY] - E[X]E[Y]
\]
First, calculate \(E[X]\), \(E[Y]\), and \(E[XY]\):
### **Find \(E[X]\):**
\[
E[X] = \int_{0}^{3} x \cdot \frac{1}{3} dx = \frac{1}{3} \int_0^3 x dx = \frac{1}{3} \cdot \left[\frac{x^2}{2}\right]_0^3 = \frac{1}{3} \cdot \frac{9}{2} = \frac{3}{2}
\]
### **Find \(E[Y]\):**
\[
E[Y] = \int_0^5 y \cdot \frac{2}{25}y dy = \frac{2}{25} \int_0^5 y^2 dy = \frac{2}{25} \cdot \left[ \frac{y^3}{3} \right]_0^5 = \frac{2}{25} \cdot \frac{125}{3} = \frac{2 \times 125}{25 \times 3} = \frac{250}{75} = \frac{10}{3}
\]
### **Find \(E[XY]\):**
Since they are independent:
\[
E[XY] = E[X]E[Y]
\]
### **Covariance:**
\[
\operatorname{cov}(X, Y) = E[XY] - E[X]E[Y] = 0
\]
**Final answer for (c):**
\[
\boxed{0}
\]
---
## **(d) Determine \(P(X < Y)\).**
\[
P(X < Y) = \iint_{x < y} f_{X,Y}(x, y) dx dy
\]
Since \(0 \leq x \leq 3\), \(0 \leq y \leq 5\):
For each \(y\), \(x\) goes from 0 to \(\min(y, 3)\):
But \(x < y\) means \(x\) goes from 0 up to \(y\) (as long as \(y \leq 3\)), and from 0 to 3 (as long as \(y > 3\)), but in that case, \(x < y\) is always satisfied for \(x \in [0,3]\).
Let's consider the two ranges for \(y\):
- \(0 \leq y \leq 3\): \(x\) goes from 0 to \(y\).
- \(3 < y \leq 5\): \(x\) goes from 0 to 3.
So,
\[
P(X < Y) = \int_{y=0}^{3} \int_{x=0}^{y} f_{X,Y}(x,y) dx dy + \int_{y=3}^{5} \int_{x=0}^{3} f_{X,Y}(x,y) dx dy
\]
Recall \(f_{X,Y}(x, y) = \frac{2}{75} y\):
First term:
\[
\int_{y=0}^{3} \int_{x=0}^{y} \frac{2}{75} y dx dy
= \int_{y=0}^{3} \frac{2}{75} y \int_{x=0}^{y} dx dy
= \int_{y=0}^{3} \frac{2}{75} y (y - 0) dy
= \int_{y=0}^{3} \frac{2}{75} y^2 dy
= \frac{2}{75} \int_{y=0}^{3} y^2 dy
= \frac{2}{75} \left[ \frac{y^3}{3} \right]_0^3
= \frac{2}{75} \cdot \frac{27}{3}
= \frac{2}{75} \cdot 9
= \frac{18}{75}
= \frac{6}{25}
\]
Second term:
\[
\int_{y=3}^{5} \int_{x=0}^{3} \frac{2}{75} y dx dy
= \int_{y=3}^{5} \frac{2}{75} y \int_{x=0}^{3} dx dy
= \int_{y=3}^{5} \frac{2}{75} y \cdot 3 dy
= \int_{y=3}^{5} \frac{6}{75} y dy
= \frac{2}{25} \int_{y=3}^{5} y dy
= \frac{2}{25} \left[ \frac{y^2}{2} \right]_3^5
= \frac{1}{25} \left( 25 - 9 \right )
= \frac{1}{25} \cdot 16
= \frac{16}{25}
\]
Add the two results:
\[
P(X < Y) = \frac{6}{25} + \frac{16}{25} = \frac{22}{25}
\]
**Final answer for (d):**
\[
\boxed{\frac{22}{25}}
\]
---
## **(e) Determine the joint CDF \(F_{X,Y}(x, y)\).**
By definition,
\[
F_{X,Y}(x, y) = P(X \leq x, Y \leq y) = \int_{-\infty}^x \int_{-\infty}^y f_{X,Y}(u, v) dv\, du
\]
But since \(f_{X,Y}(u,v) = 0\) unless \(0 \leq u \leq 3\) and \(0 \leq v \leq 5\), we can restrict the integration accordingly:
For \(x < 0\) or \(y < 0\), \(F_{X,Y}(x, y) = 0\).
For \(
Question:
what about part e
This is AI generated Response.
Asked by: Test User 100005
Created at: 2025-04-25 16:41:26
Final Answer:
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Let's carefully derive the joint CDF \(F_{X,Y}(x,y) = P(X \leq x, Y \leq y)\).
---
### **Part (e): Find the joint CDF \(F_{X,Y}(x,y)\).**
Recall:
\[
F_{X,Y}(x,y) = P(X \leq x, Y \leq y) = \iint_{u \leq x, v \leq y} f_{X,Y}(u,v) \, du \, dv
\]
Given the joint PDF from part (b):
\[
f_{X,Y}(u,v) =
\begin{cases}
\frac{2}{75} v & 0 \leq u \leq 3, \quad 0 \leq v \leq 5 \\
0 & \text{otherwise}
\end{cases}
\]
---
### **Step-by-step derivation:**
Since the support is limited to \(0 \leq u \leq 3\) and \(0 \leq v \leq 5\), the joint CDF depends on the values of \(x\) and \(y\):
1. **If \(x < 0\) or \(y < 0\):**
\[
F_{X,Y}(x,y) = 0
\]
2. **If \(x \geq 0\) and \(y \geq 0\):**
- The limits of integration are from \(u=0\) to \(u = \min(x, 3)\),
- and for each \(u\), from \(v=0\) to \(v = \min(y, 5)\),
- considering the support restrictions.
So:
\[
F_{X,Y}(x,y) = \int_{u=0}^{\min(x,3)} \int_{v=0}^{\min(y,5)} \frac{2}{75} v \, dv \, du
\]
---
### **Evaluate the inner integral:**
\[
\int_{v=0}^{\min(y,5)} \frac{2}{75} v \, dv = \frac{2}{75} \left[ \frac{v^2}{2} \right]_0^{\min(y,5)} = \frac{1}{75} \left[ v^2 \right]_0^{\min(y,5)} = \frac{1}{75} (\min(y,5))^2
\]
---
### **Evaluate the outer integral:**
\[
F_{X,Y}(x,y) = \int_{u=0}^{\min(x,3)} \frac{1}{75} (\min(y,5))^2 \, du
\]
Since \(\frac{1}{75} (\min(y,5))^2\) is constant with respect to \(u\), the integral simplifies to:
\[
F_{X,Y}(x,y) = \frac{1}{75} (\min(y,5))^2 \times \left[ u \right]_0^{\min(x,3)} = \frac{1}{75} (\min(y,5))^2 \times \min(x,3)
\]
---
### **Final expression:**
\[
\boxed{
F_{X,Y}(x,y) =
\begin{cases}
0, & x < 0 \text{ or } y < 0 \\
\frac{\min(x,3) \cdot (\min(y,5))^2}{75}, & x \geq 0, y \geq 0
\end{cases}
}
\]
---
### **Summary:**
- For \(x \geq 0\) and \(y \geq 0\):
\[
\boxed{
F_{X,Y}(x,y) = \frac{\min(x,3) \cdot (\min(y,5))^2}{75}
}
\]
- For \(x < 0\) or \(y < 0\):
\[
F_{X,Y}(x,y) = 0
\]
This completes part (e).
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