[Math] Continuous Bivariate Random Variable, Conditional Probability Problem

probabilityprobability distributionsrandom variables

I am trying to study Bivariate Random Variables. The question is

if joint pdf is given by
$$ f(x,y) =
\begin{cases}
8xy & 0<x<1 \hspace{2mm}\text{ and }\hspace{2mm} 0<y<x \\
0 &\text{elsewhere}
\end{cases}
$$

then what is the value of $P(Y < \frac{1}{8} | X < \frac{1}{2} ) $?

I tried solving it by the method

$$ P\left(Y < \frac{1}{8} \biggm| X < \frac{1}{2} \right) = \frac{P(Y < \frac{1}{8} , X< \frac{1}{2} )}{P(X<\frac{1}{2})}$$

$$ = \frac{ \int_0^{\frac{1}{2}}\int_0^{\frac{1}{8}}{f(x,y)\,dy\,dx} }{\int_0^{\frac{1}{2}}f(x)\,dx} $$

The answer I get is $\frac{1}{2^3}$

The answer in the book is $\frac{31}{256}$

As far as I know the above method is the correct way to calculate the answer.

Best Answer

Consider $$\frac{\displaystyle \int_0^{\frac{1}{2}}\int_0^{\min(x,\frac{1}{8})}{f(x,y)\,dy\,dx} }{\displaystyle \int_0^{\frac{1}{2}}\int_0^{x}{f(x,y)\,dy\,dx}}$$ though you may find the calculation easier if you split the numerator into $$\displaystyle \int_0^{\frac{1}{8}}\int_0^{x}{f(x,y)\,dy\,dx}+\int_{\frac{1}{8}}^{\frac{1}{2}}\int_0^{\frac{1}{8}}{f(x,y)\,dy\,dx} $$