Joint Pdf Densities C71A7C
1. **Problem Statement:** Given the joint pdf $$f(x,y) = \frac{2}{(1+x+y)^3}$$ for $$x>0, y>0$$ and 0 elsewhere, find:
(i) Marginal densities of $$X$$ and $$Y$$
(ii) Conditional density of $$X$$ given $$Y=y$$
(iii) Conditional density of $$Y$$ given $$X=x$$
2. **Marginal Density of $$X$$:**
The marginal density $$f_X(x)$$ is found by integrating the joint pdf over all $$y$$:
$$f_X(x) = \int_0^\infty f(x,y) \, dy = \int_0^\infty \frac{2}{(1+x+y)^3} \, dy$$
Let $$u = 1 + x + y \Rightarrow du = dy$$, when $$y=0, u=1+x$$ and when $$y \to \infty, u \to \infty$$.
So,
$$f_X(x) = 2 \int_{1+x}^\infty u^{-3} \, du = 2 \left[-\frac{1}{2u^2}\right]_{1+x}^\infty = \frac{1}{(1+x)^2}$$
for $$x>0$$.
3. **Marginal Density of $$Y$$:**
Similarly, integrate over $$x$$:
$$f_Y(y) = \int_0^\infty f(x,y) \, dx = \int_0^\infty \frac{2}{(1+x+y)^3} \, dx$$
Let $$v = 1 + x + y \Rightarrow dv = dx$$, when $$x=0, v=1+y$$ and when $$x \to \infty, v \to \infty$$.
So,
$$f_Y(y) = 2 \int_{1+y}^\infty v^{-3} \, dv = 2 \left[-\frac{1}{2v^2}\right]_{1+y}^\infty = \frac{1}{(1+y)^2}$$
for $$y>0$$.
4. **Conditional Density of $$X$$ given $$Y=y$$:**
By definition,
$$f_{X|Y}(x|y) = \frac{f(x,y)}{f_Y(y)} = \frac{\frac{2}{(1+x+y)^3}}{\frac{1}{(1+y)^2}} = \frac{2(1+y)^2}{(1+x+y)^3}$$
for $$x>0, y>0$$.
5. **Conditional Density of $$Y$$ given $$X=x$$:**
Similarly,
$$f_{Y|X}(y|x) = \frac{f(x,y)}{f_X(x)} = \frac{\frac{2}{(1+x+y)^3}}{\frac{1}{(1+x)^2}} = \frac{2(1+x)^2}{(1+x+y)^3}$$
for $$y>0, x>0$$.
**Final answers:**
(i) $$f_X(x) = \frac{1}{(1+x)^2}, x>0$$ and $$f_Y(y) = \frac{1}{(1+y)^2}, y>0$$
(ii) $$f_{X|Y}(x|y) = \frac{2(1+y)^2}{(1+x+y)^3}, x>0$$
(iii) $$f_{Y|X}(y|x) = \frac{2(1+x)^2}{(1+x+y)^3}, y>0$$