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Math Help - marginal p.d.f

  1. #1
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    marginal p.d.f

    given a complicated p.d.f of x,y. How do you find the p.d.f of X?
    i.e.
    kx^(2)e^(-ax)e^(-xy) x>0 & y>0
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  2. #2
    MHF Contributor harish21's Avatar
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    The marginal distribution of one of the random variables is obtained by integrating the joint pdf with respect to the other variable

    \displaystyle f_{X}(x) = \int_Y f(x,y)\;dy\;=\; .....
    Last edited by harish21; November 23rd 2010 at 11:02 AM.
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