A pair of random variables has a joint PDF specified by fX, Y( x, y) = d
Question:
fX, Y( x, y) = d exp (–( ax2+ bxy+ cy2))
(a) Find the constant in terms of a, b, and c. Also, find any restrictions needed for a, b, and c themselves for this to be a valid PDF.
(b) Find the marginal PDFs, fX (x) and fY (y).
(c) Find Pr (X > Y).
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f XY x y d expax 2 bxy cy 2 We note immediately that we must have a 0 and c 0 for ...View the full answer
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
Question Posted:
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