Re: PDF- Sinistral, have a look.
Posted by
Sinistral on
Jun 18, 2013; 4:51pm
URL: http://discussion-forum.276.s1.nabble.com/PDF-Sinistral-have-a-look-tp7582516p7582551.html
Oh yes!! how could I miss that. (thank you so much Sir)
EDIT
F(u,v)= Pr(U<u, V<v)= Pr(U<u, V<v|X<Y) Pr(X<Y) + P(U<u, V<v|X>Y) Pr(X>Y) (as pointed by Amit Sir and now it seems fairly obvious).
Pr(U<u, V<v AND X<Y) * Pr(X<Y) + P(U<u, V<v AND X>Y) * Pr(X>Y)
= -------------------------------- ----------------------------
Pr(X<Y) Pr(X>Y)
= P ( X<u,Y<v) + P (Y<u,X<v)
/EDIT
Rest of the solution is same:
=P( X<u)*P(Y<v) + P(Y<u)*P(X<v) since X and Y are independent.
= Integral (x=0 to u) 2x^2 dx * Integral(y=0 to v) 3y^3 dy + Integral(y=0 to u) 3y^3 dy * Integral (x=0 to v) 2x^2 dx
=u^2*v^3 + v^2*u^3
f(u,v)= ∂²F(u,v)/∂u∂v
= 6uv(u+v) 0<u<v<1
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"You don't have to believe in God, but you should believe in The Book." -Paul Erdős