Consider two continuous random variables X and Y characterized by the following joint probability density function 1. fx.x(x,y) = { S ce-(ax+by), 0 0, b > 0, c > 0. Find the relationship between a, b, and c to make fx,y(x,y) a valid probability density function. a) b) Compute the marginal probability density function of X, and leveraging answer in a), choose a, b, and c such that X is exponentially distributed with parameter 2 = 3, i.e. X ~ EXPO(3). c) Compute the expectation of X, i.e. E(X), and the variance of X, i.e. Var(X).

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Consider two continuous random variables X and Y characterized by the following joint
probability density function
1.
fxx(x,y) = {
ce-(ax+by), 0 <x<y<+∞,
0, otherwise,
with a > 0, b >0, c > 0.
Find the relationship between a, b, and c to make fx y(x,y) a valid probability
density function.
a)
Compute the marginal probability density function of X, and leveraging answer
in a), choose a, b, and c such that X is exponentially distributed with parameter
2 = 3, i.e. X ~ EXPO(3).
b)
c)
Compute the expectation of X, i.e. E(X), and the variance of X, i.e. Var(X).
d)
Compute the marginal probability density function of Y.
e)
Compute the expectation of Y, i.e. E(Y), and the variance of Y, i.e. Var(Y).
f)
Compute the probability that X is smaller or equal to 3 and Y is smaller or equal
to 2, i.e. P(X < 3nY < 2).
g)
Compute the probability that Y is smaller or equal to 2, i.e. P(Y < 2).
h)
Compare the results obtained in f) and g) and comment.
Transcribed Image Text:Consider two continuous random variables X and Y characterized by the following joint probability density function 1. fxx(x,y) = { ce-(ax+by), 0 <x<y<+∞, 0, otherwise, with a > 0, b >0, c > 0. Find the relationship between a, b, and c to make fx y(x,y) a valid probability density function. a) Compute the marginal probability density function of X, and leveraging answer in a), choose a, b, and c such that X is exponentially distributed with parameter 2 = 3, i.e. X ~ EXPO(3). b) c) Compute the expectation of X, i.e. E(X), and the variance of X, i.e. Var(X). d) Compute the marginal probability density function of Y. e) Compute the expectation of Y, i.e. E(Y), and the variance of Y, i.e. Var(Y). f) Compute the probability that X is smaller or equal to 3 and Y is smaller or equal to 2, i.e. P(X < 3nY < 2). g) Compute the probability that Y is smaller or equal to 2, i.e. P(Y < 2). h) Compare the results obtained in f) and g) and comment.
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