Joint Probability
1. **Problem statement:** Given the joint PDF of random variables $X$ and $Y$ as $$f(x,y) = \frac{2}{75}(2x + y^2), \quad 0 \leq x \leq 3, 1 \leq y \leq 2$$ Find:
(1) $P[1 \leq X \leq 2, \frac{1}{3} \leq Y \leq \frac{5}{3}]$
(2) Joint distribution function $F(x,y)$
(3) Marginal distribution function $F_X(x)$
(4) Marginal PDF $f_X(x)$ for $x \in [0,3]$
---
2. **Step 1: Calculate $P[1 \leq X \leq 2, \frac{1}{3} \leq Y \leq \frac{5}{3}]$**
First, note the support of $Y$ is $[1,2]$, but the interval $[\frac{1}{3}, \frac{5}{3}]$ intersects with $[1, 2]$ only over $[1, \frac{5}{3}]$ because $\frac{1}{3} < 1$.
Thus, effective interval for $Y$ is $[1, \frac{5}{3}]$
Calculate the probability:
$$
P = \int_{x=1}^2 \int_{y=1}^{5/3} \frac{2}{75}(2x + y^2) \, dy \, dx
$$
Integrate w.r.t. $y$:
$$
\int_1^{5/3} (2x + y^2) dy = 2x(y) \Big|_1^{5/3} + \frac{y^3}{3} \Big|_1^{5/3} = 2x \left(\frac{5}{3} - 1\right) + \frac{1}{3} \left(\left(\frac{5}{3}\right)^3 - 1\right)
$$
Simplify:
$$
= 2x \left(\frac{2}{3}\right) + \frac{1}{3} \left(\frac{125}{27} - 1\right) = \frac{4x}{3} + \frac{1}{3} \times \frac{98}{27} = \frac{4x}{3} + \frac{98}{81}
$$
Now integrate w.r.t $x$ from 1 to 2:
$$
\int_1^2 \left(\frac{4x}{3} + \frac{98}{81}\right) dx = \int_1^2 \frac{4x}{3} dx + \int_1^2 \frac{98}{81} dx = \frac{4}{3} \frac{x^2}{2} \Big|_1^2 + \frac{98}{81} (2-1) = \frac{2}{3}(4 - 1) + \frac{98}{81}
$$
Simplify:
$$
= \frac{2}{3} \times 3 + \frac{98}{81} = 2 + \frac{98}{81} = \frac{162}{81} + \frac{98}{81} = \frac{260}{81}
$$
Multiply by $\frac{2}{75}$:
$$
P = \frac{2}{75} \times \frac{260}{81} = \frac{520}{6075} \approx 0.0856
$$
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3. **Step 2: Find the joint distribution function $F(x,y) = P(X \leq x, Y \leq y)$**
By definition:
$$
F(x,y) = \int_0^x \int_1^y f(u,v) dv du
$$
with $0 \leq x \leq 3$ and $1 \leq y \leq 2$ (zero outside these ranges).
Calculate inner integral:
$$
\int_1^y (2u + v^2) dv = 2u (y - 1) + \frac{y^3 - 1}{3}
$$
Hence,
$$
F(x,y) = \int_0^x \frac{2}{75} \left[ 2u (y - 1) + \frac{y^3 - 1}{3} \right] du = \frac{2}{75} \left[ (y - 1) \int_0^x 2u du + \frac{y^3 -1}{3} \int_0^x du \right]
$$
Evaluate integrals over $u$:
$$
\int_0^x 2u du = x^2, \quad \int_0^x du = x
$$
Thus:
$$
F(x,y) = \frac{2}{75} \left[ (y-1) x^2 + \frac{y^3 - 1}{3} x \right] = \frac{2}{75} x^2 (y-1) + \frac{2}{225} x (y^3 - 1)
$$
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4. **Step 3: Find marginal distribution function $F_X(x)$**
By definition:
$$
F_X(x) = P(X \leq x) = \int_1^2 F(x, dy) = \int_1^2 \int_0^x f(u,y) du dy
$$
Switch integrals:
$$
F_X(x) = \int_0^x \int_1^2 f(u,y) dy du
$$
Integrate $f(u,y)$ w.r.t $y$:
$$
\int_1^2 \frac{2}{75} (2u + y^2) dy = \frac{2}{75} \left( 2u(y) + \frac{y^3}{3} \right) \Big|_1^2 = \frac{2}{75} \left( 2u(1) + \frac{8}{3} - (2u + \frac{1}{3}) \right) = \frac{2}{75} \left( 0 + \frac{7}{3} \right) = \frac{14}{225}
$$
Note the integral of $2u$ terms cancels out because limits are substituted, check carefully:
Actually:
$$
2u(y) \Big|_1^2 = 2u(2) - 2u(1) = 4u - 2u = 2u
$$
For the $y^2$ term:
$$
\frac{y^3}{3} \Big|_1^2 = \frac{8}{3} - \frac{1}{3} = \frac{7}{3}
$$
So total integral w.r.t. $y$:
$$
\frac{2}{75} (2u + \frac{7}{3})
$$
Integrate w.r.t. $u$:
$$
F_X(x) = \int_0^x \frac{2}{75} (2u + \frac{7}{3}) du = \frac{2}{75} \left( \int_0^x 2u du + \int_0^x \frac{7}{3} du \right) = \frac{2}{75} \left( x^2 + \frac{7x}{3} \right)
$$
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5. **Step 4: Find marginal PDF $f_X(x)$ for $0 \leq x \leq 3$**
Take derivative w.r.t $x$ of $F_X(x)$:
$$
f_X(x) = \frac{d}{dx}F_X(x) = \frac{d}{dx} \left[ \frac{2}{75} \left( x^2 + \frac{7x}{3} \right) \right] = \frac{2}{75} \left( 2x + \frac{7}{3} \right) = \frac{4x}{75} + \frac{14}{225}
$$
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**Final answers:**
1. $P[1 \leq X \leq 2, \frac{1}{3} \leq Y \leq \frac{5}{3}] = \frac{520}{6075} \approx 0.0856$
2. Joint CDF: $$F(x,y) = \frac{2}{75} x^2 (y-1) + \frac{2}{225} x (y^3 - 1), \quad 0 \leq x \leq 3, 1 \leq y \leq 2$$
3. Marginal CDF of $X$: $$F_X(x) = \frac{2}{75} \left(x^2 + \frac{7x}{3} \right), \quad 0 \leq x \leq 3$$
4. Marginal PDF of $X$: $$f_X(x) = \frac{4x}{75} + \frac{14}{225}, \quad 0 \leq x \leq 3$$