Q:

Suppose X and Y are random variables with joint density function. f(x, y) = 0.1e−(0.5x + 0.2y) if x ≥ 0, y ≥ 0 0 otherwise (a) Is f a joint density function? Yes No (b) Find P(Y ≥ 8). (Round your answer to four decimal places.) Find P(X ≤ 5, Y ≤ 8). (Round your answer to four decimal places.) (c) Find the expected value of X. Find the expected value of Y.

Accepted Solution

A:
a. [tex]f_{X,Y}[/tex] is a joint density function if its integral over the given support is 1:[tex]\displaystyle\int_{-\infty}^\infty\int_{-\infty}^\infty f_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy=\frac1{10}\int_0^\infty\int_0^\infty e^{-x/2-y/5}\,\mathrm dx\,\mathrm dy[/tex][tex]=\displaystyle\frac1{10}\left(\int_0^\infty e^{-x/2}\,\mathrm dx\right)\left(\int_0^\infty e^{-y/5}\,\mathrm dy\right)=\frac1{10}\cdot2\cdot5=1[/tex]so the answer is yes.b. We should first find the density of the marginal distribution, [tex]f_Y(y)[/tex]:[tex]f_Y(y)=\displaystyle\int_{-\infty}^\infty f_{X,Y}(x,y)\,\mathrm dx=\frac1{10}\int_0^\infty e^{-x/2-y/5}\,\mathrm dy[/tex][tex]f_Y(y)=\begin{cases}\dfrac15e^{-y/5}&\text{for }y\ge0\\\\0&\text{otherwise}\end{cases}[/tex]Then[tex]P(Y\ge8)=\displaystyle\int_8^\infty f_Y(y)\,\mathrm dy=e^{-8/5}[/tex]or about 0.2019.For the other probability, we can use the joint PDF directly:[tex]P(X\le5,Y\le8)=\displaystyle\int_0^5\int_0^8f_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy=1+e^{-41/10}-e^{-5/2}-e^{-8/5}[/tex]which is about 0.7326.c. We already know the PDF for [tex]Y[/tex], so we just integrate:[tex]E[Y]=\displaystyle\int_{-\infty}^\infty y\,f_Y(y)\,\mathrm dy=\frac15\int_0^\infty ye^{-y/5}\,\mathrm dy=\boxed5[/tex]