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Thread: integrating joint probability distribution

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    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!!

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    Re: integrating joint probability distribution

    Try to provide the integrand d(x,y)f(x,y) and tell us which part of the integral is difficult for you.

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    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.

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    Re: integrating joint probability distribution


    I am confused as well. Do the d(x, y) just mean the usual "differentials"?

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

    \int_{-infty}^{+\infty} \int_{-infty}^{+\infty} f(x,y)dxdy = 1

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