Let X and Y have the joint pdf $f(x,y) =xye^{−x−y}$ $(x > 0,y > 0)$
Find $P[X ≥ 2Y]$.
I really don't know what can I do for this...
Let X and Y have the joint pdf $f(x,y) =xye^{−x−y}$ $(x > 0,y > 0)$
Find $P[X ≥ 2Y]$.
I really don't know what can I do for this...
Hint:
$$P(X\geq 2Y)=\mathbb E\mathbf1_{X\geq2Y}=\int\int\mathbf[x\geq2y]f(x,y)dxdy$$where $[x\geq2y]$ is a function $\mathbb R^2\to\mathbb R$ that takes value $1$ if $x\geq 2y$ and value $0$ otherwise.
I would start with
$$\int_0^\infty\int_{2y}^\infty f(x,y)dxdy.$$
That is
$$\int_0^\infty ye^{-y}\bigg(\int_{2y}^\infty xe^{-x}dx\bigg)dy$$
Compute the integral in () then see where it goes?
Hint:
$$\int_{0}^{\infty} \int_{2y}^{\infty} xye^{-x-y}dxdy = \frac{7}{27}$$