I'm having difficulties with task 2, since given solution doesn't equal mine:
$f_{XY}(x,y) = \begin{cases} \left (6·e^{-3x}·e^{-2y} \right) &
\text{if } 00 & \text{otherwise } %
\end{cases}$
Task 1: Show that X and Y are independent
Task 2: Set Z=X+Y and calculate the density function fZ for Z
I'll post the entire task, since others might seek help for a similar problem.
Task 1:
To show this we use that "Two continuous random variables X and Y are independent if:
fXY(x,y)=fX(x)·fY(y), for all x,y
We find the marginal PDF's
fX(x)=∫∞06·e−3x·e−2ydy
fY(y)=∫∞06·e−3x·e−2ydx
We multiply the two:
fY(y)·fX(x)=6·e−3x·e−2y
Which is the same as the joint PDF. We conclude they are independent.
Task 2:
We solve it by finding the CDF and differentiate this to find the PDF:
P(Z≤z)
P(x+y≤z)
P(y≤z−x)
We solve the double integral:
∫∞0∫(z−x)0(6·e−3x·e−2ydydx=(1−3·e−2·z)
We now have the CDF:
$F_{Z}(z) = \begin{cases} \left (0 \right) &
\text{if } 0>z \\(1-3·e^{-2·z}) & \text{}0
\end{cases}$
To find the PDF we differentiate the CDF:
ddz(1−3·e−2·z)=6·e−2z
Giving us a PDF of:
$f_{Z}(z) = \begin{cases} \left (6·e^{-2z} \right) &
\text{if } 0
\end{cases}$
However the solution provided is:
fZ(z)=6·e−2z·(1−e−z)
What am I doing wrong?
Besides this im unsure of:
The intervals in the CDF
Answer
Y=z−X=−X+z is a linear equation with y-intercept z and slope −1. The region where Y≤−X+z is in green below. Note where the line intersects with the X and Y axes.
Thus, the CDF is, according to the graph above,
∫z0∫−x+z06e−3xe−2y dy dx=2e−3z−3e−2z+1
from which we obtain
fZ(z)=−6e−3z+6e−2z=6e−2z−6e−3z=6e−2z(1−e−z)
for z>0 as desired.
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