Joint Density Expectations 84C579
1. **Problem Statement:** Given the joint density function $$f(x,y) = x + y$$ for $$0 < x \leq 1$$ and $$0 < y < 1$$, and zero elsewhere, we need to find:
(i) $$E(X)$$
(ii) $$E(Y)$$
(iii) $$E(XY)$$
(iv) Determine if $$X$$ and $$Y$$ are independent.
Also, find $$P(X + Y \leq 1)$$.
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2. **Check if $$f(x,y)$$ is a valid joint density:**
We verify $$\int_0^1 \int_0^1 (x + y) \, dy \, dx = 1$$.
Calculate inner integral:
$$\int_0^1 (x + y) \, dy = \int_0^1 x \, dy + \int_0^1 y \, dy = x(1 - 0) + \frac{1^2}{2} = x + \frac{1}{2}$$
Now outer integral:
$$\int_0^1 \left(x + \frac{1}{2}\right) dx = \int_0^1 x \, dx + \int_0^1 \frac{1}{2} \, dx = \frac{1}{2} + \frac{1}{2} = 1$$
So, $$f(x,y)$$ is a valid joint density.
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3. **Find $$E(X)$$:**
Formula:
$$E(X) = \int \int x f(x,y) \, dy \, dx$$
Calculate:
$$E(X) = \int_0^1 \int_0^1 x (x + y) \, dy \, dx = \int_0^1 \int_0^1 (x^2 + xy) \, dy \, dx$$
Inner integral:
$$\int_0^1 (x^2 + xy) \, dy = x^2 \int_0^1 dy + x \int_0^1 y \, dy = x^2 (1) + x \frac{1}{2} = x^2 + \frac{x}{2}$$
Outer integral:
$$\int_0^1 \left(x^2 + \frac{x}{2}\right) dx = \int_0^1 x^2 dx + \frac{1}{2} \int_0^1 x dx = \frac{1}{3} + \frac{1}{2} \cdot \frac{1}{2} = \frac{1}{3} + \frac{1}{4} = \frac{7}{12}$$
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4. **Find $$E(Y)$$:**
Formula:
$$E(Y) = \int \int y f(x,y) \, dy \, dx$$
Calculate:
$$E(Y) = \int_0^1 \int_0^1 y (x + y) \, dy \, dx = \int_0^1 \int_0^1 (xy + y^2) \, dy \, dx$$
Inner integral:
$$\int_0^1 (xy + y^2) \, dy = x \int_0^1 y \, dy + \int_0^1 y^2 \, dy = x \frac{1}{2} + \frac{1}{3} = \frac{x}{2} + \frac{1}{3}$$
Outer integral:
$$\int_0^1 \left(\frac{x}{2} + \frac{1}{3}\right) dx = \frac{1}{2} \int_0^1 x dx + \frac{1}{3} \int_0^1 dx = \frac{1}{2} \cdot \frac{1}{2} + \frac{1}{3} \cdot 1 = \frac{1}{4} + \frac{1}{3} = \frac{7}{12}$$
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5. **Find $$E(XY)$$:**
Formula:
$$E(XY) = \int \int xy f(x,y) \, dy \, dx$$
Calculate:
$$E(XY) = \int_0^1 \int_0^1 xy (x + y) \, dy \, dx = \int_0^1 \int_0^1 (x^2 y + x y^2) \, dy \, dx$$
Inner integral:
$$\int_0^1 (x^2 y + x y^2) \, dy = x^2 \int_0^1 y \, dy + x \int_0^1 y^2 \, dy = x^2 \frac{1}{2} + x \frac{1}{3} = \frac{x^2}{2} + \frac{x}{3}$$
Outer integral:
$$\int_0^1 \left(\frac{x^2}{2} + \frac{x}{3}\right) dx = \frac{1}{2} \int_0^1 x^2 dx + \frac{1}{3} \int_0^1 x dx = \frac{1}{2} \cdot \frac{1}{3} + \frac{1}{3} \cdot \frac{1}{2} = \frac{1}{6} + \frac{1}{6} = \frac{1}{3}$$
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6. **Check independence:**
If $$X$$ and $$Y$$ are independent, then $$f(x,y) = f_X(x) f_Y(y)$$.
Find marginal densities:
$$f_X(x) = \int_0^1 (x + y) dy = x + \frac{1}{2}$$
$$f_Y(y) = \int_0^1 (x + y) dx = y + \frac{1}{2}$$
Check product:
$$f_X(x) f_Y(y) = \left(x + \frac{1}{2}\right) \left(y + \frac{1}{2}\right) = xy + \frac{x}{2} + \frac{y}{2} + \frac{1}{4}$$
This is not equal to $$f(x,y) = x + y$$.
Therefore, $$X$$ and $$Y$$ are **not independent**.
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7. **Find $$P(X + Y \leq 1)$$:**
Calculate:
$$P(X + Y \leq 1) = \int_0^1 \int_0^{1 - x} (x + y) \, dy \, dx$$
Inner integral:
$$\int_0^{1 - x} (x + y) dy = x(1 - x) + \frac{(1 - x)^2}{2} = x - x^2 + \frac{(1 - 2x + x^2)}{2} = x - x^2 + \frac{1}{2} - x + \frac{x^2}{2} = \frac{1}{2} - \frac{x^2}{2}$$
Outer integral:
$$\int_0^1 \left(\frac{1}{2} - \frac{x^2}{2}\right) dx = \frac{1}{2} \int_0^1 (1 - x^2) dx = \frac{1}{2} \left(1 - \frac{1}{3}\right) = \frac{1}{2} \cdot \frac{2}{3} = \frac{1}{3}$$
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**Final answers:**
(i) $$E(X) = \frac{7}{12}$$
(ii) $$E(Y) = \frac{7}{12}$$
(iii) $$E(XY) = \frac{1}{3}$$
(iv) $$X$$ and $$Y$$ are **not independent**.
$$P(X + Y \leq 1) = \frac{1}{3}$$