Finding the probability density of the sum $Z=X+Y$ given a joint density function.












-1












$begingroup$


I'm given the joint density $$f_{X,Y}(x,y)=
left{begin{matrix}e^{-y}, mbox{ } 0leq x leq y le infty
\ 0, mbox{ otherwise}end{matrix}right.$$

and I'm told to the find the probability density of the sum $Z = X+Y$.



The domains are what are throwing me off. Any comments on the domain or other incorrect parts of the solution are appreciated! Thanks.



My solution:



$$F_{Z}(z) = P(Z leq z) = P(X+Y leq z) = intint_{x+y leq z}f_{X,Y}(x,y)dxdy$$



$$=int_{-infty}^{infty}dxint_{-infty}^{z-x}f_{X,Y}(x,y)dxdy.$$



$$ $$
$$f_{Z}(z) = frac{d}{dz}F_{Z}(z)=int_{-infty}^{infty}f_{X,Y}(x,z-x)dx.$$



$$ $$



NOTE: $0leq x leq y le infty$. So, $x geq 0$ and $x leq frac{z}{2}$.



So, $$f_{Z}(z) =int_{0}^{z/2}f_{X,Y}(x,z-x)dx $$



$$= int_{0}^{z/2}e^{x-z}dx$$
$$= e^{-z}int_{0}^{z/2}e^{x}dx = e^{-z}left [ e^{x} right]Big|_0^frac{z}{2} $$



$$ = e^{-y}[e^{frac{z}{2}}-1]. $$ $$



Thus,
$$f_{Z}(z)=
left{begin{matrix}e^{-z}[e^{frac{z}{2}}-1], mbox{ } z geq 0
\ 0, mbox{ z < 0}end{matrix}right.$$













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$endgroup$








  • 2




    $begingroup$
    $f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
    $endgroup$
    – Kavi Rama Murthy
    Jan 23 at 23:34










  • $begingroup$
    @KaviRamaMurthy Thanks, I fixed that.
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:05










  • $begingroup$
    @KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:07










  • $begingroup$
    You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
    $endgroup$
    – Did
    Jan 25 at 23:39
















-1












$begingroup$


I'm given the joint density $$f_{X,Y}(x,y)=
left{begin{matrix}e^{-y}, mbox{ } 0leq x leq y le infty
\ 0, mbox{ otherwise}end{matrix}right.$$

and I'm told to the find the probability density of the sum $Z = X+Y$.



The domains are what are throwing me off. Any comments on the domain or other incorrect parts of the solution are appreciated! Thanks.



My solution:



$$F_{Z}(z) = P(Z leq z) = P(X+Y leq z) = intint_{x+y leq z}f_{X,Y}(x,y)dxdy$$



$$=int_{-infty}^{infty}dxint_{-infty}^{z-x}f_{X,Y}(x,y)dxdy.$$



$$ $$
$$f_{Z}(z) = frac{d}{dz}F_{Z}(z)=int_{-infty}^{infty}f_{X,Y}(x,z-x)dx.$$



$$ $$



NOTE: $0leq x leq y le infty$. So, $x geq 0$ and $x leq frac{z}{2}$.



So, $$f_{Z}(z) =int_{0}^{z/2}f_{X,Y}(x,z-x)dx $$



$$= int_{0}^{z/2}e^{x-z}dx$$
$$= e^{-z}int_{0}^{z/2}e^{x}dx = e^{-z}left [ e^{x} right]Big|_0^frac{z}{2} $$



$$ = e^{-y}[e^{frac{z}{2}}-1]. $$ $$



Thus,
$$f_{Z}(z)=
left{begin{matrix}e^{-z}[e^{frac{z}{2}}-1], mbox{ } z geq 0
\ 0, mbox{ z < 0}end{matrix}right.$$













share|cite|improve this question











$endgroup$








  • 2




    $begingroup$
    $f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
    $endgroup$
    – Kavi Rama Murthy
    Jan 23 at 23:34










  • $begingroup$
    @KaviRamaMurthy Thanks, I fixed that.
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:05










  • $begingroup$
    @KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:07










  • $begingroup$
    You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
    $endgroup$
    – Did
    Jan 25 at 23:39














-1












-1








-1


0



$begingroup$


I'm given the joint density $$f_{X,Y}(x,y)=
left{begin{matrix}e^{-y}, mbox{ } 0leq x leq y le infty
\ 0, mbox{ otherwise}end{matrix}right.$$

and I'm told to the find the probability density of the sum $Z = X+Y$.



The domains are what are throwing me off. Any comments on the domain or other incorrect parts of the solution are appreciated! Thanks.



My solution:



$$F_{Z}(z) = P(Z leq z) = P(X+Y leq z) = intint_{x+y leq z}f_{X,Y}(x,y)dxdy$$



$$=int_{-infty}^{infty}dxint_{-infty}^{z-x}f_{X,Y}(x,y)dxdy.$$



$$ $$
$$f_{Z}(z) = frac{d}{dz}F_{Z}(z)=int_{-infty}^{infty}f_{X,Y}(x,z-x)dx.$$



$$ $$



NOTE: $0leq x leq y le infty$. So, $x geq 0$ and $x leq frac{z}{2}$.



So, $$f_{Z}(z) =int_{0}^{z/2}f_{X,Y}(x,z-x)dx $$



$$= int_{0}^{z/2}e^{x-z}dx$$
$$= e^{-z}int_{0}^{z/2}e^{x}dx = e^{-z}left [ e^{x} right]Big|_0^frac{z}{2} $$



$$ = e^{-y}[e^{frac{z}{2}}-1]. $$ $$



Thus,
$$f_{Z}(z)=
left{begin{matrix}e^{-z}[e^{frac{z}{2}}-1], mbox{ } z geq 0
\ 0, mbox{ z < 0}end{matrix}right.$$













share|cite|improve this question











$endgroup$




I'm given the joint density $$f_{X,Y}(x,y)=
left{begin{matrix}e^{-y}, mbox{ } 0leq x leq y le infty
\ 0, mbox{ otherwise}end{matrix}right.$$

and I'm told to the find the probability density of the sum $Z = X+Y$.



The domains are what are throwing me off. Any comments on the domain or other incorrect parts of the solution are appreciated! Thanks.



My solution:



$$F_{Z}(z) = P(Z leq z) = P(X+Y leq z) = intint_{x+y leq z}f_{X,Y}(x,y)dxdy$$



$$=int_{-infty}^{infty}dxint_{-infty}^{z-x}f_{X,Y}(x,y)dxdy.$$



$$ $$
$$f_{Z}(z) = frac{d}{dz}F_{Z}(z)=int_{-infty}^{infty}f_{X,Y}(x,z-x)dx.$$



$$ $$



NOTE: $0leq x leq y le infty$. So, $x geq 0$ and $x leq frac{z}{2}$.



So, $$f_{Z}(z) =int_{0}^{z/2}f_{X,Y}(x,z-x)dx $$



$$= int_{0}^{z/2}e^{x-z}dx$$
$$= e^{-z}int_{0}^{z/2}e^{x}dx = e^{-z}left [ e^{x} right]Big|_0^frac{z}{2} $$



$$ = e^{-y}[e^{frac{z}{2}}-1]. $$ $$



Thus,
$$f_{Z}(z)=
left{begin{matrix}e^{-z}[e^{frac{z}{2}}-1], mbox{ } z geq 0
\ 0, mbox{ z < 0}end{matrix}right.$$










probability random-variables density-function






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edited Jan 24 at 1:05







beepboopbeepboop

















asked Jan 23 at 21:14









beepboopbeepboopbeepboopbeepboop

10810




10810








  • 2




    $begingroup$
    $f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
    $endgroup$
    – Kavi Rama Murthy
    Jan 23 at 23:34










  • $begingroup$
    @KaviRamaMurthy Thanks, I fixed that.
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:05










  • $begingroup$
    @KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:07










  • $begingroup$
    You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
    $endgroup$
    – Did
    Jan 25 at 23:39














  • 2




    $begingroup$
    $f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
    $endgroup$
    – Kavi Rama Murthy
    Jan 23 at 23:34










  • $begingroup$
    @KaviRamaMurthy Thanks, I fixed that.
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:05










  • $begingroup$
    @KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
    $endgroup$
    – beepboopbeepboop
    Jan 24 at 1:07










  • $begingroup$
    You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
    $endgroup$
    – Did
    Jan 25 at 23:39








2




2




$begingroup$
$f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
$endgroup$
– Kavi Rama Murthy
Jan 23 at 23:34




$begingroup$
$f_Z(z)$ msut be a function of $z$ alone. It cannot depend on $y$.
$endgroup$
– Kavi Rama Murthy
Jan 23 at 23:34












$begingroup$
@KaviRamaMurthy Thanks, I fixed that.
$endgroup$
– beepboopbeepboop
Jan 24 at 1:05




$begingroup$
@KaviRamaMurthy Thanks, I fixed that.
$endgroup$
– beepboopbeepboop
Jan 24 at 1:05












$begingroup$
@KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
$endgroup$
– beepboopbeepboop
Jan 24 at 1:07




$begingroup$
@KaviRamaMurthy Now, I believe the answer should be correct. Would you agree?
$endgroup$
– beepboopbeepboop
Jan 24 at 1:07












$begingroup$
You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
$endgroup$
– Did
Jan 25 at 23:39




$begingroup$
You were already explained, à propos one of your earlier questions on the subject, how to deal with what you call the domain, and you were given an explicit procedure. Why not try to apply it?
$endgroup$
– Did
Jan 25 at 23:39










1 Answer
1






active

oldest

votes


















1












$begingroup$

We know $0 leq X leq Y$ for sure from the definition of $f_{X, Y}(x, y)$. In order to have $X + Y leq z$ we can start by thinking about the range of $Y$ values, i.e. $0 leq Y leq z$. Then given $Y$, $X$ mustlie in the range $0 leq X leq z - Y$. Combining this with the very first condition we have $0 leq X leq min(Y, z - Y)$. Therefore
$$F_Z(z) = mathbb{P}(Z leq z) = mathbb{P}(X + Y leq z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}f_{X, Y}(x, y) thinspace dx thinspace dy.$$
Integrating this gives
$$F_Z(z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}e^{-y} thinspace dx thinspace dy = int_{y = 0}^{y = z} e^{-y}min(y, z - y) dy.$$
When $min(y, z - y) = y Leftrightarrow y < z - y Leftrightarrow y < z/2$, so we break the integral into regions:
$$F_Z(z) = int_{0}^{z/2} ye^{-y} dy + int_{z/2}^{z} (z - y)e^{-y} dy = int_{0}^{z/2} ye^{-y} dy + zint_{z/2}^{z} e^{-y} dy - int_{z/2}^{z} ye^{-y} dy$$
And solving:
$$F_Z(z) = left[-(y + 1)e^{-y} right]_{y = 0}^{y = z/2} + z[-e^{-y}]_{y = z/2}^{y = z} - left[-(y + 1)e^{-y} right]_{y = z/2}^{y = z}$$
$$F_Z(z) = -frac{z}{2}e^{-z/2} - e^{-z/2} + e^{-0} - ze^{-z} + ze^{-z/2} + ze^{-z} + e^{-z} - frac{z}{2}e^{-z/2} - e^{-z/2}$$
$$F_Z(z) = 1 + e^{-z} - 2e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$
(we can check that when $F_Z(0) = 0$ and as $z rightarrow infty$, $F_Z(z) rightarrow 1$.
Differentiating gives
$$f_Z(z) = -e^{-z} + e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$






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    $begingroup$

    We know $0 leq X leq Y$ for sure from the definition of $f_{X, Y}(x, y)$. In order to have $X + Y leq z$ we can start by thinking about the range of $Y$ values, i.e. $0 leq Y leq z$. Then given $Y$, $X$ mustlie in the range $0 leq X leq z - Y$. Combining this with the very first condition we have $0 leq X leq min(Y, z - Y)$. Therefore
    $$F_Z(z) = mathbb{P}(Z leq z) = mathbb{P}(X + Y leq z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}f_{X, Y}(x, y) thinspace dx thinspace dy.$$
    Integrating this gives
    $$F_Z(z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}e^{-y} thinspace dx thinspace dy = int_{y = 0}^{y = z} e^{-y}min(y, z - y) dy.$$
    When $min(y, z - y) = y Leftrightarrow y < z - y Leftrightarrow y < z/2$, so we break the integral into regions:
    $$F_Z(z) = int_{0}^{z/2} ye^{-y} dy + int_{z/2}^{z} (z - y)e^{-y} dy = int_{0}^{z/2} ye^{-y} dy + zint_{z/2}^{z} e^{-y} dy - int_{z/2}^{z} ye^{-y} dy$$
    And solving:
    $$F_Z(z) = left[-(y + 1)e^{-y} right]_{y = 0}^{y = z/2} + z[-e^{-y}]_{y = z/2}^{y = z} - left[-(y + 1)e^{-y} right]_{y = z/2}^{y = z}$$
    $$F_Z(z) = -frac{z}{2}e^{-z/2} - e^{-z/2} + e^{-0} - ze^{-z} + ze^{-z/2} + ze^{-z} + e^{-z} - frac{z}{2}e^{-z/2} - e^{-z/2}$$
    $$F_Z(z) = 1 + e^{-z} - 2e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$
    (we can check that when $F_Z(0) = 0$ and as $z rightarrow infty$, $F_Z(z) rightarrow 1$.
    Differentiating gives
    $$f_Z(z) = -e^{-z} + e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$






    share|cite|improve this answer









    $endgroup$


















      1












      $begingroup$

      We know $0 leq X leq Y$ for sure from the definition of $f_{X, Y}(x, y)$. In order to have $X + Y leq z$ we can start by thinking about the range of $Y$ values, i.e. $0 leq Y leq z$. Then given $Y$, $X$ mustlie in the range $0 leq X leq z - Y$. Combining this with the very first condition we have $0 leq X leq min(Y, z - Y)$. Therefore
      $$F_Z(z) = mathbb{P}(Z leq z) = mathbb{P}(X + Y leq z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}f_{X, Y}(x, y) thinspace dx thinspace dy.$$
      Integrating this gives
      $$F_Z(z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}e^{-y} thinspace dx thinspace dy = int_{y = 0}^{y = z} e^{-y}min(y, z - y) dy.$$
      When $min(y, z - y) = y Leftrightarrow y < z - y Leftrightarrow y < z/2$, so we break the integral into regions:
      $$F_Z(z) = int_{0}^{z/2} ye^{-y} dy + int_{z/2}^{z} (z - y)e^{-y} dy = int_{0}^{z/2} ye^{-y} dy + zint_{z/2}^{z} e^{-y} dy - int_{z/2}^{z} ye^{-y} dy$$
      And solving:
      $$F_Z(z) = left[-(y + 1)e^{-y} right]_{y = 0}^{y = z/2} + z[-e^{-y}]_{y = z/2}^{y = z} - left[-(y + 1)e^{-y} right]_{y = z/2}^{y = z}$$
      $$F_Z(z) = -frac{z}{2}e^{-z/2} - e^{-z/2} + e^{-0} - ze^{-z} + ze^{-z/2} + ze^{-z} + e^{-z} - frac{z}{2}e^{-z/2} - e^{-z/2}$$
      $$F_Z(z) = 1 + e^{-z} - 2e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$
      (we can check that when $F_Z(0) = 0$ and as $z rightarrow infty$, $F_Z(z) rightarrow 1$.
      Differentiating gives
      $$f_Z(z) = -e^{-z} + e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$






      share|cite|improve this answer









      $endgroup$
















        1












        1








        1





        $begingroup$

        We know $0 leq X leq Y$ for sure from the definition of $f_{X, Y}(x, y)$. In order to have $X + Y leq z$ we can start by thinking about the range of $Y$ values, i.e. $0 leq Y leq z$. Then given $Y$, $X$ mustlie in the range $0 leq X leq z - Y$. Combining this with the very first condition we have $0 leq X leq min(Y, z - Y)$. Therefore
        $$F_Z(z) = mathbb{P}(Z leq z) = mathbb{P}(X + Y leq z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}f_{X, Y}(x, y) thinspace dx thinspace dy.$$
        Integrating this gives
        $$F_Z(z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}e^{-y} thinspace dx thinspace dy = int_{y = 0}^{y = z} e^{-y}min(y, z - y) dy.$$
        When $min(y, z - y) = y Leftrightarrow y < z - y Leftrightarrow y < z/2$, so we break the integral into regions:
        $$F_Z(z) = int_{0}^{z/2} ye^{-y} dy + int_{z/2}^{z} (z - y)e^{-y} dy = int_{0}^{z/2} ye^{-y} dy + zint_{z/2}^{z} e^{-y} dy - int_{z/2}^{z} ye^{-y} dy$$
        And solving:
        $$F_Z(z) = left[-(y + 1)e^{-y} right]_{y = 0}^{y = z/2} + z[-e^{-y}]_{y = z/2}^{y = z} - left[-(y + 1)e^{-y} right]_{y = z/2}^{y = z}$$
        $$F_Z(z) = -frac{z}{2}e^{-z/2} - e^{-z/2} + e^{-0} - ze^{-z} + ze^{-z/2} + ze^{-z} + e^{-z} - frac{z}{2}e^{-z/2} - e^{-z/2}$$
        $$F_Z(z) = 1 + e^{-z} - 2e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$
        (we can check that when $F_Z(0) = 0$ and as $z rightarrow infty$, $F_Z(z) rightarrow 1$.
        Differentiating gives
        $$f_Z(z) = -e^{-z} + e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$






        share|cite|improve this answer









        $endgroup$



        We know $0 leq X leq Y$ for sure from the definition of $f_{X, Y}(x, y)$. In order to have $X + Y leq z$ we can start by thinking about the range of $Y$ values, i.e. $0 leq Y leq z$. Then given $Y$, $X$ mustlie in the range $0 leq X leq z - Y$. Combining this with the very first condition we have $0 leq X leq min(Y, z - Y)$. Therefore
        $$F_Z(z) = mathbb{P}(Z leq z) = mathbb{P}(X + Y leq z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}f_{X, Y}(x, y) thinspace dx thinspace dy.$$
        Integrating this gives
        $$F_Z(z) = int_{y = 0}^{y = z}int_{x = 0}^{x = min(y, z - y)}e^{-y} thinspace dx thinspace dy = int_{y = 0}^{y = z} e^{-y}min(y, z - y) dy.$$
        When $min(y, z - y) = y Leftrightarrow y < z - y Leftrightarrow y < z/2$, so we break the integral into regions:
        $$F_Z(z) = int_{0}^{z/2} ye^{-y} dy + int_{z/2}^{z} (z - y)e^{-y} dy = int_{0}^{z/2} ye^{-y} dy + zint_{z/2}^{z} e^{-y} dy - int_{z/2}^{z} ye^{-y} dy$$
        And solving:
        $$F_Z(z) = left[-(y + 1)e^{-y} right]_{y = 0}^{y = z/2} + z[-e^{-y}]_{y = z/2}^{y = z} - left[-(y + 1)e^{-y} right]_{y = z/2}^{y = z}$$
        $$F_Z(z) = -frac{z}{2}e^{-z/2} - e^{-z/2} + e^{-0} - ze^{-z} + ze^{-z/2} + ze^{-z} + e^{-z} - frac{z}{2}e^{-z/2} - e^{-z/2}$$
        $$F_Z(z) = 1 + e^{-z} - 2e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$
        (we can check that when $F_Z(0) = 0$ and as $z rightarrow infty$, $F_Z(z) rightarrow 1$.
        Differentiating gives
        $$f_Z(z) = -e^{-z} + e^{-z/2} thinspace (text{for } 0 leq z, 0 text{ otherwise})$$







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Jan 23 at 22:32









        AlexAlex

        709412




        709412






























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