Suppose that X and Y have joint density given by: f (x, y) = 15x²y, 0 < x < y < 1. (a) Find the marginal pdf of Y. (b) Find the conditional pdf of X given Y. (c) Find the conditional expectation of X given Y = 1/3.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 32EQ
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Suppose that X and Y have joint density given by:
f (x, y) = 15x²y,
0 < x < y < 1.
(a) Find the marginal pdf of Y.
(b) Find the conditional pdf of X given Y.
(c) Find the conditional expectation of X given Y = 1/3.
(d) Are X andY independent? Show this in two different ways.
(e) Give an integral expression for P(X + 2Y < 1), but do not evaluate it.
Transcribed Image Text:#2, Suppose that X and Y have joint density given by: f (x, y) = 15x²y, 0 < x < y < 1. (a) Find the marginal pdf of Y. (b) Find the conditional pdf of X given Y. (c) Find the conditional expectation of X given Y = 1/3. (d) Are X andY independent? Show this in two different ways. (e) Give an integral expression for P(X + 2Y < 1), but do not evaluate it.
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