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3 votes
1 answer
177 views

Calculate expected values E(x) & E(y) & variance of x & y of joint PDF, which was previously transformed from Polar to Cartesian

Given two independently uniform distributed random variables angle $\theta \in [0,2\pi]$ and radius $r \in [0,1]$. I obtain for the joint density function with polar coordinates: $$ f_{r,\theta}(r,\...
tcengel's user avatar
  • 33
0 votes
0 answers
25 views

Expected value of X given Y is less than some constant [duplicate]

Here is the problem I'm trying to work out: Let $v_b,v_s$ be jointly normally distributed random variables with pdf $f(v_b,v_s)$. I want to work out $E[v_b|v_s\leq\pi]$ for some constant $\pi$. Here ...
Dmlawton's user avatar
2 votes
1 answer
2k views

Expected Value for 2 Random Variables with Joint Probability Distribution

I have trouble with determining the domain for integration in the case of having a joint pdf when one variable depends on the other. There are two examples I don't quite understand, and hopefully, you ...
Alex.Kh's user avatar
  • 175
1 vote
1 answer
46 views

Marginal distribution

A loss distribution has PDF - $f(x) = 1/x^2$, for $x > 1$ An insurer finds that the time in hours it takes to process a loss amount x has a uniform distribution on the interval $(\sqrt x, 2\sqrt x)$...
Sundaresh Subramanian's user avatar
1 vote
1 answer
337 views

PMF and independence with two discrete random variables?

Each of n people (whom we label 1, 2, . . . , n) are randomly and independently assigned a number from the set {1, 2, 3, . . . , 365} according to the uniform distribution. We will call this number ...
IrCa's user avatar
  • 331