

FlashChat  Actuarial Discussion  Preliminary Exams  CAS/SOA Exams  Cyberchat  Around the World  Suggestions 

Probability Old Exam P Forum 

Thread Tools  Search this Thread  Display Modes 
#1




Joint pdf of random variables! Help!
While, I understand how to double integrate the joint pdf. What confuses me is the break down of the lower and upper bounds of X and Y.
As far as I believe, the lower bound of x should be 0 and the upper bound should be y. And the lower bound for y should be x and the lower should be 1. However, this isn't the case. Can anyone explain to me why? Thank you so much for your help! 
#2




When you write a double integral, the limits of the outer integral cannot depend on the variable of integration of the inner integral.
So you could make the outer integral covering x from 0 to 1, with the inner integral covering y from x to 1. Or the outer y from 0 to 1 and the inner x from 0 to y. Those give the same result. 
#3




Wow....that makes so much sense!
Thank you so much! 
Tags 
bounds, help!!!, joint density functions, random variables 
Thread Tools  Search this Thread 
Display Modes  

