Random variables (probability)

In summary, when given the joint cdf of two random variables, X and Y, and asked to find the cdf of just Y, it can be done by taking the limit of the cdf as x approaches infinity. However, it can also be calculated by finding the joint pdf, then the marginal of Y, and finally the cdf of Y. Taking the limit may be easier in some cases.
  • #1
TheMathNoob
189
4

Homework Statement


I have the joint cdf of two random variables X and Y and they ask me to find the cdf of just Y. I know that you just take the limit of the cdf as x->infinity, but I am just wondering if you can also do this by calculating the joint pdf and then the marginal of Y and then from the marginal of Y, the cdf of Y.

Homework Equations

The Attempt at a Solution

 
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  • #2
TheMathNoob said:

Homework Statement


I have the joint cdf of two random variables X and Y and they ask me to find the cdf of just Y. I know that you just take the limit of the cdf as x->infinity, but I am just wondering if you can also do this by calculating the joint pdf and then the marginal of Y and then from the marginal of Y, the cdf of Y.

Homework Equations

The Attempt at a Solution


Yes, sometimes that is how it must be done. However, in your case that would be doing it the hard way, since taking the ##x \to \infty## limit is easier.
 
  • #3
Ray Vickson said:
Yes, sometimes that is how it must be done. However, in your case that would be doing it the hard way, since taking the ##x \to \infty## limit is easier.
Thank you!, I was so worried about that one in the test.
 

Related to Random variables (probability)

What is a random variable?

A random variable is a numerical quantity that can take on different values based on chance or probability. It is often denoted by the letter X and used in mathematical models to represent uncertain outcomes.

What is the difference between a discrete and a continuous random variable?

A discrete random variable can only take on a finite or countably infinite number of values, while a continuous random variable can take on any value within a certain range. For example, the number of heads in 10 coin flips is a discrete random variable, while the height of a person is a continuous random variable.

How is the probability distribution of a random variable determined?

The probability distribution of a random variable is determined by the possible values it can take on and their corresponding probabilities. This information can be represented in a table, graph, or mathematical equation.

What is the expected value of a random variable?

The expected value of a random variable is the average or mean value that we would expect to see if we repeated the experiment a large number of times. It is calculated by multiplying each possible value by its corresponding probability and summing all of these values.

Can the probability of a random variable be greater than 1?

No, the probability of a random variable cannot be greater than 1. This is because the sum of all possible probabilities must equal 1, since one of those outcomes is certain to occur. If the probability of a certain outcome is greater than 1, it would violate this rule.

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