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QUESTION

Let X,Y be continuous r.s with the following joint probability density function: f X,Y ( x,y ) = { ke x x 0 x, 0 | y | x ; 0 otherwise. (a) Find...

Let

X,Y

be continuous r.v.s with the following joint probability density function:

f

X,Y

(

x,y

) =

{

ke

x

x

0

< x,

0

≤|

y

|≤

x

;

0

otherwise.

(a) Find the constant

k

.

(b) Find the marginal density

f

X

(

x

)

and identify the distribution of

X

.

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