Consider the same stick-breaking problem as in the previous clip, and let l = 1 Recall that f X, Y (x,y)=1/x when 0 <= y <= x <= 1

a) Conditioned on Y = 2/3 the conditional PDF of X is nonzero when a <= x <= b Find a and b

a =

b=

b) On the range found in part (a) the conditional PDF f X|Y (x| 2/3 ) of the form c * x ^ d for some constants c and d. Find d

d =

1 answer

To solve this problem, we first need to analyze the given joint PDF and its implications regarding the stick-breaking problem.

Part (a)

Given the joint probability density function (PDF):

\[ f_{X, Y}(x, y) = \frac{1}{x} \quad \text{for } 0 \leq y \leq x \leq 1 \]

we want to find the conditional PDF of \(X\) given \(Y = \frac{2}{3}\).

Step 1: Determine the support for \(Y = \frac{2}{3}\)

From the condition \(0 \leq Y \leq X\), we can substitute \(Y = \frac{2}{3}\):

\[ 0 \leq \frac{2}{3} \leq x \leq 1 \]

Thus, the constraints on \(X\) when conditioned on \(Y = \frac{2}{3}\) are:

\[ \frac{2}{3} \leq x \leq 1 \]

Hence, we can identify:

\[ a = \frac{2}{3}, \quad b = 1 \]

Part (b)

To find the conditional PDF \(f_{X|Y}(x | \frac{2}{3})\):

Step 1: Compute the marginal PDF \(f_Y(y)\)

To find \(f_{Y}(y)\), we need to integrate the joint PDF over \(x\):

\[ f_Y(y) = \int_{y}^{1} f_{X,Y}(x,y) , dx = \int_{y}^{1} \frac{1}{x} , dx \]

Calculating the integral:

\[ f_Y(y) = \left[ \ln(x) \right]_{y}^{1} = \ln(1) - \ln(y) = -\ln(y) \]

Thus, the marginal PDF \(f_Y(y)\) is:

\[ f_Y(y) = -\ln(y) \quad \text{for } 0 < y \leq 1 \]

Step 2: Compute the conditional PDF \(f_{X|Y}(x | \frac{2}{3})\)

Using the definition of conditional PDFs:

\[ f_{X|Y}(x | y) = \frac{f_{X,Y}(x,y)}{f_Y(y)} \]

Substituting \(y = \frac{2}{3}\):

\[ f_{X | Y}(x | \frac{2}{3}) = \frac{f_{X,Y}(x, \frac{2}{3})}{f_Y(\frac{2}{3})} = \frac{\frac{1}{x}}{-\ln(\frac{2}{3})} \]

Therefore, for \(\frac{2}{3} \leq x \leq 1\):

\[ f_{X|Y}(x | \frac{2}{3}) = \frac{1}{-\ln(\frac{2}{3})} \cdot \frac{1}{x} \]

Step 3: Identify the form of \(f_{X|Y}(x | \frac{2}{3})\)

Now we want to express this as \(c \cdot x^d\). Comparing:

\[ f_{X|Y}(x | \frac{2}{3}) = \frac{1}{-\ln(\frac{2}{3})} \cdot x^{-1} \]

Here we consider \(c = \frac{1}{-\ln(\frac{2}{3})}\) and we see:

\[ d = -1 \]

Final Answers

Thus, the final answers for the problem are:

a = \(\frac{2}{3}\)

b = \(1\)

d = \(-1\)