2.16 Bivariate Random Variables Discrete Case Continuous Case ...
2.16 Bivariate Random Variables Discrete Case Continuous Case ...
2.16 Bivariate Random Variables Discrete Case Continuous Case ...
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
<strong>2.16</strong> <strong>Bivariate</strong> RV’s<br />
Example:<br />
f(x, y) =<br />
⎧<br />
⎨<br />
⎩<br />
e −(x+y) if x ≥ 0, y ≥ 0<br />
0 otherwise<br />
f X (x) =<br />
∫<br />
R<br />
f(x, y) dy<br />
=<br />
=<br />
∫ ∞<br />
0 e−(x+y) dy<br />
⎧<br />
⎨<br />
⎩<br />
e −x if x ≥ 0<br />
0 otherwise<br />
19