it's been a while since i've done this but i think you need to do a doubble integral over the domain specified on the function you have been given
I have a problem about derive a pdf from two marginal pdfs:
random variables x and y are distributed according to the joint probability density function (pdf):
fxy(x,y) = 3x/2 , if 1 <= x <= y <= 2
0 , otherwhise
Random variable z is defined by z = y - x
Determine the probablity density function fz(z)
thanks.
For any value of the function defines a curve through space. The pdf of of is the integral of the joint density over the area between the curve for and divided by (rather the limit as goes to zero).
Write the curves in the form: , then we have:
So:
If you can't complete this from here say so and I will finish it.
RonL