MATH F113 Tutorial 7: Probability & Stats
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f20221242MATH F113 Tutorial 7: Probability & Stats
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Powered by AITo find the normalization constant C, integrate fXY(x, y) over the given region and set the integral equal to 1, the total probability. Formally, ∫∫ Cx(x-y) dy dx, for 0 < x < 2 and -x < y < x. Evaluate this to find C by carrying out the integral ∫(0 to 2) C ∫(-x to x) x(x-y) dy dx = 1. After computing these integrals, solve for C to obtain the constant. Subsequently, fX(x) = ∫ fXY(x, y) dy over the available y-domain, producing f_X(x) = integral_x(x-y) and simplifying this for x. fY|X(y) is found by fXY(x, y)/fX(x), and separately compute fY(y) by integrating fY|X(y) over possible x. Careful computation captures cross-interactions and marginal densities .
The transformation Y = 1/2(X + |X|) indicates Y equals X when X is non-negative, and Y equals 0 when X is negative. To express the density of Y, we need to calculate P(Y ≤ y) for y in each range, leveraging the CDF of X, F_X(x). For Y, break it into cases: Y = X for X ≥ 0, meaning f_Y(y) = f_X(y) for y ≥ 0, using the characteristic function transformation and shifting. When X < 0, Y = 0, affecting the cumulative distribution. Thus, f_Y(y) can be constructed as a combination of discontinuous segments, rewritten using the properties and regions derived from X’s density and distribution .
The transformation Y = |X-1| results in two cases, necessitating partitioning based on X relative to 1. When X ≥ 1, Y = X-1; for 0 ≤ X < 1, Y = 1-X. First, compute the CDF for each case: F_Y(y) = P(|X-1| ≤ y) combines absolute value considerations. Differentiate the CDF: f_Y(y) = d/dy(F_Y(y)) to find the density over regions depending on the original exponential density shift. For continuous fX(x), analyze transformations correlating shift magnitudes, resulting in segmented density fY(y) combined from both transformation properties .
To find g(x) such that Y = g(X) has the density function fY(y) = 2e^{-2y}, we use the technique of transformation of variables. Since X is uniformly distributed between (-1, 1), its density is fX(x) = 1/2 for -1 < x < 1. For the transformation Y = g(X), using the change of variable technique and the formula for transformed densities, g(x) should be devised in such a way that the resulting fY(y) equals 2e^{-2y}. This involves solving the integral of fY(y) by considering the appropriate function g(x) that reshapes fX(x) into the given exponential decay function. The solution generally involves recognizing the inverse transformation y = g(x) and finding its derivative to incorporate in the density transformation rule fX(x)/|g'(X)| = fY(y).
To derive fY(y), consider Y = X^2, generating two solutions: X = ±√y. Originally for fX(x), use the probability transformation technique, handling values compatible with both √y and -√y. Set up for y ≥ 0, fY(y) = fX(√y)/(2√y) + fX(-√y)/(2√y), managing positive and negative x segments across the density rule shift. Compute as: fY(y) := |dx/dy| adjustments integrating fX over right transform scope and applying multi-variable function to counterbalance dual roots, ensuring valid coverage of X’s total probability space. This delivers compound density recovery rephrased into Y's realm .