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!!
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.