Suppose that X ~ Uniform(0,1). After obtaining a value of X we generate

Y|X = x ~ Uniform(x,1). Find the marginal distribution of Y.

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- August 28th 2009, 11:18 PMSanzaMarginal Distribution
Suppose that X ~ Uniform(0,1). After obtaining a value of X we generate

Y|X = x ~ Uniform(x,1). Find the marginal distribution of Y. - August 28th 2009, 11:43 PMMoo
Hello,

Look here : Conditional probability distribution - Wikipedia, the free encyclopedia

for getting the joint pdf :

and here, we have (if , 0 otherwise)

and (if , 0 otherwise)

so the joint pdf is

then find the region described by x, with respect to y.

and integrate with respect to x over this region.

try to do that and let us know if you can't do it