Saturday, 27 August 2016

probability - Calculate the expected value



To get the expected value of $E(X), E(Y) $ and $E(X, Y)$ given:

$$
f_{X,Y}(x,y) = 3x
$$
where $0\le x \le y \le 1.$



My solution is, first get the margin distribution:
\begin{aligned}
f_x(x) &= 3x(1-x) \\
f_y(y) &= \frac{3}{2} y^2
\end{aligned}




Then calculate the expected value:
\begin{aligned}
E(X) &= \int_0^y 3x^2(1-x) \; dx = y^3-\frac{3}{4} y^4 \\
E(Y) &= \int_x^1 \frac{3}{2} y^3 \; dy = \frac{3}{8} (1 - x^4)
\end{aligned}



and
\begin{aligned}
E(XY)=\int_0^y \int_x^1 xy \cdot 3x \;dy\; dx = \frac{1}{2} y^3 - \frac{3}{10} y^5

\end{aligned}



However, my calculated expected values contain variable $x$ and $y$, do I make some mistakes?


Answer



[after you added the joint distribution of $X,Y$]:
to find $\mathbf{E}XY$ use
$$
\int_{0}^{1} \int_{0}^{y}xy f(x,y)dx dy
$$
Can you handle the rest?



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