Originally Posted by

**lllll** find $\displaystyle E[y_1]$.

$\displaystyle f(y_1,y_2) = \left\{ \begin{array}{rcl}

\frac{1}{8}y_1e^{-(y_1+y_2)/2} & \mbox{if} & y_1>0, \ y_2>0 3 \\

0 & \mbox{if} & \mbox{otherwise} \end{array}\right.

$

$\displaystyle E[y_1] = \int_0^\infty \int_0^\infty \frac{1}{8}y_1^2e^{-(y_1+y_2)/2} \ dy_2 \ dy_1$

$\displaystyle E[y_1] = \int_0^\infty \frac{1}{8}y_1^2e^{-y_1/2} \int_0^\infty e^{-y_2/2} \ dy_2 \ dy_1$

$\displaystyle E[y_1] = \int_0^\infty \frac{1}{8}y_1^2e^{-y_1/2} \bigg{[}-2e^{-y_2/2}\bigg{]}^\infty_0 \ dy_1$

$\displaystyle E[y_1] = \frac{1}{4}\int_0^\infty y_1^2e^{-y_1/2} \ dy_1$

$\displaystyle E[y_1] = \frac{1}{4}\bigg{[} -2y_1^2e^{-y_1/2} -[-2y_1e^{-y_1/2} -(-2e^{-y_1/2})] \bigg{]}^\infty_0$

$\displaystyle E[y_1] = \frac{1}{4}\bigg{[} -2y_1^2e^{-y_1/2} +2y_1e^{-y_1/2} -2e^{-y_1/2} \bigg{]}^\infty_0$

$\displaystyle E[y_1] = {\color{blue}-\frac{1}{2}y_1^2e^{-y_1/2} \bigg{|}^\infty_0}+{\color{blue}\frac{1}{2}y_1e^{-y_1/2}\bigg{|}^\infty_0} -\frac{1}{2}e^{-y_1/2}\bigg{|}^\infty_0$ *****

now what I'm not so sure about are the expressions that are in blue. Will they give:

1) $\displaystyle {\color{blue} -(\infty-0)}+{\color{blue}\infty+0} +\frac{1}{2} = \frac{1}{2}$

or will it be:

2) $\displaystyle {\color{blue}-1}+{\color{blue}1} +\frac{1}{2} = \frac{1}{2}$

I would think that it's the 2) since the integral from 0 to infinity is just equal to on, but 1) also seems right for some reason.