document.write( "Question 1172514: Let X and Y be two continuous random variables whose joint distribution function is given by
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document.write( "F(x,y) ={(1−e^−x)(1−e^−y) for x >0 , y >0
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document.write( " 0 elsewhere
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document.write( "ComputeP({X >1}∪{Y >1}) and P(1≤X≤2,1≤Y≤2).
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document.write( "Thank You. \n" );
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Algebra.Com's Answer #850814 by CPhill(1987) You can put this solution on YOUR website! Let's solve this problem step-by-step.\r \n" ); document.write( "\n" ); document.write( "**Given:**\r \n" ); document.write( "\n" ); document.write( "* Joint distribution function: \n" ); document.write( " * F(x, y) = (1 - e^(-x))(1 - e^(-y)) for x > 0, y > 0 \n" ); document.write( " * F(x, y) = 0 elsewhere\r \n" ); document.write( "\n" ); document.write( "**1. Compute P({X > 1} ∪ {Y > 1})**\r \n" ); document.write( "\n" ); document.write( "We'll use the formula:\r \n" ); document.write( "\n" ); document.write( "P(A ∪ B) = P(A) + P(B) - P(A ∩ B)\r \n" ); document.write( "\n" ); document.write( "In our case:\r \n" ); document.write( "\n" ); document.write( "* A = {X > 1} \n" ); document.write( "* B = {Y > 1}\r \n" ); document.write( "\n" ); document.write( "* **P(X > 1):** \n" ); document.write( " * P(X > 1) = 1 - P(X ≤ 1) = 1 - lim(y→∞) F(1, y) \n" ); document.write( " * P(X > 1) = 1 - (1 - e^(-1)) = e^(-1)\r \n" ); document.write( "\n" ); document.write( "* **P(Y > 1):** \n" ); document.write( " * P(Y > 1) = 1 - P(Y ≤ 1) = 1 - lim(x→∞) F(x, 1) \n" ); document.write( " * P(Y > 1) = 1 - (1 - e^(-1)) = e^(-1)\r \n" ); document.write( "\n" ); document.write( "* **P(X > 1, Y > 1) = P(X > 1 ∩ Y > 1):** \n" ); document.write( " * P(X > 1, Y > 1) = 1 - P(X ≤ 1) - P(Y ≤ 1) + P(X ≤ 1, Y ≤ 1) \n" ); document.write( " * P(X > 1, Y > 1) = lim(x→∞, y→∞) F(x,y) - lim(x→∞,y=1)F(x,y) - lim(x=1,y→∞) F(x,y) + F(1,1) \n" ); document.write( " * P(X > 1, Y > 1) = 1 - (1-e^-1) - (1-e^-1) + (1-e^-1)(1-e^-1) \n" ); document.write( " * P(X > 1, Y > 1) = 1 - 1 + e^(-1) - 1 + e^(-1) + 1 - 2e^(-1) + e^(-2) \n" ); document.write( " * P(X > 1, Y > 1) = e^(-2)\r \n" ); document.write( "\n" ); document.write( "* **P(X > 1 ∪ Y > 1):** \n" ); document.write( " * P(X > 1 ∪ Y > 1) = P(X > 1) + P(Y > 1) - P(X > 1, Y > 1) \n" ); document.write( " * P(X > 1 ∪ Y > 1) = e^(-1) + e^(-1) - e^(-2) \n" ); document.write( " * P(X > 1 ∪ Y > 1) = 2e^(-1) - e^(-2)\r \n" ); document.write( "\n" ); document.write( "**2. Compute P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2)**\r \n" ); document.write( "\n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = F(2, 2) - F(1, 2) - F(2, 1) + F(1, 1) \n" ); document.write( "* F(2, 2) = (1 - e^(-2))(1 - e^(-2)) \n" ); document.write( "* F(1, 2) = (1 - e^(-1))(1 - e^(-2)) \n" ); document.write( "* F(2, 1) = (1 - e^(-2))(1 - e^(-1)) \n" ); document.write( "* F(1, 1) = (1 - e^(-1))(1 - e^(-1))\r \n" ); document.write( "\n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = (1 - e^(-2))(1 - e^(-2)) - (1 - e^(-1))(1 - e^(-2)) - (1 - e^(-2))(1 - e^(-1)) + (1 - e^(-1))(1 - e^(-1)) \n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = (1 - e^(-2) - (1-e^-1)) * (1-e^-2 - (1-e^-1)) \n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = (e^(-1) - e^(-2)) * (e^(-1) - e^(-2)) \n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = (e^(-1) - e^(-2))^2\r \n" ); document.write( "\n" ); document.write( "**Summary**\r \n" ); document.write( "\n" ); document.write( "* P({X > 1} ∪ {Y > 1}) = 2e^(-1) - e^(-2) \n" ); document.write( "* P(1 ≤ X ≤ 2, 1 ≤ Y ≤ 2) = (e^(-1) - e^(-2))^2 \n" ); document.write( " \n" ); document.write( " |