
Algebra PreAlgebra and Basic Algebra Math Forum 
 LinkBack  Thread Tools  Display Modes 
November 24th, 2010, 06:00 PM  #1 
Newbie Joined: Nov 2010 Posts: 11 Thanks: 0  Marginal Distribution of Multiple Random Variables
Hi all, Does anybody know how to work with marginal pdfs? If you do, please take a look at the attached problem. Also, if you can, please guide me in the right direction. I have a slight idea of what to do with the problem but not entirely sure. I know for part a, you obtain the marginal distribution of U and marginal distribution of V (pdf of U and pdf of V) by a single integration of the function. For example, the pdf of U, fU(u), is found by integrating the function f(u,v)du by its respective limits. The same case applies for the pdf of V. Am I correct so far? As for part b, finding the CDF of (U, V), do I do a double integration, i.e. FU,V(u,v) = f(u,v)dudv? I am unclear on this part as well as c and d. So if you can offer some insight, that would be great. Thanks for looking. knp 
November 24th, 2010, 06:06 PM  #2 
Senior Member Joined: Nov 2010 Posts: 502 Thanks: 0  Re: Marginal Distribution of Multiple Random Variables
Yes and yes. If they are independent, then the pdf will be the product of the marginal pdfs.

November 24th, 2010, 11:56 PM  #3 
Senior Member Joined: Oct 2010 From: Changchun, China Posts: 492 Thanks: 14  Re: Marginal Distribution of Multiple Random Variables
Jason er... DLowry is right. , , [color=#FF0000]for all U and V[/color]. So, they are independent. For part b). Let the CDF be , we get . For part c). . 

Tags 
distribution, marginal, multiple, random, variables 
Search tags for this page 
Click on a term to search for related topics.

Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Distribution of the difference between 2 random variables ?  nikozm  Algebra  1  December 18th, 2013 02:10 PM 
A problem with multiple random variables  Klyka  Algebra  0  May 28th, 2011 06:06 AM 
Expected Value of Multiple Random Variables  knp  Algebra  1  November 23rd, 2010 11:44 PM 
Finding a Constant for Multiple Random Variables  knp  Calculus  3  November 23rd, 2010 11:00 PM 
Normal distribution with 2 random variables  callkalpa  Advanced Statistics  0  May 17th, 2010 07:47 AM 