Gonzalez Pritchard
04/20/2024 · Elementary School

Let the random variable ( \( \mathrm{X}, \mathrm{Y}) \) have the joint probability density function \( f_{X, Y}(x, y)=\exp \{-(x+y)\}, x>0, y>0 \). i. Derive the marginal probability density functions of X and Y , and hence determine (giving reasons) whether or not the two variables are independent ii. Derive the joint cumulative distribution function \( F_{X, Y}(x, y) \)

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i. The marginal probability density functions are \( f_X(x) = e^{-x} \) for \( x > 0 \) and \( f_Y(y) = e^{-y} \) for \( y > 0 \). Since the joint density factors into the product of the marginals, \( X \) and \( Y \) are **independent**. ii. The joint cumulative distribution function is \( F_{X,Y}(x, y) = (1 - e^{-x})(1 - e^{-y}) \) for \( x, y > 0 \).

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