This problem involves two continuous random variables X and Y with joint pdf given by J6x, x, y ≥ 0 and x+y≤1 fx,y(x, y) = 0, otherwise. That is, over the shaded region below, we have fx,y(x, y) = 6x. y (0,1) x (1,0) We can check that this is a valid joint pdf by integrating over the shaded region: .1 [ƒx,y (x, y) dx dy = [[ 6x dx dy = 1. (a) Let A denote the event {X <0.5}. Find the conditional pdf fx|A(x). (b) What is P(X + Y ≤ 1)? (c) What is P(X + Y ≤ 0.5)? (d) Let Z=XY. Find fz(z), the pdf of Z. Hint 1: X and Y are not independent. Hint 2: start by finding the cdf of Z.

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This problem involves two continuous random variables X and Y with joint pdf
given by
J6x, x, y ≥ 0 and x+y≤1
fx,y(x, y) =
0,
otherwise.
That is, over the shaded region below, we have fx,y(x, y) = 6x.
y
(0,1)
x
(1,0)
We can check that this is a valid joint pdf by integrating over the shaded region:
.1
[ƒx,y (x, y) dx dy = [[
6x dx dy = 1.
(a) Let A denote the event {X <0.5}. Find the conditional pdf fx|A(x).
(b) What is P(X + Y ≤ 1)?
(c) What is P(X + Y ≤ 0.5)?
(d) Let Z=XY. Find fz(z), the pdf of Z.
Hint 1: X and Y are not independent.
Hint 2: start by finding the cdf of Z.
Transcribed Image Text:This problem involves two continuous random variables X and Y with joint pdf given by J6x, x, y ≥ 0 and x+y≤1 fx,y(x, y) = 0, otherwise. That is, over the shaded region below, we have fx,y(x, y) = 6x. y (0,1) x (1,0) We can check that this is a valid joint pdf by integrating over the shaded region: .1 [ƒx,y (x, y) dx dy = [[ 6x dx dy = 1. (a) Let A denote the event {X <0.5}. Find the conditional pdf fx|A(x). (b) What is P(X + Y ≤ 1)? (c) What is P(X + Y ≤ 0.5)? (d) Let Z=XY. Find fz(z), the pdf of Z. Hint 1: X and Y are not independent. Hint 2: start by finding the cdf of Z.
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