Casella exercise 4.58: $P(X/Y leq t)$ with $X$ and $Y$ uniform distribution












1












$begingroup$


Let $X$, $Y$ and $Z$ independent uniform (0,1) random variables:



Find $P(X/Y leq t)$ and $P(XY leq t)$



I started with: $P(X/Y leq t)$ by using Jacobian:



So, $Z= X/Y$, $W = Y$ , my Jacobian gave me: $w$



$F_{Z,W}(z,w) = w$ .



From now on I started to have some problems to define the interval of $F_{Z}(z)$.



Z as I can see goes from zero to infinity right?



The answer in Casella is: $F_{Z} = 1/2 (t)$ , for $t>1$ and $1/2 - (1-t)$, for $t leq 1$



Any help guys?










share|cite|improve this question











$endgroup$












  • $begingroup$
    Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
    $endgroup$
    – kccu
    Jan 26 at 20:21
















1












$begingroup$


Let $X$, $Y$ and $Z$ independent uniform (0,1) random variables:



Find $P(X/Y leq t)$ and $P(XY leq t)$



I started with: $P(X/Y leq t)$ by using Jacobian:



So, $Z= X/Y$, $W = Y$ , my Jacobian gave me: $w$



$F_{Z,W}(z,w) = w$ .



From now on I started to have some problems to define the interval of $F_{Z}(z)$.



Z as I can see goes from zero to infinity right?



The answer in Casella is: $F_{Z} = 1/2 (t)$ , for $t>1$ and $1/2 - (1-t)$, for $t leq 1$



Any help guys?










share|cite|improve this question











$endgroup$












  • $begingroup$
    Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
    $endgroup$
    – kccu
    Jan 26 at 20:21














1












1








1


1



$begingroup$


Let $X$, $Y$ and $Z$ independent uniform (0,1) random variables:



Find $P(X/Y leq t)$ and $P(XY leq t)$



I started with: $P(X/Y leq t)$ by using Jacobian:



So, $Z= X/Y$, $W = Y$ , my Jacobian gave me: $w$



$F_{Z,W}(z,w) = w$ .



From now on I started to have some problems to define the interval of $F_{Z}(z)$.



Z as I can see goes from zero to infinity right?



The answer in Casella is: $F_{Z} = 1/2 (t)$ , for $t>1$ and $1/2 - (1-t)$, for $t leq 1$



Any help guys?










share|cite|improve this question











$endgroup$




Let $X$, $Y$ and $Z$ independent uniform (0,1) random variables:



Find $P(X/Y leq t)$ and $P(XY leq t)$



I started with: $P(X/Y leq t)$ by using Jacobian:



So, $Z= X/Y$, $W = Y$ , my Jacobian gave me: $w$



$F_{Z,W}(z,w) = w$ .



From now on I started to have some problems to define the interval of $F_{Z}(z)$.



Z as I can see goes from zero to infinity right?



The answer in Casella is: $F_{Z} = 1/2 (t)$ , for $t>1$ and $1/2 - (1-t)$, for $t leq 1$



Any help guys?







probability probability-theory probability-distributions






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Feb 17 at 14:23









Zhanxiong

8,94911032




8,94911032










asked Jan 26 at 20:16









LauraLaura

3518




3518












  • $begingroup$
    Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
    $endgroup$
    – kccu
    Jan 26 at 20:21


















  • $begingroup$
    Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
    $endgroup$
    – kccu
    Jan 26 at 20:21
















$begingroup$
Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
$endgroup$
– kccu
Jan 26 at 20:21




$begingroup$
Have you tried drawing the sample space and sketching the region where $X/Yleq t$?
$endgroup$
– kccu
Jan 26 at 20:21










1 Answer
1






active

oldest

votes


















2












$begingroup$

Your way certainly works, but a direct calculation is also possible. First note that the range of $X/Y$ is $mathbb{R}^*$ (the set of all positive reals). The subtleties of this problem is probably to notice the probability depends on the value of $t$. If $t leq 0$, then clearly it is $0$. If $t in (0, 1)$, then $yt in (0, 1)$ for all $y in (0, 1)$, hence
$$P(X/Y leq t) = int_0^1 P(X/y leq t) f_Y(y) dy = int_0^1 P(X leq yt) dy = int_0^1 yt dy = frac{1}{2}t.$$
Similar argument shows that for any $t > 1$,
begin{align}
P(X / Y leq t) & = int_0^1 P(X/y leq t) f_Y(y)dy = int_0^1 P(X leq yt) dy \
& = int_0^{t^{-1}} yt dy + int_{t^{-1}}^1 dy = frac{1}{2}t^{-1} + (1 - t^{-1}) = 1 - frac{1}{2}t^{-1}.
end{align}



Using the same technique (solve the problem by parts), you may try to recover Casella's answer to $F_Z(t)$.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
    $endgroup$
    – Laura
    Jan 26 at 21:11












  • $begingroup$
    In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
    $endgroup$
    – Laura
    Jan 26 at 21:14








  • 1




    $begingroup$
    @Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:20








  • 1




    $begingroup$
    Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:27








  • 1




    $begingroup$
    @Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
    $endgroup$
    – Laura
    Jan 26 at 23:17











Your Answer





StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});














draft saved

draft discarded


















StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3088711%2fcasella-exercise-4-58-px-y-leq-t-with-x-and-y-uniform-distribution%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown

























1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









2












$begingroup$

Your way certainly works, but a direct calculation is also possible. First note that the range of $X/Y$ is $mathbb{R}^*$ (the set of all positive reals). The subtleties of this problem is probably to notice the probability depends on the value of $t$. If $t leq 0$, then clearly it is $0$. If $t in (0, 1)$, then $yt in (0, 1)$ for all $y in (0, 1)$, hence
$$P(X/Y leq t) = int_0^1 P(X/y leq t) f_Y(y) dy = int_0^1 P(X leq yt) dy = int_0^1 yt dy = frac{1}{2}t.$$
Similar argument shows that for any $t > 1$,
begin{align}
P(X / Y leq t) & = int_0^1 P(X/y leq t) f_Y(y)dy = int_0^1 P(X leq yt) dy \
& = int_0^{t^{-1}} yt dy + int_{t^{-1}}^1 dy = frac{1}{2}t^{-1} + (1 - t^{-1}) = 1 - frac{1}{2}t^{-1}.
end{align}



Using the same technique (solve the problem by parts), you may try to recover Casella's answer to $F_Z(t)$.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
    $endgroup$
    – Laura
    Jan 26 at 21:11












  • $begingroup$
    In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
    $endgroup$
    – Laura
    Jan 26 at 21:14








  • 1




    $begingroup$
    @Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:20








  • 1




    $begingroup$
    Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:27








  • 1




    $begingroup$
    @Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
    $endgroup$
    – Laura
    Jan 26 at 23:17
















2












$begingroup$

Your way certainly works, but a direct calculation is also possible. First note that the range of $X/Y$ is $mathbb{R}^*$ (the set of all positive reals). The subtleties of this problem is probably to notice the probability depends on the value of $t$. If $t leq 0$, then clearly it is $0$. If $t in (0, 1)$, then $yt in (0, 1)$ for all $y in (0, 1)$, hence
$$P(X/Y leq t) = int_0^1 P(X/y leq t) f_Y(y) dy = int_0^1 P(X leq yt) dy = int_0^1 yt dy = frac{1}{2}t.$$
Similar argument shows that for any $t > 1$,
begin{align}
P(X / Y leq t) & = int_0^1 P(X/y leq t) f_Y(y)dy = int_0^1 P(X leq yt) dy \
& = int_0^{t^{-1}} yt dy + int_{t^{-1}}^1 dy = frac{1}{2}t^{-1} + (1 - t^{-1}) = 1 - frac{1}{2}t^{-1}.
end{align}



Using the same technique (solve the problem by parts), you may try to recover Casella's answer to $F_Z(t)$.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
    $endgroup$
    – Laura
    Jan 26 at 21:11












  • $begingroup$
    In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
    $endgroup$
    – Laura
    Jan 26 at 21:14








  • 1




    $begingroup$
    @Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:20








  • 1




    $begingroup$
    Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:27








  • 1




    $begingroup$
    @Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
    $endgroup$
    – Laura
    Jan 26 at 23:17














2












2








2





$begingroup$

Your way certainly works, but a direct calculation is also possible. First note that the range of $X/Y$ is $mathbb{R}^*$ (the set of all positive reals). The subtleties of this problem is probably to notice the probability depends on the value of $t$. If $t leq 0$, then clearly it is $0$. If $t in (0, 1)$, then $yt in (0, 1)$ for all $y in (0, 1)$, hence
$$P(X/Y leq t) = int_0^1 P(X/y leq t) f_Y(y) dy = int_0^1 P(X leq yt) dy = int_0^1 yt dy = frac{1}{2}t.$$
Similar argument shows that for any $t > 1$,
begin{align}
P(X / Y leq t) & = int_0^1 P(X/y leq t) f_Y(y)dy = int_0^1 P(X leq yt) dy \
& = int_0^{t^{-1}} yt dy + int_{t^{-1}}^1 dy = frac{1}{2}t^{-1} + (1 - t^{-1}) = 1 - frac{1}{2}t^{-1}.
end{align}



Using the same technique (solve the problem by parts), you may try to recover Casella's answer to $F_Z(t)$.






share|cite|improve this answer









$endgroup$



Your way certainly works, but a direct calculation is also possible. First note that the range of $X/Y$ is $mathbb{R}^*$ (the set of all positive reals). The subtleties of this problem is probably to notice the probability depends on the value of $t$. If $t leq 0$, then clearly it is $0$. If $t in (0, 1)$, then $yt in (0, 1)$ for all $y in (0, 1)$, hence
$$P(X/Y leq t) = int_0^1 P(X/y leq t) f_Y(y) dy = int_0^1 P(X leq yt) dy = int_0^1 yt dy = frac{1}{2}t.$$
Similar argument shows that for any $t > 1$,
begin{align}
P(X / Y leq t) & = int_0^1 P(X/y leq t) f_Y(y)dy = int_0^1 P(X leq yt) dy \
& = int_0^{t^{-1}} yt dy + int_{t^{-1}}^1 dy = frac{1}{2}t^{-1} + (1 - t^{-1}) = 1 - frac{1}{2}t^{-1}.
end{align}



Using the same technique (solve the problem by parts), you may try to recover Casella's answer to $F_Z(t)$.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Jan 26 at 20:38









ZhanxiongZhanxiong

8,94911032




8,94911032












  • $begingroup$
    Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
    $endgroup$
    – Laura
    Jan 26 at 21:11












  • $begingroup$
    In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
    $endgroup$
    – Laura
    Jan 26 at 21:14








  • 1




    $begingroup$
    @Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:20








  • 1




    $begingroup$
    Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:27








  • 1




    $begingroup$
    @Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
    $endgroup$
    – Laura
    Jan 26 at 23:17


















  • $begingroup$
    Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
    $endgroup$
    – Laura
    Jan 26 at 21:11












  • $begingroup$
    In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
    $endgroup$
    – Laura
    Jan 26 at 21:14








  • 1




    $begingroup$
    @Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:20








  • 1




    $begingroup$
    Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
    $endgroup$
    – Zhanxiong
    Jan 26 at 22:27








  • 1




    $begingroup$
    @Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
    $endgroup$
    – Laura
    Jan 26 at 23:17
















$begingroup$
Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
$endgroup$
– Laura
Jan 26 at 21:11






$begingroup$
Many many thanks! But this is really confused to me. It is strange to set $Y=y $ and do $X/y leq t$. I will think better about this today.
$endgroup$
– Laura
Jan 26 at 21:11














$begingroup$
In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
$endgroup$
– Laura
Jan 26 at 21:14






$begingroup$
In the first Integral you are Integrate the joint distribution of (x,y) right? Something like this: $P(X<yt, 0<Y<1)$ Right? And, of course, $P(X/y <t)$ is a Integral ?
$endgroup$
– Laura
Jan 26 at 21:14






1




1




$begingroup$
@Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
$endgroup$
– Zhanxiong
Jan 26 at 22:20






$begingroup$
@Laura In general, when two random variables are independent, then for any bivariate function $F$, we have $P(F(X, Y) leq t) = int F(X, y) f_Y(y) dy$ (make analogy of this formula to the (discrete) law of total probability). In this question, simply take $F(x, y) = x/y$.
$endgroup$
– Zhanxiong
Jan 26 at 22:20






1




1




$begingroup$
Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
$endgroup$
– Zhanxiong
Jan 26 at 22:27






$begingroup$
Alternatively, as you suggested in your second comment, we can integrate with respect to the joint distribution of $(X, Y)$, which is uniform over $(0, 1) times (0, 1)$. This is slightly more convoluted (in my opinion) -- you need to sketch the region ${(x, y): x/y leq t}$ then do the double integration over $(0, 1) times (0, 1)$. This region, of course, also depends on $t$. Note this method is somewhat different from my answer. You can try it out by yourself --- if you encountered any difficulties, I can update my current answer.
$endgroup$
– Zhanxiong
Jan 26 at 22:27






1




1




$begingroup$
@Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
$endgroup$
– Laura
Jan 26 at 23:17




$begingroup$
@Zhanxiong Yes yes! I got it now! The independence hypothesis allows me to do that! Thanks
$endgroup$
– Laura
Jan 26 at 23:17


















draft saved

draft discarded




















































Thanks for contributing an answer to Mathematics Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3088711%2fcasella-exercise-4-58-px-y-leq-t-with-x-and-y-uniform-distribution%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







Popular posts from this blog

MongoDB - Not Authorized To Execute Command

How to fix TextFormField cause rebuild widget in Flutter

in spring boot 2.1 many test slices are not allowed anymore due to multiple @BootstrapWith