probability from joint density function

46 Views Asked by At

Could anyone help with this problem? Thanks

A joint density function is given as follows:

$$f(x,y) =\begin{cases}{} 0.125\cdot (x+y+1) \ \ \text{for} -1<x<1, 0<y<2 \\ 0, \text{otherwise} \end{cases}$$

Calculate $P(X>Y)$

1

There are 1 best solutions below

2
On BEST ANSWER

Just recall what the density function represents: the probability of an event $A$ is the integral of the density function on $A$. So you have to inegrate the function on the set of points $A= \{(x,y) \mid x>y\} $. So $x$ can be any number in $[-1, 1]$, and $y$ has to be smaller than $x$.

Hence, compute $\int\limits_{-1}^{1} \int\limits_{0}^{x} f(x,y) \, dy \, dx$.

As you integrate 0 in the inner integral whenever $x$ is negative, it is the same as $\int\limits_{0}^{1} \int\limits_{0}^{x} f(x,y) \, dy \, dx$. You can easily compute this.