2
$\begingroup$

Q: The random variables $X$ and $Y$ have joint probability density function

$f_{X,Y}$$(x,y)$ = \begin{cases} 8xy, & \text{$0 < x < y < 1$} \\ 0 & \text{otherwise} \end{cases}

Find the probability density function of X + Y

I attempted this question and got the answer wrong; when I looked at the solutions, they were as follows:

"First we find the CDF of Z = X + Y. A sketch of the region 0 < x < y < 1 and the line x + y = z shows that the region we need to integrate the joint PDF over is fundamentally different for $z$ $\in$ $(0,1]$ and $z$ $\in$ $(1,2)$. For z $\in$ $(0,1]$ we have

$F_Z$$(z)$ = P($Z$ $\leq$ $z$) = $\int_{0}^{z/2}$ $\int_{x}^{z-x}$ $8xy$ $dy$ $dx$

The question then calculates this, then does the same for z $\in$ (1,2), then eventually differentiating to get the answer.

The question is; where on earth have they gotten z/2 from? Graphically I can see the other limits but I can't see where they have gotten z/2 from at all?

$\endgroup$

1 Answer 1

1
$\begingroup$

For $z\in (0,1)$, the region to integrate is between the lines $x=0$, $x+y=z$ and $x=y$. It's a triangle with corners at $(0,0),(z/2,z/2),(0,1)$. If you write the integral as $\int (.) dydx$, the outer integral is for $x$ dimension and its limits are $0$ and $z/2$.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.