An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.11 Conditional Densities - Questions - Page 205: 15

Answer

$\color{blue}{f_Y(y) = \frac{2}{3}(y+1),\ 0\le y\le 1}$

Work Step by Step

Using the continuous version Def. 3.11.1 (see p. 204), we have $\begin{align*} f_{Y\vert x}(y) &= \frac{2y+4x}{1+4x},\ 0\le x,y\le 1 \\ \frac{f_{X,Y}(x,y)}{f_X(x)} &= \frac{2y+4x}{1+4x} \\ f_{X,Y}(x,y) &= f_X(x)\cdot \frac{2y+4x}{1+4x} \\ &= \overbrace{\frac{1}{3}\cdot(1+4x)}^{f_X(x)\ \text{as given}} \cdot \frac{2y+4x}{1+4x} \\ f_{X,Y}(x,y) &= \frac{1}{3}\cdot (2y+4x),\ 0\le x,y\le 1 \end{align*}$ We now obtain the marginal distribution of $Y$ by using Theorem 3.7.2 (see p. 167). $\begin{align*} f_Y(y) &= \int_{\Omega_X} f_{X,Y}(x,y)\ dx, \ 0\le x,y\le 1 \\ &= \int_0^1 \frac{1}{3}(2y+4x)\ dx \\ &= \frac{1}{3}\left( 2xy+ 4\frac{x^2}{2}\ \right\vert_{x=0}^{x=1} \\ &= \frac{1}{3}\biggl(\left( 2(1)y + 4\frac{1^2}{2} \right) - \left( 2(0)y + 4\frac{0^2}{2} \right) \biggr) \\ &= \frac{1}{3}(2y + 2 - 0 - 0) \\ \color{blue}{f_Y(y)}\ &\color{blue}{= \frac{2}{3}(y+1),\ 0\le y\le 1.} \end{align*}$
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