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--[[User:Leedj|Leedj]] 21:46, 29 March 2009 (UTC) | --[[User:Leedj|Leedj]] 21:46, 29 March 2009 (UTC) | ||
− | We can tell if two random variables are independent by looking at their marginal density functions and joint density functions. If they are independent: | + | We can tell if two random variables are independent by looking at their marginal density functions and joint density functions. If they are independent:<br /><br /> |
− | <math>f_{x,y}(x,y)=f_{x}(x)*f_{y}(y)</math> | + | <math>f_{x,y}(x,y)=f_{x}(x)*f_{y}(y)</math><br /> |
− | Using this identity we can see that X and Y are not independent because: | + | Using this identity we can see that X and Y are not independent because:<br /><br /> |
− | <math>f_{x}(x)*f_{y}(y)=8*x , 0\leq x \leq 0.5, 0\leq y \leq x</math> | + | <math>f_{x}(x)*f_{y}(y)=8*x , 0\leq x \leq 0.5, 0\leq y \leq x</math><br /> |
− | <math>f_{x}(x)*f_{y}(y)=8*(1-x) , 0.5 \leq x \leq 1, x \leq y \leq 1</math> | + | <math>f_{x}(x)*f_{y}(y)=8*(1-x) , 0.5 \leq x \leq 1, x \leq y \leq 1</math><br /><br /> |
--[[User:Kklacik|Kklacik]] 09:48, 2 April 2009 (UTC) | --[[User:Kklacik|Kklacik]] 09:48, 2 April 2009 (UTC) | ||
Revision as of 04:49, 2 April 2009
For part b, I am getting
$ f_{x}(x)=\int_{0}^x 4 dy = 4x, 0\leq x \leq 0.5 $
$ f_{x}(x)=\int_{x}^1 4 dy = 4 - 4x, 0.5\leq x \leq 1.0 $
$ f_{y}(y)=\int_{y}^{0.5} 4 dx = 2 - 4y, 0\leq y \leq 0.5 $
$ f_{y}(y)=\int_{0.5}^y 4 dx = 4y - 2, 0.5\leq y \leq 1 $
For part c, they are not independent.
Can anyone verify this?
--Leedj 21:46, 29 March 2009 (UTC)
We can tell if two random variables are independent by looking at their marginal density functions and joint density functions. If they are independent:
$ f_{x,y}(x,y)=f_{x}(x)*f_{y}(y) $
Using this identity we can see that X and Y are not independent because:
$ f_{x}(x)*f_{y}(y)=8*x , 0\leq x \leq 0.5, 0\leq y \leq x $
$ f_{x}(x)*f_{y}(y)=8*(1-x) , 0.5 \leq x \leq 1, x \leq y \leq 1 $
--Kklacik 09:48, 2 April 2009 (UTC)
I thought that the part b is
$ f_{x}(x)=\int_{0}^x 4 dy = 4x, 0\leq x \leq 0.5 $
$ f_{x}(x)=\int_{x}^1 4 dy = 4 - 4x, 0.5\leq x \leq 1.0 $
$ f_{y}(y)=\int_{0}^{0.5} 4 dx = 2, 0\leq y \leq x $
$ f_{y}(y)=\int_{0.5}^{1} 4 dx = 2, x\leq y \leq 1 $
and part c, they are not independent because
$ f_{xy}(xy) $ is not equal to $ f_{y}(y)*f_{x}(x). $
part d is confused for me. Could anyone tell me how to do for part d?--Kim415 03:54, 30 March 2009 (UTC)