Thread: integrating joint probability distribution

1. integrating joint probability distribution

Hi,
could you help me in compute the integral with respect to x of f(x,y)d(x,y) where f(x,y) is a joint probability distribution? I know that the integral with respect to x of f(x,y)dx is just f(y) where f(y) is the marginal distribution of y, but in the exercise I have f(x,y)d(x,y) inside the integral.
Thanks!!

2. Re: integrating joint probability distribution

Try to provide the integrand and tell us which part of the integral is difficult for you.

3. Re: integrating joint probability distribution

It is not specified. I'm just told that f(x,y) is a joint probability distribution and the solution should be that y is integrated out but I don't understand why.

4. Re: integrating joint probability distribution

I am confused as well. Do the just mean the usual "differentials"?

And the question just ask for the following well-known identity?

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