Let the joint PDF of X and Y be given by f (x, y) g (x)h(y)

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Let the joint PDF of X and Y be given by f (x, y) Æ g (x)h(y) for some functions g (x) and h(y). Let a Æ

R 1

¡1 g (x)dx and b Æ

R 1

¡1h(x)dx.

(a) What conditions a and b should satisfy in order for f (x, y) to be a bivariate PDF?

(b) Find themarginal PDF of X and Y .

(c) Show that X and Y are independent.

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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Let the joint PDF of X and Y be given by f (x, y) g (x)h(y)

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Probability And Statistics For Economists

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