Suppose X, Y, and Z are random variables with the joint density function f(x, y, z) = Ce−(0.5x + 0.2y + 0.1z) if x ≥ 0, y ≥ 0, z ≥ 0, and f(x, y, z) = 0 otherwise. (a) Find the value of the constant C. (b) Find P(X ≤ 1.375 , Y ≤ 1.5). (Round answer to five decimal places). (c) Find P(X ≤ 1.375 , Y ≤ 1.5 , Z ≤ 1). (Round answer to six decimal places).

Answer :

LammettHash

a.

[tex]f_{X,Y,Z}(x,y,z)=\begin{cases}Ce^{-(0.5x+0.2y+0.1z)}&\text{for }x\ge0,y\ge0,z\ge0\\0&\text{otherwise}\end{cases}[/tex]

is a proper joint density function if, over its support, [tex]f[/tex] is non-negative and the integral of [tex]f[/tex] is 1. The first condition is easily met as long as [tex]C\ge0[/tex]. To meet the second condition, we require

[tex]\displaystyle\int_0^\infty\int_0^\infty\int_0^\infty f_{X,Y,Z}(x,y,z)\,\mathrm dx\,\mathrm dy\,\mathrm dz=100C=1\implies \boxed{C=0.01}[/tex]

b. Find the marginal joint density of [tex]X[/tex] and [tex]Y[/tex] by integrating the joint density with respect to [tex]z[/tex]:

[tex]f_{X,Y}(x,y)=\displaystyle\int_0^\infty f_{X,Y,Z}(x,y,z)\,\mathrm dz=0.01e^{-(0.5x+0.2y)}\int_0^\infty e^{-0.1z}\,\mathrm dz[/tex]

[tex]\implies f_{X,Y}(x,y)=\begin{cases}0.1e^{-(0.5x+0.2y)}&\text{for }x\ge0,y\ge0\\0&\text{otherwise}\end{cases}[/tex]

Then

[tex]\displaystyle P(X\le1.375,Y\le1.5)=\int_0^{1.5}\int_0^{1.375}f_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy[/tex]

[tex]\approx\boxed{0.12886}[/tex]

c. This probability can be found by simply integrating the joint density:

[tex]\displaystyle P(X\le1.375,Y\le1.5,Z\le1)=\int_0^1\int_0^{1.5}\int_0^{1.375}f_{X,Y,Z}(x,y,z)\,\mathrm dx\,\mathrm dy\,\mathrm dz[/tex]

[tex]\approx\boxed{0.012262}[/tex]

Other Questions