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Joint Probability Distributions PDF

This document is a syllabus for an Engineering Data Analysis course taught by Jan Homarl T. Alambra at WCC Aeronautical and Technological College. It introduces the concepts of joint probability distributions for multiple random variables, including joint probability mass functions, joint density functions, marginal distributions, and conditional distributions. It provides examples and homework problems to illustrate these concepts.
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0% found this document useful (0 votes)
224 views19 pages

Joint Probability Distributions PDF

This document is a syllabus for an Engineering Data Analysis course taught by Jan Homarl T. Alambra at WCC Aeronautical and Technological College. It introduces the concepts of joint probability distributions for multiple random variables, including joint probability mass functions, joint density functions, marginal distributions, and conditional distributions. It provides examples and homework problems to illustrate these concepts.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH 4:

ENGINEERING DATA ANALYSIS


COLLEGE OF ENGINEERING
WCC AERONAUTICAL AND TECHNOLOGICAL COLLEGE
BINALONAN CAMPUS

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor


INTRODUCTION
Our study of random variables and their probability
distributions in the preceding chapters is restricted to
one-dimensional sample spaces, in that we recorded
outcomes of an experiment as values assumed by a
single random variable. There will be situations,
however, where we may find it desirable to record the
simultaneous outcomes of several random variables.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 2


INTRODUCTION
For example, we might measure the amount of precipitate
P and volume V of gas released from a controlled
chemical experiment, giving rise to a two-dimensional
sample space consisting of the outcomes (𝑝, 𝑣), or we
might be interested in the hardness H and tensile strength
T of cold-drawn copper, resulting in the outcomes (𝑕, 𝑡).
In a study to determine the likelihood of success in college
based on high school data, we might use a three-
dimensional sample space and record for each individual
his or her aptitude test score, high school class rank, and
grade-point average at the end of freshman year in college.
Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 3
Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 4
JOINT PROBABILITY MASS FUNCTION
The function 𝑓(𝑥, 𝑦) is a joint probability distribution or
probability mass function of the discrete random variables X
and Y if
1. 𝑓 𝑥, 𝑦 ≥ 0 for all 𝑥, 𝑦 ,
2. 𝑥 𝑦 𝑓 𝑥, 𝑦 = 1 ,
3. 𝑃 𝑋 = 𝑥, 𝑌 = 𝑦 = 𝑓 𝑥, 𝑦 .
For any region 𝐴 in the 𝑥𝑦 plane,
𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝑓 𝑥, 𝑦
𝐴

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 5


JOINT PROBABILITY MASS FUNCTION: EXAMPLE 1
Determine the values of c so that the following functions
represent joint probability distributions of the random variables
X and Y:
1. 𝑓 𝑥, 𝑦 = 𝑐𝑥𝑦, for 𝑥 = 1,2,3; 𝑦 = 1,2,3
2. 𝑓 𝑥, 𝑦 = 𝑐 𝑥 − 𝑦 , for 𝑥 = −2, 0,2; 𝑦 = −2,3

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 6


JOINT PROBABILITY MASS FUNCTION: EXAMPLE 2
Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens. If X is the
number of blue pens selected and Y is the number of red pens
selected, find
a) the joint probability function 𝑓 𝑥, 𝑦 ,
b) 𝑃 𝑋, 𝑌 ∈ 𝐴 , where 𝐴 is the region 𝑥, 𝑦 |𝑥 + 𝑦 ≤ 1 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 7


JOINT DENSITY FUNCTION
The function 𝑓(𝑥, 𝑦) is a joint density function of the continuous
random variables X and Y if
1. 𝑓 𝑥, 𝑦 ≥ 0 for all 𝑥, 𝑦 ,
∞ ∞
2. −∞ −∞
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 1,
3. 𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝐴
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦, for any region A in the 𝑥𝑦-
plane.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 8


JOINT DENSITY FUNCTION: EXAMPLE 2
A privately owned business operates both a drive-in facility and a
walk-in facility. On a randomly selected day, let X and Y ,
respectively, be the proportions of the time that the drive-in and the
walk-in facilities are in use, and suppose that the joint density function
of these random variables is
2
𝑓 𝑥, 𝑦 = 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
5
a) Verify the second condition of a joint density function.
1 1 1
b) 𝑃 𝑋, 𝑌 ∈ 𝐴 , where 𝐴 = 𝑥, 𝑦 |0 < 𝑥 < , <𝑦<
2 4 2

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 9


JOINT DENSITY FUNCTION: EXAMPLE 2
Each rear tire on an experimental airplane is supposed to be filled to a
pressure of 40 pounds per square inch (psi). Let X denote the actual air
pressure for the right tire and Y denote the actual air pressure for the
left tire. Suppose that X and Y are random variables with the joint
density function
𝑓 𝑥, 𝑦 = 𝑘 𝑥 2 + 𝑦 2 , 30 ≤ 𝑥 < 50, 30 ≤ 𝑦 < 50
a) Find k.
b) Find the probability that both tires are underfilled.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 10


MARGINAL DISTRIBUTION
The marginal distributions of X alone and of Y alone are
𝑔 𝑥 = 𝑦 𝑓 𝑥, 𝑦 and 𝑕 𝑦 = 𝑥 𝑓 𝑥, 𝑦
for the discrete case, and
∞ ∞
𝑔 𝑥 = −∞
𝑓 𝑥, 𝑦 𝑑𝑦 and 𝑕 𝑦 = −∞
𝑓 𝑥, 𝑦 𝑑𝑥
for the continuous case.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 11


MARGINAL DENSITY: EXAMPLE 1
Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens. If X is
the number of blue pens selected and Y is the number of red
pens selected, find the marginal density of X alone and of Y
alone.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 12


MARGINAL DENSITY: EXAMPLE 2
Find 𝑔 𝑥 and 𝑕 𝑦 for the density function
2
𝑓 𝑥, 𝑦 = 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1.
5

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 13


CONDITIONAL DISTRIBUTION
Let X and Y be two random variables, discrete or continuous. The
conditional distribution of the random variable Y given that X = x is
𝑓 𝑥,𝑦
𝑓 𝑦|𝑥 = , provided 𝑔 𝑥 > 0.
𝑔 𝑥
Similarly, the conditional distribution of X given that Y = y is
𝑓 𝑥,𝑦
𝑓 𝑥|𝑦 = , provided 𝑕 𝑦 > 0.
𝑕 𝑦

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 14


CONDITIONAL DISTRIBUTION: EXAMPLE 1
Referring to Example 1 of joint probability mass function, find the
conditional distribution of X, given that 𝑌 = 1 and use it to
determine 𝑃 𝑋 = 0 𝑌 = 1 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 15


CONDITIONAL DISTRIBUTION: EXAMPLE 2
The joint density for the random variables (𝑋, 𝑌), where 𝑋 is the unit
temperature change and 𝑌 is the proportion of spectrum shift that a
certain atomic particle produces, is
𝑓 𝑥, 𝑦 = 10𝑥𝑦 2 , 0<𝑥<𝑦<1
a) Find the marginal densities 𝑔 𝑥 , 𝑕 𝑦 , and the conditional
density 𝑓 𝑦 𝑥 .
b) Find the probability that the spectrum shifts more than half of the
total observations, given that the temperature is increased by 0.25
unit.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 16


HOMEWORK
1. Determine the value of c such that the function 𝑓 𝑥, 𝑦 = 𝑐𝑥 2 𝑦 for
0 < 𝑥 < 3 and 0 < 𝑦 < 2 satisfies the properties of a joint probability
density function.
2. Let X denote the number of times a certain numerical control machine
will malfunction: 1, 2, or 3 times on any given day. Let Y denote the
number of times a technician is called on an emergency call. Their
joint probability distribution is given as

a) Evaluate the marginal distribution of 𝑋 and marginal distribution of Y.


b) Find 𝑃 𝑋 = 2 𝑌 = 3 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 17


HOMEWORK
3. A candy company distributes boxes of chocolates with a mixture of
creams, toffees, and cordials. Suppose that the weight of each box is 1
kilogram, but the individual weights of the creams, toffees, and
cordials vary from box to box. For a randomly selected box, let X and
Y represent the weights of the creams and the toffees, respectively,
and suppose that the joint density function of these variables is
𝑓 𝑥, 𝑦 = 24𝑥𝑦, 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1, 𝑥 + 𝑦 ≤ 1
a) Find the probability that in a given box the cordials account for
more than 1/2 of the weight.
b) Find the marginal density for the weight of the creams.
c) Find the probability that the weight of the toffees in a box is less
than 1/8 of a kilogram if it is known that creams constitute 3/4 of
the weight.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 18


PHILIPPIANS 4:8 (NLT)
“Fix your thoughts on what is TRUE, and
HONORABLE, and RIGHT, and PURE, and
LOVELY, and ADMIRABLE. Think about
things that are EXCELLENT and WORTHY of
PRAISE.”

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 19

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