Consider this joint distribution for random variables \(X\) and \(Y\), written in hierarchical form:
\[ \begin{aligned} X&\sim\text{Gamma}\left(\alpha,\,\beta\right)\\ Y\mid X=x&\sim \text{Exponential}(x). \end{aligned} \]
- Sketch the joint range of \((X,\, Y)\).
- What is the joint density of the random pair \((X,\, Y)\)?
- What is the marginal density of \(Y\)?
- What is the density of \(X\) conditional on the event \(Y=y\)? Is it recognizable?