. The two-dimensional random variables ( ๐ , ๐ ) (X,Y) have the joint density function: ๐ ( ๐ฅ , ๐ฆ ) = 2 ๐ฅ + ๐ฆ 20 , ๐ฅ = 0 , 1 , 2 , ย andย ๐ฆ = 0 , 1 , 2 f(x,y)= 20 2x+y โ ,x=0,1,2,ย andย y=0,1,2 (a) Find the joint cumulative distribution function (CDF) of ๐ X and ๐ Y. (b) Determine if ๐ X and ๐ Y are independent.
Question
. The two-dimensional random variables ( ๐ , ๐ ) (X,Y) have the joint density function:
๐ ( ๐ฅ , ๐ฆ )
2 ๐ฅ + ๐ฆ 20 , ๐ฅ
0 , 1 , 2 , ย andย ๐ฆ
0 , 1 , 2 f(x,y)= 20 2x+y โ ,x=0,1,2,ย andย y=0,1,2 (a) Find the joint cumulative distribution function (CDF) of ๐ X and ๐ Y.
(b) Determine if ๐ X and ๐ Y are independent.
Solution
(a) The joint cumulative distribution function (CDF) of X and Y is obtained by integrating the joint density function over the range of the variables. The CDF, F(x,y), is given by:
F(x,y) = โซโซf(u,v) du dv, where the double integral is over the region 0 โค u โค x and 0 โค v โค y.
So, we have:
F(x,y) = โซ (from 0 to x) โซ (from 0 to y) (2u + v)/20 du dv = โซ (from 0 to x) [(u^2 + uv)/20] (from 0 to y) du = โซ (from 0 to x) [y^2/20 + xy/20] du = [(x^2y/20 + xy^2/40)] (from 0 to x) = x^2y/20 + xy^2/40
(b) X and Y are independent if and only if the joint density function f(x,y) can be written as the product of the marginal density functions of X and Y.
The marginal density functions are obtained by integrating the joint density function over the range of the other variable.
For X, we have:
f_X(x) = โซ (from 0 to 2) f(x,y) dy = โซ (from 0 to 2) (2x + y)/20 dy = [2xy/20 + y^2/40] (from 0 to 2) = 2x/10 + 1/5 = x/5 + 1/5
For Y, we have:
f_Y(y) = โซ (from 0 to 2) f(x,y) dx = โซ (from 0 to 2) (2x + y)/20 dx = [x^2/20 + xy/20] (from 0 to 2) = 2/20 + y/10 = 1/10 + y/10
The product of the marginal densities is:
f_X(x) * f_Y(y) = (x/5 + 1/5) * (1/10 + y/10) = x/50 + y/50 + x*y/50 + y/100
This is not equal to the joint density function f(x,y) = (2x + y)/20, so X and Y are not independent.
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