Results 1 to 5 of 5

Thread: Independent Random Variable (exponential function)

  1. April 27th 2010, 01:39 PM #1
    atalay
    atalay is offline
    Junior Member atalay's Avatar
    Joined
    Apr 2010
    Posts
    27

    Independent Random Variable (exponential function)

    If the random variables X and Y have the joint pdf:


    f (x, y)= { 2e^-x-y for 0<x<y, 0<y<∞
    0, elsewhere

    Show that X and Y are dependent.

    Please help me...
    Last edited by atalay; April 27th 2010 at 01:40 PM. Reason: grammer
    Follow Math Help Forum on Facebook and Google+
  2. April 27th 2010, 02:56 PM #2
    Anonymous1
    Anonymous1 is offline
    Super Member Anonymous1's Avatar
    Joined
    Nov 2009
    From
    Big Red, NY
    Posts
    517
    Thanks
    1
    Find the marginals and show that their product != f(x,y).

    Do you know how to find the marginal distributions?

    ...You could also simply use a factorization argument.
    Follow Math Help Forum on Facebook and Google+
  3. April 27th 2010, 03:29 PM #3
    atalay
    atalay is offline
    Junior Member atalay's Avatar
    Joined
    Apr 2010
    Posts
    27
    Yes, i know marginals, but i have a problem that i do not know integrals' lower limit and upper limit.
    Last edited by atalay; April 27th 2010 at 03:32 PM. Reason: wrong word
    Follow Math Help Forum on Facebook and Google+
  4. April 27th 2010, 03:54 PM #4
    Anonymous1
    Anonymous1 is offline
    Super Member Anonymous1's Avatar
    Joined
    Nov 2009
    From
    Big Red, NY
    Posts
    517
    Thanks
    1
    Quote Originally Posted by atalay View Post
    Yes, i know marginals, but i have a problem that i do not know integrals' lower limit and upper limit.
    \int_0^y and \int_0^{\infty}...
    Follow Math Help Forum on Facebook and Google+
  5. April 27th 2010, 04:09 PM #5
    atalay
    atalay is offline
    Junior Member atalay's Avatar
    Joined
    Apr 2010
    Posts
    27
    i am thinking correctly but i do not trust me.

    thank you.
    Follow Math Help Forum on Facebook and Google+
« exponential distribution | Hypergeometrical Dist »

Similar Math Help Forum Discussions

  1. Independent exponential random variables
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: December 12th 2011, 08:31 AM
  2. Find P(X<Y) for two independent exponential random variables
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: October 19th 2010, 10:28 PM
  3. If X and Y are independent random variable...
    Posted in the Statistics Forum
    Replies: 8
    Last Post: January 1st 2010, 04:14 AM
  4. independent exponential random variables having a common parameter
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 23rd 2009, 10:57 AM
  5. Independent Random Variable Correlation
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: November 10th 2009, 01:52 PM

Search Tags


/mathhelpforum @mathhelpforum