Conditional distribution and density function of a Uniform distribution
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let's say I have U~Uniform(0,1) and W~Uniform(0,U), I have a few questions about it
- How can I determine the conditional distribution of W given U? i.e.
FW|U(w|u) = P[W ≤ w|U = U] - How can I find the density function of W given U
- Finding the unconditional density function of W
For the first part, by bayes:
$$P(U > s | U > t) = fracPleft[U > scap U > t right]P(U > t)$$
so it follows
$$Pleft[U > scap U > t right]=P(U > s)$$
But I am not sure how to continue or finish if this is correct
For the second question, I assume I have to use the formula for a conditional distribution, however I think this is wrong as well
∫∫fXY(x,y)dxdy=1
For the last questions, I am unsure about how to answer it at all.
Any help is appreciate, thank you!
proof-explanation uniform-distribution
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up vote
0
down vote
favorite
let's say I have U~Uniform(0,1) and W~Uniform(0,U), I have a few questions about it
- How can I determine the conditional distribution of W given U? i.e.
FW|U(w|u) = P[W ≤ w|U = U] - How can I find the density function of W given U
- Finding the unconditional density function of W
For the first part, by bayes:
$$P(U > s | U > t) = fracPleft[U > scap U > t right]P(U > t)$$
so it follows
$$Pleft[U > scap U > t right]=P(U > s)$$
But I am not sure how to continue or finish if this is correct
For the second question, I assume I have to use the formula for a conditional distribution, however I think this is wrong as well
∫∫fXY(x,y)dxdy=1
For the last questions, I am unsure about how to answer it at all.
Any help is appreciate, thank you!
proof-explanation uniform-distribution
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
let's say I have U~Uniform(0,1) and W~Uniform(0,U), I have a few questions about it
- How can I determine the conditional distribution of W given U? i.e.
FW|U(w|u) = P[W ≤ w|U = U] - How can I find the density function of W given U
- Finding the unconditional density function of W
For the first part, by bayes:
$$P(U > s | U > t) = fracPleft[U > scap U > t right]P(U > t)$$
so it follows
$$Pleft[U > scap U > t right]=P(U > s)$$
But I am not sure how to continue or finish if this is correct
For the second question, I assume I have to use the formula for a conditional distribution, however I think this is wrong as well
∫∫fXY(x,y)dxdy=1
For the last questions, I am unsure about how to answer it at all.
Any help is appreciate, thank you!
proof-explanation uniform-distribution
let's say I have U~Uniform(0,1) and W~Uniform(0,U), I have a few questions about it
- How can I determine the conditional distribution of W given U? i.e.
FW|U(w|u) = P[W ≤ w|U = U] - How can I find the density function of W given U
- Finding the unconditional density function of W
For the first part, by bayes:
$$P(U > s | U > t) = fracPleft[U > scap U > t right]P(U > t)$$
so it follows
$$Pleft[U > scap U > t right]=P(U > s)$$
But I am not sure how to continue or finish if this is correct
For the second question, I assume I have to use the formula for a conditional distribution, however I think this is wrong as well
∫∫fXY(x,y)dxdy=1
For the last questions, I am unsure about how to answer it at all.
Any help is appreciate, thank you!
proof-explanation uniform-distribution
asked Aug 3 at 17:04
Macterror
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