boviscopophobic
Member
Hope people don't mind me asking here, but I'm really quite desperate on this problem and I really would appreciate some help to acquire the marginal densities (once I have that I can do it fine, but in this particular example I don't understand how to get them):
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It looks like you misread the parenthesization in the integrand -- the way you have it is pretty nasty. Try this. Also feel free to insert "for x > 0" where I have the expression for the marginal density.
EDIT for typo correction: "unnormalized exponential density with mean 1/(1 + theta * x)"
Also, a related question, for the marginal distribution, in an instance such as this, do we need to integrate over all possible values of theta as well, or is it just integrating over the random variables?
Here theta is a fixed parameter so it doesn't make sense to integrate over it. In order for that to make sense, you would need a joint distribution on (X, Y, theta).