Let
F1(y1) and F2(y2)
be two distribution functions. For any
α,−1≤α≤1
, consider
Y1
and
Y2
with joint distribution function
F(y1,y2)=F1(y1)F2(y2)[1−α{1−F1(y1)}{1−F2(y2)}]
. What is
F(y1,∞)
, the marginal distribution function of
Y1
? [Hint: What is
F2(∞)
?]