How to find bounds of integration in finding CDF of $XY$












1














Suppose you had $f_{X,Y}(x,y) = begin{cases}1/4,&0<X<2, 0 <Y<X^3 \0,& text{otherwise} end{cases}$



How would you find a CDF for $Z=XY$?



I know it's of the form



$$F_Z(z) = P(XY leq z) = iint_{{(x,y):xyleq z}}f_{X,Y}(x,y)~dx~dy$$



I'm just a bit unclear on how to set up the bounds of the integral.










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  • Draw a picture and divide the integral by x=1
    – GNUSupporter 8964民主女神 地下教會
    Nov 22 '18 at 16:25
















1














Suppose you had $f_{X,Y}(x,y) = begin{cases}1/4,&0<X<2, 0 <Y<X^3 \0,& text{otherwise} end{cases}$



How would you find a CDF for $Z=XY$?



I know it's of the form



$$F_Z(z) = P(XY leq z) = iint_{{(x,y):xyleq z}}f_{X,Y}(x,y)~dx~dy$$



I'm just a bit unclear on how to set up the bounds of the integral.










share|cite|improve this question
























  • Draw a picture and divide the integral by x=1
    – GNUSupporter 8964民主女神 地下教會
    Nov 22 '18 at 16:25














1












1








1







Suppose you had $f_{X,Y}(x,y) = begin{cases}1/4,&0<X<2, 0 <Y<X^3 \0,& text{otherwise} end{cases}$



How would you find a CDF for $Z=XY$?



I know it's of the form



$$F_Z(z) = P(XY leq z) = iint_{{(x,y):xyleq z}}f_{X,Y}(x,y)~dx~dy$$



I'm just a bit unclear on how to set up the bounds of the integral.










share|cite|improve this question















Suppose you had $f_{X,Y}(x,y) = begin{cases}1/4,&0<X<2, 0 <Y<X^3 \0,& text{otherwise} end{cases}$



How would you find a CDF for $Z=XY$?



I know it's of the form



$$F_Z(z) = P(XY leq z) = iint_{{(x,y):xyleq z}}f_{X,Y}(x,y)~dx~dy$$



I'm just a bit unclear on how to set up the bounds of the integral.







calculus probability integration






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edited Nov 23 '18 at 3:39









Math Lover

13.7k31435




13.7k31435










asked Nov 22 '18 at 16:20









HumptyDumptyHumptyDumpty

33518




33518












  • Draw a picture and divide the integral by x=1
    – GNUSupporter 8964民主女神 地下教會
    Nov 22 '18 at 16:25


















  • Draw a picture and divide the integral by x=1
    – GNUSupporter 8964民主女神 地下教會
    Nov 22 '18 at 16:25
















Draw a picture and divide the integral by x=1
– GNUSupporter 8964民主女神 地下教會
Nov 22 '18 at 16:25




Draw a picture and divide the integral by x=1
– GNUSupporter 8964民主女神 地下教會
Nov 22 '18 at 16:25










2 Answers
2






active

oldest

votes


















2














Note that $Y<X^3$ and $XY<z implies Y<z/X$; i.e., $Y < min{X^3,z/X}$.



For $X^3<z/X$, or $X < z^{1/4}$, we have
$$Y < min{X^3,z/X} = X^3;$$
otherwise
$$Y < min{X^3,z/X} = z/X.$$
Consequently,



$$Pr{XY <z} = int_{0}^{z^{1/4}}int_{0}^{x^3}frac{1}{4}dy,dx + int_{z^{1/4}}^{2}int_{0}^{z/x}frac{1}{4}dy,dx,$$
where $0 < z < 16$.






share|cite|improve this answer





















  • I don't think I understand your use of min. What is min telling us about the limits?
    – HumptyDumpty
    Nov 22 '18 at 16:50










  • @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
    – Math Lover
    Nov 22 '18 at 17:35










  • @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
    – Graham Kemp
    Nov 22 '18 at 22:54



















0














$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$

begin{align}
int_{0}^{2}{1 over 4}
{bracks{0 < z/x < x^{3}} over verts{x}},dd x & =
{1 over 4}bracks{z > 0}
int_{0}^{2}{bracks{x > z^{1/4}} over x},dd x
\[5mm] & =
{1 over 4}bracks{z > 0}bracks{z^{1/4} < 2}int_{z^{1/4}}^{2}
{dd xover x}
\[5mm] & =
{1 over 4}bracks{0 < z < 16}lnpars{2 over z^{1/4}}
end{align}



enter image description here






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    2 Answers
    2






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    oldest

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    2 Answers
    2






    active

    oldest

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    active

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    votes






    active

    oldest

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    2














    Note that $Y<X^3$ and $XY<z implies Y<z/X$; i.e., $Y < min{X^3,z/X}$.



    For $X^3<z/X$, or $X < z^{1/4}$, we have
    $$Y < min{X^3,z/X} = X^3;$$
    otherwise
    $$Y < min{X^3,z/X} = z/X.$$
    Consequently,



    $$Pr{XY <z} = int_{0}^{z^{1/4}}int_{0}^{x^3}frac{1}{4}dy,dx + int_{z^{1/4}}^{2}int_{0}^{z/x}frac{1}{4}dy,dx,$$
    where $0 < z < 16$.






    share|cite|improve this answer





















    • I don't think I understand your use of min. What is min telling us about the limits?
      – HumptyDumpty
      Nov 22 '18 at 16:50










    • @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
      – Math Lover
      Nov 22 '18 at 17:35










    • @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
      – Graham Kemp
      Nov 22 '18 at 22:54
















    2














    Note that $Y<X^3$ and $XY<z implies Y<z/X$; i.e., $Y < min{X^3,z/X}$.



    For $X^3<z/X$, or $X < z^{1/4}$, we have
    $$Y < min{X^3,z/X} = X^3;$$
    otherwise
    $$Y < min{X^3,z/X} = z/X.$$
    Consequently,



    $$Pr{XY <z} = int_{0}^{z^{1/4}}int_{0}^{x^3}frac{1}{4}dy,dx + int_{z^{1/4}}^{2}int_{0}^{z/x}frac{1}{4}dy,dx,$$
    where $0 < z < 16$.






    share|cite|improve this answer





















    • I don't think I understand your use of min. What is min telling us about the limits?
      – HumptyDumpty
      Nov 22 '18 at 16:50










    • @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
      – Math Lover
      Nov 22 '18 at 17:35










    • @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
      – Graham Kemp
      Nov 22 '18 at 22:54














    2












    2








    2






    Note that $Y<X^3$ and $XY<z implies Y<z/X$; i.e., $Y < min{X^3,z/X}$.



    For $X^3<z/X$, or $X < z^{1/4}$, we have
    $$Y < min{X^3,z/X} = X^3;$$
    otherwise
    $$Y < min{X^3,z/X} = z/X.$$
    Consequently,



    $$Pr{XY <z} = int_{0}^{z^{1/4}}int_{0}^{x^3}frac{1}{4}dy,dx + int_{z^{1/4}}^{2}int_{0}^{z/x}frac{1}{4}dy,dx,$$
    where $0 < z < 16$.






    share|cite|improve this answer












    Note that $Y<X^3$ and $XY<z implies Y<z/X$; i.e., $Y < min{X^3,z/X}$.



    For $X^3<z/X$, or $X < z^{1/4}$, we have
    $$Y < min{X^3,z/X} = X^3;$$
    otherwise
    $$Y < min{X^3,z/X} = z/X.$$
    Consequently,



    $$Pr{XY <z} = int_{0}^{z^{1/4}}int_{0}^{x^3}frac{1}{4}dy,dx + int_{z^{1/4}}^{2}int_{0}^{z/x}frac{1}{4}dy,dx,$$
    where $0 < z < 16$.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered Nov 22 '18 at 16:38









    Math LoverMath Lover

    13.7k31435




    13.7k31435












    • I don't think I understand your use of min. What is min telling us about the limits?
      – HumptyDumpty
      Nov 22 '18 at 16:50










    • @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
      – Math Lover
      Nov 22 '18 at 17:35










    • @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
      – Graham Kemp
      Nov 22 '18 at 22:54


















    • I don't think I understand your use of min. What is min telling us about the limits?
      – HumptyDumpty
      Nov 22 '18 at 16:50










    • @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
      – Math Lover
      Nov 22 '18 at 17:35










    • @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
      – Graham Kemp
      Nov 22 '18 at 22:54
















    I don't think I understand your use of min. What is min telling us about the limits?
    – HumptyDumpty
    Nov 22 '18 at 16:50




    I don't think I understand your use of min. What is min telling us about the limits?
    – HumptyDumpty
    Nov 22 '18 at 16:50












    @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
    – Math Lover
    Nov 22 '18 at 17:35




    @HumptyDumpty Note that $Y < X^3$ and $Y < z/X$. For $X < z^{1/4}$, $X^3 < z/X$. Therefore, $Y < X^3< z/X$. So $0 < Y < X^3$ dictates the integration limits. Similar arguments can be used regarding other integration limits.
    – Math Lover
    Nov 22 '18 at 17:35












    @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
    – Graham Kemp
    Nov 22 '18 at 22:54




    @HumptyDumpty If $Y< X^3$ and $Y<z/X$ then $Y<min{X^3,z/X}$. So $$mathsf P(XY<z)=int_0^2int_0^{min{x^3, z/x}} tfrac 14~mathsf dy~mathsf dx$$
    – Graham Kemp
    Nov 22 '18 at 22:54











    0














    $newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
    newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
    newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
    newcommand{dd}{mathrm{d}}
    newcommand{ds}[1]{displaystyle{#1}}
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    newcommand{ic}{mathrm{i}}
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    newcommand{root}[2]{,sqrt[#1]{,{#2},},}
    newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
    newcommand{verts}[1]{leftvert,{#1},rightvert}$

    begin{align}
    int_{0}^{2}{1 over 4}
    {bracks{0 < z/x < x^{3}} over verts{x}},dd x & =
    {1 over 4}bracks{z > 0}
    int_{0}^{2}{bracks{x > z^{1/4}} over x},dd x
    \[5mm] & =
    {1 over 4}bracks{z > 0}bracks{z^{1/4} < 2}int_{z^{1/4}}^{2}
    {dd xover x}
    \[5mm] & =
    {1 over 4}bracks{0 < z < 16}lnpars{2 over z^{1/4}}
    end{align}



    enter image description here






    share|cite|improve this answer


























      0














      $newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
      newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
      newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
      newcommand{dd}{mathrm{d}}
      newcommand{ds}[1]{displaystyle{#1}}
      newcommand{expo}[1]{,mathrm{e}^{#1},}
      newcommand{ic}{mathrm{i}}
      newcommand{mc}[1]{mathcal{#1}}
      newcommand{mrm}[1]{mathrm{#1}}
      newcommand{pars}[1]{left(,{#1},right)}
      newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
      newcommand{root}[2]{,sqrt[#1]{,{#2},},}
      newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
      newcommand{verts}[1]{leftvert,{#1},rightvert}$

      begin{align}
      int_{0}^{2}{1 over 4}
      {bracks{0 < z/x < x^{3}} over verts{x}},dd x & =
      {1 over 4}bracks{z > 0}
      int_{0}^{2}{bracks{x > z^{1/4}} over x},dd x
      \[5mm] & =
      {1 over 4}bracks{z > 0}bracks{z^{1/4} < 2}int_{z^{1/4}}^{2}
      {dd xover x}
      \[5mm] & =
      {1 over 4}bracks{0 < z < 16}lnpars{2 over z^{1/4}}
      end{align}



      enter image description here






      share|cite|improve this answer
























        0












        0








        0






        $newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
        newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
        newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
        newcommand{dd}{mathrm{d}}
        newcommand{ds}[1]{displaystyle{#1}}
        newcommand{expo}[1]{,mathrm{e}^{#1},}
        newcommand{ic}{mathrm{i}}
        newcommand{mc}[1]{mathcal{#1}}
        newcommand{mrm}[1]{mathrm{#1}}
        newcommand{pars}[1]{left(,{#1},right)}
        newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
        newcommand{root}[2]{,sqrt[#1]{,{#2},},}
        newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
        newcommand{verts}[1]{leftvert,{#1},rightvert}$

        begin{align}
        int_{0}^{2}{1 over 4}
        {bracks{0 < z/x < x^{3}} over verts{x}},dd x & =
        {1 over 4}bracks{z > 0}
        int_{0}^{2}{bracks{x > z^{1/4}} over x},dd x
        \[5mm] & =
        {1 over 4}bracks{z > 0}bracks{z^{1/4} < 2}int_{z^{1/4}}^{2}
        {dd xover x}
        \[5mm] & =
        {1 over 4}bracks{0 < z < 16}lnpars{2 over z^{1/4}}
        end{align}



        enter image description here






        share|cite|improve this answer












        $newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
        newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
        newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
        newcommand{dd}{mathrm{d}}
        newcommand{ds}[1]{displaystyle{#1}}
        newcommand{expo}[1]{,mathrm{e}^{#1},}
        newcommand{ic}{mathrm{i}}
        newcommand{mc}[1]{mathcal{#1}}
        newcommand{mrm}[1]{mathrm{#1}}
        newcommand{pars}[1]{left(,{#1},right)}
        newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
        newcommand{root}[2]{,sqrt[#1]{,{#2},},}
        newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
        newcommand{verts}[1]{leftvert,{#1},rightvert}$

        begin{align}
        int_{0}^{2}{1 over 4}
        {bracks{0 < z/x < x^{3}} over verts{x}},dd x & =
        {1 over 4}bracks{z > 0}
        int_{0}^{2}{bracks{x > z^{1/4}} over x},dd x
        \[5mm] & =
        {1 over 4}bracks{z > 0}bracks{z^{1/4} < 2}int_{z^{1/4}}^{2}
        {dd xover x}
        \[5mm] & =
        {1 over 4}bracks{0 < z < 16}lnpars{2 over z^{1/4}}
        end{align}



        enter image description here







        share|cite|improve this answer












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        answered Nov 22 '18 at 20:23









        Felix MarinFelix Marin

        67.2k7107141




        67.2k7107141






























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