Finding the marginal distribution

**noob mathematician** · November 22nd 2010, 05:20 AM

With $f_X(x)\propto \frac{f_{(X|Y)}(x|y_o)}{f_{(Y|X)}(y_o|x)}$

I am given that
$f_{(X|Y)}(x|y)\propto (y)exp(-yx)$ at interval $0\le x<b<+\infty$

and

$f_{Y|X}(y|x)\propto \frac{(x)exp(-xy)}{\int_0^b (x)exp(-xy)dy}$ at interval $0\le y<b<+\infty$

Let $y_o=b/2$ and $\int_0^b (x)exp(-xy)dy=1-exp(-bx)$

$\frac{f_{(X|Y)}(x|y_o)}{f_{Y|X}(y_o|x)}=(b)exp(-bx)/\frac{(x)exp(-bx)}{1-exp(-bx)}=\frac{b}{x}(1-exp(-bx))$

Now In order to find the normalising constant c such that $f_X(x)=(c)\frac{f_{(X|Y)}(x|y_o)}{f_{Y|X}(y_o|x)}$ , I want to integrate the right hand side.. i.e $\displaystyle\int^b_0\frac{1}{x}(1-exp(-bx))$ but it seems can't be done? For example: $\int_0^b\frac{1}{x}$ undefined. May I know where the problems lie at?

**Moo** · November 22nd 2010, 05:43 AM

Hello,

Are you told to let $y_0=\frac b2$ ? because if so, your substitution into the two pdfs is wrong.

You can prove that the integral exists, by taking the limit of the integrand as x tends to 0, and noting that the function is continuous on (0,b). Then in order to solve for the integral, find the power series of $\exp(-bx)$ and hence simplify $\frac 1x (1-\exp(-bx))$

Under certain circumstances (which I suck at stating), you can reverse the integral and the sum signs and it becomes easy to compute.

**noob mathematician** · November 22nd 2010, 06:39 AM

Originally Posted by Moo

Hello,

Are you told to let $y_0=\frac b2$ ? because if so, your substitution into the two pdfs is wrong.

You can prove that the integral exists, by taking the limit of the integrand as x tends to 0, and noting that the function is continuous on (0,b). Then in order to solve for the integral, find the power series of $\exp(-bx)$ and hence simplify $\frac 1x (1-\exp(-bx))$

Under certain circumstances (which I suck at stating), you can reverse the integral and the sum signs and it becomes easy to compute.

I was told to subst it by b/2.

Think it should be $\frac{b}{2x}[1-exp(-bx)]$ . Nevertheless ignoring the b/2 I will still need to integrate $\frac 1x (1-\exp(-bx))$

Using power series seems like a good idea.. will try and post again

Thread: Finding the marginal distribution

LinkBack

Thread Tools

Display

Finding the marginal distribution

Similar Math Help Forum Discussions

marginal distribution

marginal distribution

marginal probability distribution and finding a probability

Finding the marginal distribution of a random variable w/ a random variable parameter

Marginal distribution

Search Tags