s**********2
发帖数: 61 | 1 问题是the joint distribution of X and Y is given by f(x, y)=exp(-y)/y, 0
目出错了吗？还是解法和有x是一样的呢？请别砸我，我是菜鸟。谢谢！ | s**c
发帖数: 1247 | 2 f(x|y)=1/y,uniform(0,y)
y~exponential(1)
【在 s**********2 的大作中提到】
: 问题是the joint distribution of X and Y is given by f(x, y)=exp(-y)/y, 0: : 目出错了吗？还是解法和有x是一样的呢？请别砸我，我是菜鸟。谢谢！
| g*****d
发帖数: 526 | 3 y的取值与x有关，相当于在联合分布中有一个x的indicator function。
【在 s**********2 的大作中提到】
: 问题是the joint distribution of X and Y is given by f(x, y)=exp(-y)/y, 0: : 目出错了吗？还是解法和有x是一样的呢？请别砸我，我是菜鸟。谢谢！
| s**********2
发帖数: 61 | 4 Thanks for your reply. I understand the conditional probability density part
now. I am not sure that I understand the second line. Could you elaborate?
I was able to duplicate the results of getting 1/y, but I am not sure that I
am getting the right expectation value for x^3, I am currently getting (y^3
)/4, am I doing it properly? Thank you very much.
【在 s**c 的大作中提到】
: f(x|y)=1/y,uniform(0,y)
: y~exponential(1)
:
:
| g******n
发帖数: 339 | 5 The marginal distribution of y is the integration of joint with respect to x
. i.e, f(y)=int(e^(-y)/y, x=0..y)=e^(-y), 0
Your calculation for the conditional expectation is correct.
part
?
I
^3
【在 s**********2 的大作中提到】
: Thanks for your reply. I understand the conditional probability density part
: now. I am not sure that I understand the second line. Could you elaborate?
: I was able to duplicate the results of getting 1/y, but I am not sure that I
: am getting the right expectation value for x^3, I am currently getting (y^3
: )/4, am I doing it properly? Thank you very much.
| s**********2
发帖数: 61 | 6 Thanks a lot! I really appreciate it.
x
【在 g******n 的大作中提到】
: The marginal distribution of y is the integration of joint with respect to x
: . i.e, f(y)=int(e^(-y)/y, x=0..y)=e^(-y), 0: Your calculation for the conditional expectation is correct.
:
: part
: ?
: I
: ^3
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