I am getting <msub> f <mrow class="MJX-TeXAtom-ORD"> X , Y <

juniorychichoa70

juniorychichoa70

Answered question

2022-05-02

I am getting f X , Y ( x , y ) = f X ( x ) f Y ( y ) even if the correlation coefficient ρ 0

Answer & Explanation

vanvanvan4ie

vanvanvan4ie

Beginner2022-05-03Added 12 answers

Step 1
Firstly, the domain of S = { ( x , y ) : a + b x < y < a + b x , h < x < h } means that
f X ( x ) = a + b x a + b x 1 h < x < h 4 h a d y = 1 2 h   1 h < x < h
[Note: because we want the marginal of x we 'integrate out' y over where it is supported relative to x.]
Nextly, by rewriting the domain S = { ( x , y ) : ( y a ) / b < x < ( y + a ) / b , a b h < y < a + b h } , we likewise have:
f Y ( y ) = ( y a ) / b ( y + a ) / b 1 ( a + b h ) < y < ( a + b h ) 4 h a d x = 1 2 b h 1 ( a + b h ) < y < ( a + b h )
So f X ( x ) f Y ( y ) = 1 4 b h 2 1 h < x < h , ( a + b h ) < y < ( a + b h ) , which does not equal to the joint p.d. function.

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