Hi,
I've been stumped by this particular problem below,
Show that the function
F (x, y), that is equal to 1 for x + 2y ≥ 1, and equal to zero
provided x + 2y < 1, cannot be a distribution function (cdf) of two random variables.
(Hint: Find four numbers a < b, c < d forming two intervals and leading to Pr{a < X < b, c < Y < d} < 0.)
which I can't seem to solve even with the hint. It seems to me that it is impossible to have four numbers a,b,c,d such that a<b, c<d, which lead to Pr{a < X < b, c< Y< d} < 0, but that would imply that this problem is flawed, which is unlikely.
Could anyone help me out here? I would appreciate it.
Thanks in advance.