Distribution of $X_1X_2X_3$ if $(X_1,X_2,X_3)$ has PDF $frac{2}{2e-5}x_1^2x_2e^{x_1x_2x_3}$ on $0<...












1












$begingroup$


The random vector X = $(X_1,X_2,X_3)'$ has density function



$f_{X}(x)=begin{cases}
frac{2}{2e-5}.x_1^2.x_2.e^{x_1.x_2.x_3}, & for & 0 < x_1,x_2,x_3<1 \[2ex]
0, & text{otherwise}
end{cases}$



Determine the distribution of $X_1.X_2.X_3$:



I've tried getting the marginals and multiply them to get the pdf of



$Y=X_1.X_2.X_3$



but I'm not sure if that could be done since I'm not sure if I can assume that $X_i$'s are all independent.



My main issue is with the bounds with min. I can't figure those out.










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$endgroup$








  • 1




    $begingroup$
    They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
    $endgroup$
    – Henry
    Jan 27 at 10:45
















1












$begingroup$


The random vector X = $(X_1,X_2,X_3)'$ has density function



$f_{X}(x)=begin{cases}
frac{2}{2e-5}.x_1^2.x_2.e^{x_1.x_2.x_3}, & for & 0 < x_1,x_2,x_3<1 \[2ex]
0, & text{otherwise}
end{cases}$



Determine the distribution of $X_1.X_2.X_3$:



I've tried getting the marginals and multiply them to get the pdf of



$Y=X_1.X_2.X_3$



but I'm not sure if that could be done since I'm not sure if I can assume that $X_i$'s are all independent.



My main issue is with the bounds with min. I can't figure those out.










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
    $endgroup$
    – Henry
    Jan 27 at 10:45














1












1








1





$begingroup$


The random vector X = $(X_1,X_2,X_3)'$ has density function



$f_{X}(x)=begin{cases}
frac{2}{2e-5}.x_1^2.x_2.e^{x_1.x_2.x_3}, & for & 0 < x_1,x_2,x_3<1 \[2ex]
0, & text{otherwise}
end{cases}$



Determine the distribution of $X_1.X_2.X_3$:



I've tried getting the marginals and multiply them to get the pdf of



$Y=X_1.X_2.X_3$



but I'm not sure if that could be done since I'm not sure if I can assume that $X_i$'s are all independent.



My main issue is with the bounds with min. I can't figure those out.










share|cite|improve this question











$endgroup$




The random vector X = $(X_1,X_2,X_3)'$ has density function



$f_{X}(x)=begin{cases}
frac{2}{2e-5}.x_1^2.x_2.e^{x_1.x_2.x_3}, & for & 0 < x_1,x_2,x_3<1 \[2ex]
0, & text{otherwise}
end{cases}$



Determine the distribution of $X_1.X_2.X_3$:



I've tried getting the marginals and multiply them to get the pdf of



$Y=X_1.X_2.X_3$



but I'm not sure if that could be done since I'm not sure if I can assume that $X_i$'s are all independent.



My main issue is with the bounds with min. I can't figure those out.







probability-theory probability-distributions






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share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jan 28 at 3:13







Mahamad A. Kanouté

















asked Jan 27 at 10:40









Mahamad A. KanoutéMahamad A. Kanouté

399114




399114








  • 1




    $begingroup$
    They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
    $endgroup$
    – Henry
    Jan 27 at 10:45














  • 1




    $begingroup$
    They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
    $endgroup$
    – Henry
    Jan 27 at 10:45








1




1




$begingroup$
They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
$endgroup$
– Henry
Jan 27 at 10:45




$begingroup$
They are not independent. Even if they were, multiplying the marginal densities would not give you the density of the product
$endgroup$
– Henry
Jan 27 at 10:45










1 Answer
1






active

oldest

votes


















2












$begingroup$

First we write the CDF of $Y=X_1X_2X_3$, $F_Y(y)=P(Yleq y)$ when $0leq y leq 1$:
$$F_Y(y)=int_0^{1}int_0^1int_0^1f(x_1,x_2,x_3)mathbf{I}(x_1x_2x_3leq y)dx_1dx_2dx_3$$



This can be written in three regions: (simplify the notation as $f(mathbf{x})$ and $dmathbf{x}$ to denote $f(x_1,x_2,x_3)$ and $dx_1dx_2dx_3$, in the same order.
$$F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$$
Performing the integrations, if I don't have any computational mistakes, this CDF can be found as
$$F_Y(y)=frac{e^y(y^2-4y+5)-5}{2e-5}$$
which yields (for $0leq y leq 1$)
$$f_Y(y)=frac{dF_Y(y)}{dy}=frac{e^y(y-1)^2}{2e-5}$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    my main issue is with the bounds that you have with min. I can't figure those out
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:05










  • $begingroup$
    like going from the first line to the second
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:06










  • $begingroup$
    I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
    $endgroup$
    – gunes
    Jan 28 at 4:28












  • $begingroup$
    I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 4:38






  • 1




    $begingroup$
    The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
    $endgroup$
    – gunes
    Jan 28 at 4:44











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1 Answer
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1 Answer
1






active

oldest

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active

oldest

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active

oldest

votes









2












$begingroup$

First we write the CDF of $Y=X_1X_2X_3$, $F_Y(y)=P(Yleq y)$ when $0leq y leq 1$:
$$F_Y(y)=int_0^{1}int_0^1int_0^1f(x_1,x_2,x_3)mathbf{I}(x_1x_2x_3leq y)dx_1dx_2dx_3$$



This can be written in three regions: (simplify the notation as $f(mathbf{x})$ and $dmathbf{x}$ to denote $f(x_1,x_2,x_3)$ and $dx_1dx_2dx_3$, in the same order.
$$F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$$
Performing the integrations, if I don't have any computational mistakes, this CDF can be found as
$$F_Y(y)=frac{e^y(y^2-4y+5)-5}{2e-5}$$
which yields (for $0leq y leq 1$)
$$f_Y(y)=frac{dF_Y(y)}{dy}=frac{e^y(y-1)^2}{2e-5}$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    my main issue is with the bounds that you have with min. I can't figure those out
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:05










  • $begingroup$
    like going from the first line to the second
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:06










  • $begingroup$
    I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
    $endgroup$
    – gunes
    Jan 28 at 4:28












  • $begingroup$
    I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 4:38






  • 1




    $begingroup$
    The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
    $endgroup$
    – gunes
    Jan 28 at 4:44
















2












$begingroup$

First we write the CDF of $Y=X_1X_2X_3$, $F_Y(y)=P(Yleq y)$ when $0leq y leq 1$:
$$F_Y(y)=int_0^{1}int_0^1int_0^1f(x_1,x_2,x_3)mathbf{I}(x_1x_2x_3leq y)dx_1dx_2dx_3$$



This can be written in three regions: (simplify the notation as $f(mathbf{x})$ and $dmathbf{x}$ to denote $f(x_1,x_2,x_3)$ and $dx_1dx_2dx_3$, in the same order.
$$F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$$
Performing the integrations, if I don't have any computational mistakes, this CDF can be found as
$$F_Y(y)=frac{e^y(y^2-4y+5)-5}{2e-5}$$
which yields (for $0leq y leq 1$)
$$f_Y(y)=frac{dF_Y(y)}{dy}=frac{e^y(y-1)^2}{2e-5}$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    my main issue is with the bounds that you have with min. I can't figure those out
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:05










  • $begingroup$
    like going from the first line to the second
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:06










  • $begingroup$
    I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
    $endgroup$
    – gunes
    Jan 28 at 4:28












  • $begingroup$
    I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 4:38






  • 1




    $begingroup$
    The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
    $endgroup$
    – gunes
    Jan 28 at 4:44














2












2








2





$begingroup$

First we write the CDF of $Y=X_1X_2X_3$, $F_Y(y)=P(Yleq y)$ when $0leq y leq 1$:
$$F_Y(y)=int_0^{1}int_0^1int_0^1f(x_1,x_2,x_3)mathbf{I}(x_1x_2x_3leq y)dx_1dx_2dx_3$$



This can be written in three regions: (simplify the notation as $f(mathbf{x})$ and $dmathbf{x}$ to denote $f(x_1,x_2,x_3)$ and $dx_1dx_2dx_3$, in the same order.
$$F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$$
Performing the integrations, if I don't have any computational mistakes, this CDF can be found as
$$F_Y(y)=frac{e^y(y^2-4y+5)-5}{2e-5}$$
which yields (for $0leq y leq 1$)
$$f_Y(y)=frac{dF_Y(y)}{dy}=frac{e^y(y-1)^2}{2e-5}$$






share|cite|improve this answer











$endgroup$



First we write the CDF of $Y=X_1X_2X_3$, $F_Y(y)=P(Yleq y)$ when $0leq y leq 1$:
$$F_Y(y)=int_0^{1}int_0^1int_0^1f(x_1,x_2,x_3)mathbf{I}(x_1x_2x_3leq y)dx_1dx_2dx_3$$



This can be written in three regions: (simplify the notation as $f(mathbf{x})$ and $dmathbf{x}$ to denote $f(x_1,x_2,x_3)$ and $dx_1dx_2dx_3$, in the same order.
$$F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$$
Performing the integrations, if I don't have any computational mistakes, this CDF can be found as
$$F_Y(y)=frac{e^y(y^2-4y+5)-5}{2e-5}$$
which yields (for $0leq y leq 1$)
$$f_Y(y)=frac{dF_Y(y)}{dy}=frac{e^y(y-1)^2}{2e-5}$$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Jan 28 at 4:45

























answered Jan 27 at 12:29









gunesgunes

3747




3747












  • $begingroup$
    my main issue is with the bounds that you have with min. I can't figure those out
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:05










  • $begingroup$
    like going from the first line to the second
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:06










  • $begingroup$
    I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
    $endgroup$
    – gunes
    Jan 28 at 4:28












  • $begingroup$
    I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 4:38






  • 1




    $begingroup$
    The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
    $endgroup$
    – gunes
    Jan 28 at 4:44


















  • $begingroup$
    my main issue is with the bounds that you have with min. I can't figure those out
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:05










  • $begingroup$
    like going from the first line to the second
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 3:06










  • $begingroup$
    I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
    $endgroup$
    – gunes
    Jan 28 at 4:28












  • $begingroup$
    I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
    $endgroup$
    – Mahamad A. Kanouté
    Jan 28 at 4:38






  • 1




    $begingroup$
    The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
    $endgroup$
    – gunes
    Jan 28 at 4:44
















$begingroup$
my main issue is with the bounds that you have with min. I can't figure those out
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 3:05




$begingroup$
my main issue is with the bounds that you have with min. I can't figure those out
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 3:05












$begingroup$
like going from the first line to the second
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 3:06




$begingroup$
like going from the first line to the second
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 3:06












$begingroup$
I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
$endgroup$
– gunes
Jan 28 at 4:28






$begingroup$
I actually went from second to first :) while trying to represent it more compact, introduced a mistake. Now edited. However, the second integral is correct. Do you have problems with it?
$endgroup$
– gunes
Jan 28 at 4:28














$begingroup$
I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 4:38




$begingroup$
I now have a problem with the $F_Y(y)=int_0^yint_0^1int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_0^{y/x_1}int_0^1f(mathbf{x})dmathbf{x}+int_y^1int_{y/x_1}^1int_0^{y/x_1x_2}f(mathbf{x})dmathbf{x}$
$endgroup$
– Mahamad A. Kanouté
Jan 28 at 4:38




1




1




$begingroup$
The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
$endgroup$
– gunes
Jan 28 at 4:44




$begingroup$
The first integral: When $x_1<y$, $x_2,x_3$ can be anything in $[0,1]$, still $x_1x_2x_3<y$. When $x_1>y$, there are two options. Second integral: If $x_2<y/x_1$, $x_3$ can be anything since $x_1x_2<y$. Third integral: When $x_2>y/x_1$, $x_1x_2$ becomes $>y$, and we need to consider $x_3$ 's where $x_1x_2x_3<y$. To be able to do that, we need to choose $x_3<y/x_1x_2$.
$endgroup$
– gunes
Jan 28 at 4:44


















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  • 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.




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