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Suppose X is uniform of (0,1) and Y=X. Find the joint distribution function of X and Y.
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forget Y for a second and ask yourself: what is the marginal PDF of X?
Is it just 1?
yes, and if y=x then the joint must be... ? (important to keep in mind the conditions for which this is valid)
So y would also be 1, making the joint 1 as well right?
right, but you should also right the interval and condition for which this is true
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Which is same as the original, (0,1)?
with the additional condition that y=x though\[f_{X,Y}(x,y)=\begin{cases}1,&&if~~x\in(0,1)~~and~~y=x\\0,&&otherwise\end{cases}\]
Okay that makes sense. Thanks again!
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