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Joint PDF #3 - Deriving Joint Cumulative Distribution Function from Joint PDF

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Uploaded by on Jan 8, 2011

Video on how to get the Joint Cumulative Distribution Function from Joint Probability Density Function and how to use Joint CDF in simple probability questions.

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Education

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Uploader Comments (stepbil)

  • How would we solve that same problem if our variables were defined lets say

    0 < x < 5

    0 < y < 4

    I guess we will have more than one double integral .....Are we going to have like 4 separate cases ?

  • @galinrizov Actually this one would be the same as example 1 in my video. so to get the probabilities that both shark attacks in year 0 to 5 and croc attacks in year 0 to 4, this is equivalent to (1-exp(-4))*(1-exp(-5)). This always applies for joint exponential distribution when the lower limits are both 0. alternatively you would need to solve a double integral just like in example 2 (with 0,0 as lower limits and 4,5 as upper limits)

  • Oh yeah u just spotted another typo. Sorry for that ! indeed at 4.23 the result of integration should be -e^-u and not -e^-x. well spotted ! Obviously that's the price to pay for intechanging so many x's with u's & brain malfunctioning ;-) The result however is correct , if that can be of any consolation ;-)

  • hey rockstar1720003 . You are right there is a copy paste issue there. The second title in green should say : "From Joint CDF to joint PDF" . Thanks for spotting.

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All Comments (13)

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  • Great tutorial, Definitely improved my understanding; Just wanted to say thanks!

  • thank you so much

  • Thank you! Very very helpful!

    

  • Great videos - thank you!

  • Hi! After the integration of e^ -u dudv the result should be -e^ -u. I am confused because in the video, you had it -e^-x. Please correct me if im wrong. But the entire presentation is superb!

  • Your videos are very well organized. All the boxes with the relevant properties and definitions are really helpful for following the steps. Thanks for sharing!!!

  • thanks, dude!

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