(Solved) : Consider Bivariate Distribution X Y Joint Density F X Y Exp G Az Y 0 Yer Show Fx X Margina Q32942006 . . .
Part b please
Consider the bivariate distribution for (X,Y) with joint density f(x, y) = 쓰exp {-G+Az)y?) on a >0, yER. (a) Show that fx(x), the marginal density of X, is given by fx(z) Hints: First, use the fact that the integral over y from -oo to oo of an integrand which is a function solely of y2 is twice the integral over y from 0 to oo of the same integrand (by a symmetry argument). Second, use the substitution u ( tax) y2, being sure to check what happens to the limits of integration. Additionally, note that the gamma function (Subsection 4.3 of Unit 2) is relevant. (b) Using the result of part (a), obtain the conditional density of Y | x-, fy x(vl). Write your answer carefully in the form of a constant hat is, times the density core. Show transcribed image text
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Answer to Consider Bivariate Distribution X Y Joint Density F X Y Exp G Az Y 0 Yer Show Fx X Margina Q32942006 . . .
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