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A pair of random variables has a joint PDF specified by

fX,Y(x,y) = dexp(-(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) .

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M91971177

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