- #1
Linder88
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Homework Statement
Compute the joint cumulative distribution function $F_XY(x,y)$?
Homework Equations
The marginal distribution function $F_X(x)$
\begin{equation}
F_X(x)=P(X\leq x)=
\begin{cases}
0,x<0\\
0.6,0\leq x<1\\
1,x\geq 1
\end{cases}
\end{equation}
and $F_Y(y)$
\begin{equation}
F_Y=
\begin{cases}
0,y<0\\
0.3,0\leq y<1\\
0.7,1\leq y <2\\
1,y\geq 2
\end{cases}
\end{equation}
The Attempt at a Solution
For independent (I know the are not) random variables X and Y
\begin{equation}
F_XY(x,y)=F_X(x)F_Y(y)=\\
[0.6u(x)+0.4u(x-1)][0.3u(y)+0.4u(y-1)+0.3u(y-2)]=\\
0.6*0.3u(x)u(y)+0.6*0.4u(x)u(y-1)+0.6*0.3u(x)u(y-2)+0.4*0.3u(x-1)u(y)+0.4*0.4u(x-1)u(y-1)0.4*0.3u(x-1)u(y-2)=\\
0.18u(x)u(y)+0.24u(x)u(y-1)+0.18u(x)u(y-2)+0.12u(x-1)u(y)+0.16u(x-1)u(y-1)+0.12u(x-1)u(y-2)
\end{equation}