The continuous random variables X and Y are statistically independent and have marginal density functions f_{X}(x)=2x, 0 \leq x \leq 1, f_{Y}(y)=\frac{1}{y^{2}}, y\geq 1. Calculate the probability P(X\leq 0.5, Y\leq 2)=?

Rivka Thorpe

Rivka Thorpe

Answered question

2021-06-01

The continuous random variables X and Y are statistically independent and have marginal density functions fX(x)=2x,0x1,fY(y)=1y2,y1.
Calculate the probability P(X0.5,Y2)=?

Answer & Explanation

dessinemoie

dessinemoie

Skilled2021-06-02Added 90 answers

Step 1
If two random variables X and Y, are stochastically independent then the joint probability distribution of X and Y can be expressed as f(x,y)=fX(x)fX(y).
Step 2
The probability density function of X is fX=2x, for 0x1.
The probability density function of Y is, fX=1y2, for 1y.
Thus,
P(X0.5,Y2)=(00.52xdx)(121y2dy)
=(2[x22]00.5)([y2+12+1]12)
=(0.520)(1112)
=0.125
Thus, the required probability is 0.125.

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