3. The continuous random variables X and Y have known joint probability density function fxy(x, y) given by fxy(x, y) = [2e-(x+y) 0 x≥0, y≥0, x≤y otherwise a) Obtain the conditional probability density function fx(x/Y = y) of the random variable X. b) Obtain the conditional probability density function f(y/X=x) of the random variable Y. c) Verify that the density functions of a) and b) are valid (non negative and integrate to 1.) d) Obtain the expected values E{X/Y = y} and E{Y/X=x}.

A First Course in Probability (10th Edition)
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3. The continuous random variables X and Y have known joint probability density function
f(x, y) given by fxy(x, y) =
[2e-(x+y)
0
x≥0, y ≥0, x≤y
otherwise
a) Obtain the conditional
probability density function fx(x/Y = y) of the random variable X. b) Obtain the
conditional probability density function f(y/X = x) of the random variable Y. c) Verify
that the density functions of a) and b) are valid (non negative and integrate to 1.) d) Obtain
the expected values E{X/Y = y} and E{Y / X = x}.
Transcribed Image Text:3. The continuous random variables X and Y have known joint probability density function f(x, y) given by fxy(x, y) = [2e-(x+y) 0 x≥0, y ≥0, x≤y otherwise a) Obtain the conditional probability density function fx(x/Y = y) of the random variable X. b) Obtain the conditional probability density function f(y/X = x) of the random variable Y. c) Verify that the density functions of a) and b) are valid (non negative and integrate to 1.) d) Obtain the expected values E{X/Y = y} and E{Y / X = x}.
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