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-   -   calculate the cumulative distribution function F(x, y). (https://www.askmehelpdesk.com/showthread.php?t=602889)

  • Oct 11, 2011, 09:54 AM
    vickia
    calculate the cumulative distribution function F(x, y).
    f(x,y)=1/3(x y) 1<=x,y<=2
    f(x,y)=0 Elsewhere

    and I would I like to know how you chose your limits (how you know what limits to use)
  • Oct 12, 2011, 11:04 AM
    jcaron2
    Do I understand the question correctly? Given the function f(x,y), you want to calculate the joint cumulative distribution function F(x,y)? I take that to mean the following:



    Therefore



    The upper limits are x and y, since you're integrating (i.e. "adding up") all of the volume under the function for X and Y values less than x and y.

    Given the function f(x,y) that you wrote, the function value is zero for all (x,y) < 1. Therefore you know that F(x,y) is zero for all (x<1) or (y<1). For the remaining cases (x,y 1), the lower limits of integration can be adjusted to 1.

    Meanwhile, if x>2 or y>to the function value goes back to zero, so the upper limit of integration can be truncated at 2:

    for x<1 or y<1.

    for 1<=x,y<=2.

    for x>2; 1<=y<=2.

    for 1<=x<=2; y>2.

    for x,y>2.

    Can you do the integrals?

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