Let

1

3 (x + y) 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
fX,Y (x, y) =
0 otherwise
• Determine marginal probability density of X and Y
Solución:
Para X

Z y=2
1
fX (x) = (x + y)dy
y=0 3
2
= (x + 1)
3

Z x=x
2
FX (x) = (x + 1)dx
x=0 3
2 x2
= (x + )
3 2

Para Y
Z x=1
1
fY (y) = (x + y)dx
x=0 3
1
= (2y + 1)
6

Z y=y
1
FY (y) = (2y + 1)dy
y=0 6
y
= (y + 1)
6

• Find P X < 21 , Y < 1

  Z x=1/2 Z y=1
1 1
P X< ,Y < 1 = (x + y)dxdx
2 x=0 y=0 3
1
=
8

• Find P (X < 2Y )

Z x=1 Z y=1
1
P (X < 2Y ) = (x + y)dxdx
x=0 y=x/2 3
145
=
288

• X and Y are independient ?

Solución: Podemos verificar que fX,Y (x, y) 6= fX (x)fY (y) entonces no son independientes

1
• Find f (x|y) and f (y|x)

f (x, y)
f (x|y) =
f (y)
1
(x + y)
= 13
6 (2y + 1)
x+y
=2
2y + 1

f (x, y)
f (y|x) =
f (x)
1
(x + y)
= 32
3 (x + 1)
1 x+y
= ·
2 x+1

• Find P X < 12 |Y = 1

 
1
P X < |Y = 1 = f (x|y = 2)
2
Z 1/2
x+1
= 2 dx
0 3
5
=
12
• Find V(2X − 3Y + 8).
Solución:

Z x=1 Z y=2
1
E(x) = (x)(x + y)dydx
x=0 y=0 3
5
=
9

Z x=1 Z y=2
1
E(y) = (y)(x + y)dydx
x=0 y=0 3
11
=
9

Z x=1 Z y=2
1
E(xy) = (xy)(x + y)dydx
x=0 y=0 3
2
=
3

Z x=1 Z y=2
1 2
E(x2 ) = (x )(x + y)dydx
x=0 y=0 3
7
=
18

2
 Z x=1 Z y=2
2 1 2
E(y ) = (y )(x + y)dydx
x=0 y=0 3
16
=
9

Entonces si z = 2x − 3y + 8:

E(z) = E(2x − 3y + 8)
= E(2x) − E(3y) + E(8)
5 11
=2· −3· +8
9 9
49
=
9

También z 2 = (2x − 3y + 8)2 = 4x2 + 9y 2 + 64 − 12xy + 32x − 48y

E(z 2 ) = E((2x − 3y + 8)2 )

= E(4x2 ) + E(9y 2 ) + E(64) − E(12xy) + E(32x) − E(48y)
7 16 2 5 11
=4· +9· + 64 − 12 · + 32 · − 48 ·
18 9 3 9 9
98
=
3
98
Entonces V(z) = 3 − ( 49 2
9 ) =

• Find Cov(X, Y )

Cov(X, Y ) = E(XY ) − E(X)E(Y )

2 5 11
= − ·
3 9 9
2 55
= −
3 81
1
=−
81