Friday, 11 September 2015

integration - finding the marginal PDF of a random variable with undefined integral

The joint PDF of $X$ and $Y$ is



$$ f_{X,Y}(x,y) = \begin{cases}\frac{1}{y}, 0 < x < y, 0 < y < 1\\
0, \text{otherwise}\end{cases} $$



To find the marginal PDF of $Y$ seems straightforward enough:
$$ f_Y(y) = \int_0^y \frac{1}{y}dx = \left[\frac{x}{y}\right]_{x=0}^{x=y} = 1$$




But when I try to find the marginal PDF of $X$ I get stuck with what seems to be an undefined integral:



$$ f_X(x) = \int_0^1 \frac{1}{y} dy $$



Is there another way to find the marginal PDF of $X$?

No comments:

Post a Comment

real analysis - How to find $lim_{hrightarrow 0}frac{sin(ha)}{h}$

How to find $\lim_{h\rightarrow 0}\frac{\sin(ha)}{h}$ without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...