The problem is as follows:
The joint probability density function of X and Y is given by
f(x,y) = 1/8(y^2-x^2)e^-y, -y<=x<=y, 0<y<infinity
A) Find the conditional distribution of X, given Y = y. I know that I must set up a double integral, but I don't quite understand how to set up the limits of integration. Could someone explain that?
Also, X and Y are dependent, since X's parameters depends on Y, correct?