Joint and Marginal Density and Expected Value of X - Did I solve it correctly?

383 Views Asked by At

Can someone please check if the below answers are correct? Preparing for an exam and since I was so naive to sign up for upper level courses that are using Calculus (which I never studied), I'm struggling a bit with making sure that all of my answers are correct and that I am, in fact, able to solve the problems given. Thank you in advance!

P.S. I'm self studying, hence, why I can't check if my answers are right.

Let $X,Y$ be continous random variables, where $X$ and $Y$ take values in the intervals $[0,1/2]$ and $[0,1]$, respectively. The joint density is given by: $f_{X,Y}(x,y) = 16xy$ for $0\leq x\leq 0.5$ and $0\leq y\leq 1$

a) Determine the $P(X\leq 0.25,Y\geq 0.5)$.

\begin{align*} P(X\leq 0.25,Y\geq 0.5) & = \int_{0.5}^{1}\int_{0}^{0.25}16xy\mathrm{d}x\mathrm{d}y = \int_{0.5}^{1}[8x^{2}y]_{x=0}^{x=0.25}\mathrm{d}y\\ & =\int_{0.5}^{1}[0.5y]\mathrm{d}y = [0.25y^{2}]_{y=0.5}^{y=1}\\ & = 0.25-0.0625 = 0.1875 \end{align*}

b) Determine the marginal density of $X$.

Marginal PDF of $X$ is: \begin{align*} f_{X}(x) = \int_{0}^{0.5} 16xy\mathrm{d}y = [8xy^{2}]_{y=0}^{y=0.5} = 2x \end{align*}

c) Calculate the expected value of $X$.

\begin{align*} \textbf{E}(X) & = \int_{0}^{0.5}xf(x)\mathrm{d}x = \int_{0}^{0.5}x2x\mathrm{d}x = \int_{0}^{0.5}2x^{2}\mathrm{d}x\\ & = [2/3x^{3}]_{x=0}^{x=0.5} = 0.08333 \end{align*}

1

There are 1 best solutions below

7
On BEST ANSWER

As far as I have checked, the answer to (a) is correct. However, the answer given to (b) is wrong, since the upper integration limit is wrong: it should be one instead of one half, which results into the marginal probability density function $f_{X}(x) = 8x$. Once the second answer is wrong, the same applies to the last answer, since it is based on the second. But I think you can proceed from my tips.