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Characteristics of A Joint Probability Distribution

The document defines and provides examples of joint probability distributions for both discrete and continuous random variables. It discusses: - The joint probability distribution function f(x,y) which gives the probability of simultaneous occurrences of x and y. - Characteristics of joint distributions like f(x,y) ≥ 0 and the probabilities summing to 1. - Computing probabilities for regions in the x-y plane using f(x,y). - Deriving marginal distributions by summing/integrating f(x,y) over one of the variables. - Conditional distributions f(y|x) and f(x|y) which give the distribution of one variable given the other. - Statistical independence,

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Katie Cook
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131 views4 pages

Characteristics of A Joint Probability Distribution

The document defines and provides examples of joint probability distributions for both discrete and continuous random variables. It discusses: - The joint probability distribution function f(x,y) which gives the probability of simultaneous occurrences of x and y. - Characteristics of joint distributions like f(x,y) ≥ 0 and the probabilities summing to 1. - Computing probabilities for regions in the x-y plane using f(x,y). - Deriving marginal distributions by summing/integrating f(x,y) over one of the variables. - Conditional distributions f(y|x) and f(x|y) which give the distribution of one variable given the other. - Statistical independence,

Uploaded by

Katie Cook
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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JOINT PROBABILITY DISTRIBUTION

Let x and y be two different discrete random variables.


f(x, y) - joint probability distribution of x and y
- probability distribution of the simultaneous occurrence of x and y; i.e.,
f(x, y) = (! = x, " = y)
- #ives the probability distribution that outcomes x and y can occur at the same
time
- $or example,
Let x - a#e to the nearest year of a %& set that is to be repaired
y - number of defective tubes in the set
f(x, y) = f(', () = probability that the %& set is ' years old and needs (
new tubes
Characteristics of a Joint Probability Distribution
). f(x, y) * for all (x, y)
+.

x

y
f(x, y) = ) add up the probabilities of all possible combinations
of x
and y within the ran#e
(. f(x, y) = (! = x, " = y)
,. $or any re#ion - in the x y plane, .(x, y) -/ = f(x, y)
Example 1:
%wo refills for a ballpoint pen are selected at random from a box containin# ( blue refills,
+ red refills and ( #reen refills. 0f ! is the number of blue refills and " is the number of
red refills selected, find
a. the joint probability distribution function f(x, y)
b. .(!, ") -/ , where - is the re#ion 1 (x, y) x 2 y ) 3
JOINT DENSITY FUNCTION
4oint 5ensity $unction 6 joint distribution of continuous random variables
Characteristics of a Joint Density Function
). f(x, y) *
+.

U
L

U
L
f(x, y) dx dy = )
(. . (!, ") -/ =
A

f(x, y) dx dy for any re#ion - in the x y plane
7ote8 f(x, y) - surface lyin# above the x y plane
robability - volume of the ri#ht cylinder bounded by the base - and the surface
9:-;<%= 7otes8 4oint robability 5istribution a#e ) of ,
Example 2:
- candy company distributes boxes of chocolates with a mixture of creams, toffees and
nuts coated in both li#ht and dar> chocolate. $or a randomly selected box, let ! and ",
respectively be the proportion of the li#ht and dar> chocolates that are creams and
suppose that the joint density function is #iven by8
f(x, y) = >(+x 2 (y) * x ) , * y )
* elsewhere
$ind . (!, ") -/ where - is the re#ion 1 (x, y) * ? x ? @ , A ? y ? @ 3
7B%<8 $or the discrete case, (! = x, " = y) = f(x, y)
ex. (x = +, y = )) = f(+, ))
$or the continuous case, (! = x, " = y) f(x, y)
MARGINAL DISTRIBUTIONS
Civen the joint probability distribution f(x, y) of the discrete random variable ! and ",
the probability distribution #(x) of ! alon# is obtained by summin# f(x, y) over the
values of y. Dimilarly, the probability distribution h(y) of " alone is obtained by
summin# f(x, y) over the values of x. g(x an! h(y are !efine! to be the marginal
!istributions of x an! y respecti"ely#
#(x) =

y
f(x, y) h(y) =

x
f(x, y) for the discrete case
#(x) =

Uy
Ly
f(x, y) dy h(y) =

$x
%x
f(x, y) dx for the
continuous case
Example &:
5erive #(x) and h(y) for <xample ).
Example ':
5erive #(x) and h(y) for the joint density function in <xample +.
CONDITIONAL DISTRIBUTIONS
Eecall8 Fonditional robability $ormula
( G H -) = (- G)
(-)
Fonsider + random variables ! and "8
0f we let - be the event defined by ! = x and G be the event that " = y, we have,
( "= y) H ! = x ) = (! = x, " = y)
(! = x)
= f(x, y)
9:-;<%= 7otes8 4oint robability 5istribution a#e + of ,
#(x) #(x) I *
where ! and " are discrete random variables
(" = y H ! = x ) may actually be expressed as a probability distribution denoted by
f( y H x). %herefore, f (y ( x is calle! by con!itional !istribution of the ran!om "ariable )
gi"en that * + x#
,enerali-ation
Let ! and " be two random variables, discrete or continuous. %he conditional
probability distribution of the random variable " #iven that ! = x, is #iven by
f (y H x) = f(x, y) #(x) I *
#(x)
(pure function of y)
Dimilarly, the conditional probability distribution of the random variable ! #iven
that " = y, is #iven by
f (x H y) = f(x, y) h(y) I *
h(y)
(pure function of x)
7ote8 f (x H y) only #ives ( ! = x H " = y). 0f one wishes to find the probability that the
discrete random variable x falls between a and b when it is >nown that the discrete
variable " = y, then we evaluate
(a ? x ? b H " = y) =

x
f (x H y)
Dimilarly,
(a ? y ? b H ! = x) =

y
f (x H y)
$or the continuous case8
(a ? x ? b H " = y) =

b
a
f (x H y) dx
(a ? y ? b H ! = x) =

b
a
f (y H x) dy
Example .:
$ind the conditional probability distribution of !, #iven that " = ) for <xample ) and use
it to evaluate (x = * H y = )).
STATISTICAL INDEPENDENCE
Eecall8 (G H -) = (- G)
(-)
9:-;<%= 7otes8 4oint robability 5istribution a#e ( of ,
(- G) = (-) J (G H -)
(- G) = (-) J (G) if - and G are statistically independent
Dimilarly,
f (y H x) = f(x, y)
#(x)
f(x, y) = #(x) J f (y H x)
f(x, y) = #(x) J h(y) if ! and " are statistically independent
BE8 f (y H x) = f(x, y)
#(x)
f(x, y) = #(x) J f (y H x)
h(y) =

$x
%x
f(x, y) dx =

$x
%x
#(x) J f(y H x) dx
pure function of y
if x and y are independent
h(y) = f (y H x)

$x
%x
#(x) dx
h(y) = f(x, y) H #(x)
f(x, y) = #(x) J h(y)
Let ! and " be two random variables, discrete or continuous, with joint probability
distribution f(x, y) and mar#inal distributions #(x) and h(y), respectively. %he random
variable ! and " are said to be statistically independent if and only if
f(x, y) = #(x) J h(y) for all (x, y) within their ran#e
9:-;<%= 7otes8 4oint robability 5istribution a#e , of ,

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