Let a, b, c, d be any numbers with a < b and c < d. Let k be a constant, and let X and Y be jointly continuous with joint probability density function a < x < b andc

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Let a, b, c, d be any numbers with a < b and c < d. Let k be a constant, and let X and Y be
jointly continuous with joint probability density function
a < x < b andc<y<d
S(4, y) = {0
f(x
otherwise
In other words, f(x, y) is constant on the rectangle a < x < b and c < y < d, and zero off the
rectangle.
a.
Show thatk
(b – a)(d - c)'
Show that the marginal density of X is fx(x) = 1/(b – a) for a < x < b.
b.
Show that the marginal density of Y is fy(y) = 1/(d - c) for c < y < d.
C.
d.
Use parts (a), (b), and (c) to show that X and Y are independent.
Transcribed Image Text:Let a, b, c, d be any numbers with a < b and c < d. Let k be a constant, and let X and Y be jointly continuous with joint probability density function a < x < b andc<y<d S(4, y) = {0 f(x otherwise In other words, f(x, y) is constant on the rectangle a < x < b and c < y < d, and zero off the rectangle. a. Show thatk (b – a)(d - c)' Show that the marginal density of X is fx(x) = 1/(b – a) for a < x < b. b. Show that the marginal density of Y is fy(y) = 1/(d - c) for c < y < d. C. d. Use parts (a), (b), and (c) to show that X and Y are independent.
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