Chapter 3

Probability Distributions
Random Variables
Example: Tossing a coin: we could get Heads or Tails.
Let's give them the values Heads=0 and Tails=1 and we
have a Random Variable "X":

In short:
X = {0, 1}

Note: We could have chosen Heads=100 and Tails=150 if

we wanted! It is our choice.
 We have an experiment
 We give values to each event
 A random variable
 is a set of possible values from a random experiment

 is a quantity whose value change

1
Not Like an Algebra Variable
In Algebra a variable, like x, is an unknown value:

Example: x + 2 = 6
In this case we can find that x=4
But a Random Variable is different ...

A Random Variable has a whole set of values ...

... and it could take on any of those values, randomly.
A discrete random variable
is a random variable which
- has a finite number of values.
- may take on only a countable number of distinct values
such as 0,1, 2 , …
Let’s say you flip a coin six times. How many tails could
you come up with?

There are a finite number of possible values.

2
Values such as "1.5" or "2.5923" don’t make sense for
this type of problem.
Examples:
- the number of children in a family.
- the number of defective light bulbs in a box
- the number of arrivals per hour.

Continuous Random Variable

The continuous random variable is a random variable which
has an infinite number of values.
Let’s say you measure the speed (in kilometers per hour).
What kind of values could you obtain?

Figure 2.

May be the car is going 25 kph, or 50 kph, or 62.00252

kmph. The variable (speed) can take on an infinite
number of values.
Examples include weight, temperature, time
A continuous probability distribution differs from a
discrete probability distribution in several ways, such as a

3
the continuous probability distribution cannot be
expressed in tabular form.

Discrete Probability Distributions

Example: Toss a coin 2 times
S={HH,HT,TH,TT}
Not interested in the outcomes but on some numerical
quantities
Let X: number of heads
X(HH)=2, X(HT)=1, X(TH)=1, X(TT)=0, so
The possible values of x=0, 1, 2
A random variable is a function that maps events to
numbers.
X:S (the sample space)→R(the set of real numbers)
X: S →R
- A probability distribution is a table showing the
probabilities of different values of the random
variable.
It is called probability mass function (p.m.f)
- The usual notation that is used is P(X = x) for every
value x that X can take.
P(X = x) is a probability mass function if
4
 1. P(X=x) ≥ 0, for all values of x

2.  P( X
x
 x)  1

Example: Suppose you flip a coin two times. There are

four possible outcomes: HH, HT, TH, and TT. Let the
random variable X: number of Heads, x = 0, 1, or 2.

P(X=0) = P({TT}) = 1/4

P(X=1) = P({HT,TH}) = 2/4=1/2

P(X=2) = P({HH}) = 1/4

The probability distribution is

x P(X=x)
0 1/4
1 1/2
2 1/4

Example: A family has three childrens:

S= {bbb, bbg, bgb, bgg, gbb, gbg, ggb, ggg}
Let X be the number of the girls in the family, then

5
 X= 0, 1, 2, 3
Probability distribution:
x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8

Example: Throw a die once

Random Variable X = "The score shown on the top face".

X could be 1, 2, 3, 4, 5 or 6
In this case they are all equally likely, so the probability of
any one is 1/6
 P(X = 1) = 1/6
 P(X = 2) = 1/6
 P(X = 3) = 1/6
 P(X = 4) = 1/6
 P(X = 5) = 1/6
 P(X = 6) = 1/6

6
 1 
 , if x  1,2,3,4,5,6
P ( X  x)   6 

0, otherwise 


Uniform distribution.
Example: Two dice are tossed.

The Random Variable is X = "The sum of the scores on

the two dice".
Let's make a table of all possible values:
1st Die

1 2 3 4 5 6

2nd 1 1,1 1,2 1,3 1,4 1,5 1,6

Die 2 2,1 2,2 2,3 2,4 2,5 2,6

7
 3 3,1 3,2 3,3 3,4 3,5 3,6

4 4,1 4,2 4,3 4,4 4,5 4,6

5 5,1 5,2 5,3 5,4 5,5 5,6

6 6,1 6,2 6,3 6,4 6,5 6,6

There are 6 × 6 = 36 of them,

X: S → R
X((1,1)) = 2, X((1,2)) = 3, …, X((6,6)) = 12
The possible values of x = 2, 3, 4,…,12
Let's count how often each value occurs, and work out the
probabilities.

Outcome (first
die, second die) Sum Probability
(1,1) 2 1/36
(1,2), (2,1) 3 2/36
(1,3), (2,2), (3,1) 4 3/36
(1,4), (2,3), (3,2), (4,1) 5 4/36
(1,5), (2,4), (3,4), (4,2),
(5,1) 6 5/36
... ... ...
(6,6) 12 1/36

8
  The probability distribution of X is:
x 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
P(X=x)
36 36 36 36 36 36 36 36 36 36 36
The probability density function of X is displayed in the
following graph.

Example: Toss three coins.

X = "The number of Heads" is the Random Variable.In
this case, there could be 0 Heads (if all the coins land
Tails up), 1 Head, 2 Heads or 3 Heads.

So the Sample Space = {0, 1, 2, 3}

S={HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

The three coins can land in eight possible ways: Looking

at the sample space we see just 1 case of Three Heads, but
9
3 cases of Two Heads, 3 cases of One Head, and 1 case of
Zero Heads. So:

 P(X = 3) = 1/8
 P(X = 2) = 3/8
 P(X = 1) = 3/8
 P(X = 0) = 1/8
Remember: Geometric Series

1

n 0
n
x 
1 x
| x | 1


x

n 1
n
x 
1 x
| x | 1

Example: Toss a coin until a head appears

Let X :number of tosses until a head appears
S={H,TH,TTH,TTTH,…}
X: S → R
X(H) = 1
X(TH) = 2
X(TTH)=3
.

10
.
The possible values of x = 1,2,3,…
a. Find the p.m.f of X?
1
P(X=1) = 2
1 1

P(X=2) = 2 2

1
n
, n  1,2,3,...
P(X=n) = 2


b. Show the p.m.f derived in part (a) add to 1.

Need to check

1

n 1 2
n
1 ???
Notice
 n
1 1/ 2
   
n 1  2  1  1/ 2
1
(Geometric series)

c. Find the probability that you get the first head

in an even number of tosses?
Need n = 2,4,6,8,…
11
 1 1 1
   ...
22 24 26
1  1 1 
 1   ...
22 
 2 2
2 4

1  
1 2
 1   1 
 2 
1  2 
 2 
 ...
2   2   2  

 
1  1  1
   
4 1  1  3
 4 

Continuous Probability Distributions

Since the continuous random variables are uncountable, it
is difficult to write down probabilities of all possible
events. Instead, an equation or formula is used to describe
a continuous probability distribution.

Most often, the equation used to describe a continuous

probability distribution is called a probability density
function (p.d.f).

12
Properties of p.d.f

1. The graph of the density function will be continuous

over that range.
2. The area bounded by the curve of the density
function and the x-axis is equal to 1, when computed
over the domain of the variable.
3. The probability that a random variable assumes a
value between a and b is equal to the area under the
density function bounded by a and b.

Definition: A function with values f(x) defined over the

set of real numbers is called a probability density function
(p.d.f) of the continuous random variable X if and only if
b
P ( a  X  b)  
a
f ( x) dx

For any real constants a and b.

P(X ≤ a), this is a cumulative probability.
The shaded area in the graph represents

13
A function f(x) is a legitimate probability density function
if the following two conditions satisfied:

1. f ( x)  0, for all values of x



2. Total Area   f ( x) dx  1


Note that in the continuous case P(X = c) = 0 for every c.

c


c
f ( x ) dx  0

This has a very useful consequence in the continuous

case: P(a ≤ X≤ b)=P(a ≤ X< b)=P(a < X ≤ b)=P(a<X <b)
Example: Given the following p.d.f
cx 2 for 0  x  1
f ( x)   
0 otherwise 
14
 a. Find the value of c?




f ( x) dx  1 , then
0 1 ∞
∫ 𝑓(𝑥 )𝑑𝑥 + ∫ 𝑓(𝑥 )𝑑𝑥 + ∫ 𝑓(𝑥 )𝑑𝑥 = 1
−∞ 0 1

1
x3
0 cx dx  c 3  1, c  1
2 1
0
3

then c = 3
b. Find P(0< X < ½)
1 1/ 2

1 2
x3 1
p(0  X  )   3x dx  3
2

2 0 3 0
8

Example: Suppose a random variable X has probability

density function

15
To compute the probability that X takes a value in the
interval [1,2] (x ⪯ 2), you need to integrate the
probability density function over that interval:

Example: Life expectancy (in days) of electronic

component has density
1 
 x  1
f ( x)   x 2 

0 x  1


a) Probability component lasts between 0 and 1 day?

1
P (0  X  1)  
0
f ( x) dx  0

b) Probability it lasts between 0 and 10 days.

10 10
1
P(0  X  10)  
1
f ( x)dx   2 dx
1
x

16
 10
1  1 
    1  0.9
x 1  10 

c) More than 10 days.

b
1 1
P( X  10)   2 dx  lim b  2 dx
10 x
10 x

b
1 1 1   1 1
 lim b   lim b      lim b     0.1
x 10  b 10  10 b 
Cumulative Distribution Function (C.D.F)

For discrete random variable we have p.m.f

P(X = x)
For continuous random variable we have p.d.f
f(x)
There is another function,
the cumulative distribution function (cdf) F(x) which
records the same probabilities associated with X, but in a
different way.

17
Definition:The cumulative distribution function of the
random variable X is given by

F ( x)  P( X  x), for all values of x  R

 If X is a purely discrete random variable, then it

attains values x1, x2, ... with probability P(X= xi), and
the cdf of X will be discontinuous at the points xi and
constant in between:
F ( x)  P( X  x)   P( X  xi )
xi  x

 If X is continuous random variable with probability

density function f(x) ,the cumulative distribution
function F(x) is defined for every number x by
x
P( X  x)   f (t )dt


18
 For each x, F(x) is the area under the density curve to
the left of x.

Proposition:
If X is a continuous random variable with p.d.f f(x) and
cdf F(x), then at every x at which the derivative F’(x)
exists, F’(x)=f (x).

Properties of the cdf

 F(x) is a non-decreasing function of x.

19
  F(x) is right continuous.

Recall that a function f(x) is said to be non-decreasing if

f(x1) ≤ f(x2), for all x1 and x2 belong to the domain of f(x).

Example: Consider the following probability mass

function
x 0 1 2
P(X=x) 1/4 1/2 1/4
Find and sketch the cumulative distribution function F(x).

F ( x)  P( X  x), for all values of x  R

x F(x) = P(X ≤ x)
x<0 0
0≤ x <1 1/4
1≤ x <2 3/4
x≥2 1

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The Cumulative Distribution Function F(x)

F(x)

3/4

1/4

x
0 1 2

Thus, F is a step function with jumps at the possible

values of X ; the size of the jump at x is P(X=x).

Example:

3 2 
 x 0x2
f ( x)   8 

0 otherwise

(i) Sketch the probability density function f(x).

21
(ii) Find F(1).
F (1)  P( X  1)
13 2 3 𝑥3 1 1
= ∫0 8 𝑥 𝑑𝑥 = ] =
8 3 0 8

(iii) Find the cumulative distribution function F(x).

Solution:
Consider 0 ≤ x ≤ 2
F ( x)  P( X  x)
𝑥3 2 3 𝑡3 𝑥 1
= ∫0 8 𝑡 𝑑𝑡 = ] = 𝑥3
8 3 0 8

0 x0 
1 
 
F ( x)   x 3 0  x  2
8 

1 x2 


22
Example: Life expectancy (in days) of electronic
component has density function

1 
 2 x  1
f ( x)   x 
0 x  1 
(a) Find the cdf for the life expectancy of the
electronic component.
The cdf is F ( x)  P( X  x), for x  R

if x ≥ 1
x x
1
F ( x)  P( X  x)   f (t )dt   2 dt
 1
t

x
1 1  1
     1  1 
t1 x  x

0 x  0
 
F ( x)   1 
1  x x  1

23
The Joint Distribution of Two Discrete Random Variables
Example: An experiment consists of three tosses of a fair
coin. The sample space
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

A random variable is a function that maps events to

numbers. That is, X:S (the sample space)→R(the set of
real numbers)
Let the random variable X be the number of heads.
X(HHH)=3, X(HHT)=2, X(HTH)=2, X(HTT)=1,
X(THH)=2, X(THT)=1, X(TTT)=0, X(TTH)=1
Then the possible values of X are 0,1,2, and 3
The probability distribution of X is given by
Table 1
x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8

Let the random variable Y be the number of tails that

precede the first head. (if no heads come up, we let Y=3),

24
Y(HHH) = 0, Y(HHT) = 0, Y(HTH)=0, Y(HTT) = 0,
Y(THH)=1, Y(THT) =1, Y(TTT)=3, Y(TTH) = 2
then the possible values of Y are 0,1, 2, and 3
The probability distribution of Y is given by
Table 2
y 0 1 2 3
P(Y= y) 4/8 2/8 1/8 1/8

Now, we are interested in events involving both X and Y.

For example

P(X=1 and Y = 1) = P(THT) = 1/8,

because the event “X=1 and Y=1” occurs only if the
outcome of the experiment is THT. But notice that this
answer , 1/8, cannot be found from the tables 1 and 2.
Another example,
P(X=2 and Y = 2) = P(ϕ) = 0,
because this event cannot occur.

25
Tables 1 and 2 are fine for computing probabilities for X
alone and Y alone, but from these tables, there is no way
to know that P(X=1 and Y = 1)=1/8.
What do we need?
It seems clear that in this example, we can construct a
probabilities table to give us enough information.
For our example, recall that S = {HHH, HHT, HTH, HTT,
THH, THT, TTH, TTT}
Table 3
y
p(x, y) 0 1 2 3
0 0 0 0 1/8
x 1 1/8 1/8 1/8 0
2 2/8 1/8 0 0
3 1/8 0 0 0

The notation “p(x, y)” refers to P(X = x and Y = y); for

example, p(2, 0) = P(X=2 and Y=0)= 2/8. Notice that the
16 probabilities in the table add to 1.
The entries in table 3 amount to the specification of a
function of x and y, p(x, y)= P(X = x and Y = y). It is
called the joint probability mass function of X and Y.

26
 Table 4
y
0 1 2 3
p(x, y)
0 0 0 0 1/8 1/8 P(X=x)
x 1 1/8 1/8 1/8 0 3/8
2 2/8 1/8 0 0 3/8
3 1/8 0 0 0 1/8
4/8 2/8 1/8 1/8 1
P(Y=y)

Notice from Table 4, we can get tables 1 and 2 – The

individual mass functions of X and Y – by adding across
the rows and down the columns. In this context the
probability mass function of X and Y are called marginal
probability mass functions and denoted by pX(x) and
pY(y), respectively.
Definition: The joint probability mass function of two
discrete random variables X and Y is the function p(x, y),
defined for all pairs of real numbers x and y by
P(x, y)=P(X = x and Y = y).
(This is of course 0 if x and y are not possible values of X
and Y, respectively ).
27
Theorem: The marginal probability mass functions can be
obtained from the joint probability mass function:
P( X  x)   P( X  x, Y  y)
y

P(Y  y)   P( X  x, Y  y)
x

Theorem: Two discrete random variables X and Y, with

joint mass functions p(x, y) and marginal mass functions
pX(x) and pY(y), are independent if and only if
P(x, y)= pX(x) * PY(y) for all x and y
Definition: Let discrete random variables X and Y have
the joint mass function p(x, y) and marginal mass
functions pX(x) and pY(y), if y is a number such that
pY(y) is positive, then the function of x defined by
p( x, y)
p X ( x | Y  y )  P( X  x | Y  y ) 
PY ( y)
is a probability mass function, called the conditional
mass function of X, given Y = y. Similarly, for fixed x
such that pX(x) is positive, the following function of y,
p( x, y)
pY ( y | X  x)  P(Y  y | X  x) 
PX ( x)
28
is the conditional mass function of Y, given X = x

Example: Consider the following joint probability mass

function
y
p(x, y) 0 1 2 3
0 1/8 1/8 0 0
x 1 0 2/8 2/8 0
2 0 0 1/8 1/8

a. Find P(X+Y = 2) .
=P(0,2)+P(1,1)+P(2,0)=0+2/8+0 = 2/8
b. Find P(X > Y).
=P(1,0)+P(2,0)+P(2,1) = 0

c. Find marginal probability mass function of X

3
P( X  x)   P( X  x, Y  y)
y 0

29
 3
P( X  0)   P( X  0, Y  y )
y 0

1 1 2
 p(0,0)  p(0,1)  p(0,2)  p(0,3)    0  0 
8 8 8
3
P( X  1)   P( X  1, Y  y)
y 0

2 2 4
 p(1,0)  p(1,1)  p(1,2)  p(1,3)  0    0 
8 8 8
3
P( X  2)   P( X  2, Y  y )
y 0

1 1 2
 p(2,0)  p(2,1)  p(2,2)  p(2,3)  0  0   
8 8 8
d. Find the conditional p.m.f of X, given Y=1?
p( x, Y  1)
p X ( x | Y  1) 
PY (1)

30
 But PY(1)=3/8. Therefore
8
pX ( x | Y  1)  p( x,Y  1), x  0,1,2
3
Thus
8 8 1 1
p X (0 | 1)  p(0, Y  1)  ( ) 
3 3 8 3
8 8 2 2
pX (1 | 1)  p(1,Y  1)  ( ) 
3 3 8 3
8 8
p X (2 | 1)  p(2, Y  1)  (0)  0
3 3
These probabilities can be represented in the
following table
x 0 1 2
P(x|Y=1) 1/3 2/3 0
e. Find P(0 ≤ X ≤ 1|Y=1) ?

P(0  X  1 | Y  1)   P( x | 1)
X  0,1

1 2
 p(0 | 1)  p(1 | 1)    1
3 3
31
 f. Are X and Y independent?
X and Y are independent if
P(x, y)= pX(x) . PY(y) for all x and y
Notice: p(0, 0)=1/8, pX(0)=2/8, pY(0)=1/8
Hence p(0, 0) ≠ pX(0) . pY(0). So, X and Y are not
independent.
The Joint Distribution of Two Continuous Random Variables
[Michael J. Evans and Jefrey S. Rosenthal]

Definition. Let 𝑓: 𝑅 2 → 𝑅 be a function. Then f is a joint density

function if f (x, y) ≥ 0 for all x and y, and
∞ ∞
∫−∞ ∫−∞ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 1.

Definition Let X and Y be random variables. Then X and Y are

jointly absolutely continuous if there is a joint density function f ,
such that
𝑑 𝑏
P(a ≤ X ≤ b , c ≤ Y ≤ d) = ∫𝑐 ∫𝑎 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦,
for all a ≤ b , c ≤ d .

EXAMPLE . Let X and Y be jointly absolutely continuous, with

joint density function f given by
2 5
𝑓(𝑥, 𝑦) = { 4𝑥 𝑦 + 2𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

First, verify that f is indeed a density function. Clearly, f (x, y) ≥ 0

for all x and y. Also,
∞ ∞
∫−∞ ∫−∞ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 1, that is
32
 1 1 1 1
∫0 ∫0 (4𝑥 2 𝑦 + 2𝑦 5 )𝑑𝑥𝑑𝑦 = ∫0 (∫0 (4𝑥 2 𝑦 + 2𝑦 5 )𝑑𝑥)𝑑𝑦 =

1 4 1 4
∫0 [3 𝑥 3 𝑦 + 2𝑥𝑦 5 ]10 𝑑𝑦 = ∫0 (3 𝑦 + 2𝑦 5 )𝑑𝑦 =
4 2 4 2
[ 𝑦 2 + 𝑦 6 ]10 = + = 1.
6 6 6 6
Hence, f is a joint density function.

Find P(0.5 ≤ X ≤ 0.7 , 0.2 ≤ Y ≤ 0.9).

0.9 0.7
P(0.5 ≤ X ≤ 0.7 , 0.2 ≤ Y ≤ 0.9) = ∫0.2 (∫0.5 (4𝑥 2 𝑦 + 2𝑦 5 )𝑑𝑥)𝑑𝑦 =
0.9 4
∫0.2 [3 𝑥 3 𝑦 + 2𝑥𝑦 5 ]0.7
0.5 𝑑𝑦 =
0.9
4
∫ { [(0.7)3 − (0.5)3 ]𝑦 + 2(0.7 − 0.5)𝑦 5 }𝑑𝑦 =
0.2 3
4 1
[(0.7)3 − (0.5)3 ] [(0.9)2 − (0.2)2 ]
3 2
1
+ 2(0.7 − 0.5) [(0.9)6 − (0.2)6 ] = 0.147}
6

Other probabilities can be computed similarly.

Once we know a joint density f(x, y) , then computing the marginal

densities of X and Y is very easy, as the following theorem shows.

Theorem: Let X and Y be jointly absolutely continuous random

variables, with joint density function f(x, y). Then the (marginal)
density 𝑓𝑋 (𝑥) satisfies
∞
𝑓𝑋 (𝑥 ) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑦, for all x ∈ R.
Similarly, the (marginal) density 𝑓𝑌 (𝑦) satisfies
∞
𝑓𝑌 (𝑦) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑥 , for all y ∈ R.

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 EXAMPLE: (As in the previous example). Let X and Y again have
the joint density function
2 5
𝑓(𝑥, 𝑦) = {4𝑥 𝑦 + 2𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Then, by the above formulas, the marginal of 𝑓𝑋 (𝑥 ) is given by

∞ 1 1
𝑓𝑋 (𝑥 ) = ∫−∞ 𝑓 (𝑥, 𝑦)𝑑𝑦 = ∫0 (4𝑥 2 𝑦 + 2𝑦 5 ) 𝑑𝑦 = 4𝑥 2 ( 𝑦 2 )]10 +
2
2 1
( 𝑦 6 )]10 = 2𝑥 2 + ,
6 3
while for x < 0 or x > 1, 𝑓𝑋 (𝑥 ) = 0
Similarly,
∞ 1 4
𝑓𝑌 (𝑦) = ∫−∞ 𝑓 (𝑥, 𝑦)𝑑𝑥 = ∫0 (4𝑥 2 𝑦 + 2𝑦 5 ) 𝑑𝑥 = 𝑥 3 ]10 𝑦 +
3
4
2𝑥]10 𝑦 5 = 𝑦 + 2𝑦 5 ,
3

while for y < 0 or y > 1, 𝑓𝑌 (𝑦) = 0.

EXAMPLE: Suppose X and Y are jointly absolutely continuous, with

joint density
3
𝑓(𝑥, 𝑦) = { 120𝑥 𝑦, 𝑥 ≥ 0, 𝑦 ≥ 0, 𝑥 + 𝑦 = 1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
First, verify that f is indeed a density function. Clearly, f (x, y) ≥ 0 for all
x and y. Also,
∞ ∞ 1 1−𝑥
∫ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ (∫ (120𝑥 3 𝑦)𝑑𝑦)𝑑𝑥
−∞ −∞ 0 0
1
1 2 1−𝑥
3
= ∫ 120𝑥 [ 𝑦 ]0 𝑑𝑥
0 2

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 1 1
= ∫ 60𝑥 (1 − 𝑥) 𝑑𝑥 = 60 ∫ (𝑥 3 − 2𝑥 4 + 𝑥 5 )𝑑𝑥
3 2
0 0
1 2 1
= 60 [ − + ] = 1
4 5 6

∞ 1−𝑥
1
𝑓𝑋 (𝑥 ) = ∫ 𝑓(𝑥, 𝑦)𝑑𝑦 = ∫ (120𝑥 3 𝑦)𝑑𝑦 = 120𝑥 3 [ 𝑦 2 ]1−𝑥
0
−∞ 0 2
= 60(𝑥 3 − 2𝑥 4 + 𝑥 5 )
∞ 1−𝑦
1
𝑓𝑌 (𝑦) = ∫ 𝑓 (𝑥, 𝑦)𝑑𝑥 = ∫ (120𝑥 3 𝑦)𝑑𝑥 = 120[ (1 − 𝑦)4 ] 𝑦
−∞ 0 4

35