6.42. Choose a number X using a standard normal dis- tribution. Choose a second number Y using a truncated normal distribution on (-00, X). (a) Find the joint density function of X and Y. (b) Deduce the marginal density function of Y. (c) Confirm that the marginal density in (b) integrates to 1.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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6.42. Choose a number X using a standard normal dis-
tribution. Choose a second number Y using a truncated
normal distribution on (-00, X).
(a) Find the joint density function of X and Y.
(b) Deduce the marginal density function of Y.
(c) Confirm that the marginal density in (b) integrates to 1.
Transcribed Image Text:6.42. Choose a number X using a standard normal dis- tribution. Choose a second number Y using a truncated normal distribution on (-00, X). (a) Find the joint density function of X and Y. (b) Deduce the marginal density function of Y. (c) Confirm that the marginal density in (b) integrates to 1.
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