[Math] limits of integration of a function of joint probability density

probabilityprobability distributions

I'm trying to do an exercise of joint probability distributions in which I ask to show that the pdf is a valid pdf

$$ f(x,y) =\left\{\begin{array}{cl}
\frac{3(x^2+y^2)}{16} & \text{if }0<x<y<2 \\\\
0 & \text{else} \\\\
\end{array}\right.$$

to demonstrate that it is a valid pdf I have to integrate all $\mathbb R$, however as the function is non-zero only on the interval $0 <x <y <2$. As would be the limits? I have serious doubt that. there any way to get those limits?

Best Answer

Consider the interval $0<x<y<2$. Now $x$ can take any value between $0$ and $y$. Thus we obtain:

$$\int_0^y \frac{3(x^2+y^2)}{16} dx$$

Now $y$ can take any value between $x$ and $2$. Moreover, since $x$ can take any value greater than $0$ we have that $y$ can take any value between $0$ and $2$. Thus we obtain:

$$\int_0^2\int_0^y \frac{3(x^2+y^2)}{16} dxdy$$

Evaluting this integral gives $1$ as desired.

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