# probability calculation and marginal pdf

• April 30th 2011, 07:58 PM
tsang
probability calculation and marginal pdf
Two people plan to meet to go to the bar. Each of them arrives at a time uniformly distributed between midnight and 1am and independently of the other. Denote $X$ (respectively $Y$) the random variable representing the arrival time of the first person (respectively, the second). The joint probability distribution is given by:
$f_{(X,Y)}{(x,y)}=\left\{\begin{array}{cc}2,&\mbox{ if}\ 0\leq x\leq y\\0, &\mbox{otherwise}\end{array}\right.$

(a)Find the probability that the first person is waiting for his friend for more than 10 minutes.

(b)Determine the marginal probability density functions of $X$ and $Y$. Check that thery are indeed probability density functions.

What I did so far is $P(x>10)=1-P(x\leq10)$
Then I use formula $F_{X}{(x)}=\int_{0}^{x} f(y) dy$
And the formula $f_{Y}{(y)}=\int_{-\infty}^{\infty}f_{(X,Y)}{(x,y)}dx$
But I end up $F_{X}{(x)}=x^2$, there for, the probability is no longer less than 1.

I really don't know what to do now, I thought I got the right formulae, can anyone help me please. It is same for part (b), I kind of get something, use formulae, but as question required, when I check my answer, I realised the integration of density functions don't give me 1, which means I must be wrong.

For b, use the bounds on y when integrating wrt y, not the bounds on x (e.g. y goes from x to 1), and the $f_{Y}{(y)}=\int_{-\infty}^{\infty}f_{(X,Y)}{(x,y)}dx$ can be used for both marginals.