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Module 5 EE Data Analysis

The document describes a learning module on joint probability distributions for two or more random variables. It covers joint probability mass functions and density functions, marginal distributions, conditional probability distributions, independence of random variables, covariance and correlation. The objectives are to calculate probabilities from joint distributions, find marginal distributions, assess independence, and interpret covariance and correlation. Example problems are provided on joint distributions for response time based on mobile service bars and computer server access times.

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Jea Mosenabre
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© © All Rights Reserved
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0% found this document useful (0 votes)
154 views

Module 5 EE Data Analysis

The document describes a learning module on joint probability distributions for two or more random variables. It covers joint probability mass functions and density functions, marginal distributions, conditional probability distributions, independence of random variables, covariance and correlation. The objectives are to calculate probabilities from joint distributions, find marginal distributions, assess independence, and interpret covariance and correlation. Example problems are provided on joint distributions for response time based on mobile service bars and computer server access times.

Uploaded by

Jea Mosenabre
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Module no. 5
Joint Probability Distributions

Topic: 5.1. Joint Probability Distributions for Two Random Variables


5.2. Conditional Probability Distributions and Independence
5.3. Joint Probability Distributions for More Than Two Random Variables
5.4. Covariance and Correlation
5.5. Linear Functions of Random Variables
5.6. General Functions of Random Variables

Time Frame: 5 hours

Introduction:
The theoretical development since Module 3 has primarily concerned the probability
distribution of a single random variable. However, many of the problems discussed in
Module 2 had two or more distinct aspects of interest; it would be awkward to attempt to
describe their sample spaces using a single random variable. In this module, we
develop the theory for distributions of multiple random variables, called joint probability
distributions. For simplicity, we begin by considering random experiments in which only
two random variables are studied. In later sections, we generalize the presentation to
the joint probability distribution of more than two random variables.

Objectives:
At the end of this module, the students should be able to
1. Apply joint probability mass functions and joint probability density functions to
calculate probabilities and calculate marginal probability distributions from joint
probability distributions.
2. Calculate conditional probability distributions from joint probability distributions
and assess independence of random variables.
3. Interpret and calculate covariances and correlations between random variables.
4. Calculate means and variances for linear functions of random variables and
calculate probabilities for linear functions of normally distributed random
variables.
5. Determine the distribution of a general function of a random variable.

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Pre – Test
Module 5 – Joint Probability Distributions

Name: Subject:
Course/Section: Date:

Direction: Solve the following problems. Write your solutions in a clean sheet of paper.

1. Let denote the sum of the points in two tosses of a fair die.
a. Find the probability distribution and events corresponding to the values of .
b. Obtain the cdf of .
c. Find .
2. Suppose the random variables and have joint pdf

a. Find the marginal pdf of and marginal pdf of .


b. Find the conditional pdf of given .
c. Find
d. Find a
e. Find and
f. Find
g. Find the correlation coefficient of and .
3. Manufacture of a certain component requires three different machining
operations. Machining time for each operation has a normal distribution, and the
three times are independent of one another. The mean values are 15, 30, and 20
min, respectively, and the standard deviations are 1, 2, and 1.5 min, respectively.
What is the probability that it takes at most 1 hour of machining time to produce a
randomly selected component?

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Learning Activities:
5.1 Joint Probability Distributions for Two Random Variables
If and are two random variables, the probability distribution that defines their
simultaneous behavior is called a joint probability distribution.

Example 5.1 Mobile Response Time


The response time is the speed of page downloads and it is critical for a mobile Web
site. As the response time increases, customers become more frustrated and potentially
abandon the site for a competitive one. Let denote the number of bars of service, and
let denote the response time (to the nearest second) for a particular user and site.
By specifying the probability of each of the points in Figure 5.1, we specify the joint
probability distribution of and . Similarly to an individual random variable, we define
the range of the random variables to be the set of points in two-dimensional
space for which the probability that and is positive.

Figure 5.1 Joint probability distribution of X and Y in Example 5.1.

Joint Probability Mass Function If and are discrete random variables, the joint
probability distribution of and is a description of the set of points in the range
of along with the probability of each point. Also, and is usually
written as The joint probability distribution of two random variables is
sometimes referred to as the bivariate probability distribution or bivariate distribution of
the random variables. One way to describe the joint probability distribution of two
discrete random variables is through a joint probability mass function

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Joint Probability Density Function The joint probability distribution of two continuous
random variables and can be specified by providing a method for calculating the
probability that and assume a value in any region of two-dimensional space.
Analogous to the probability density function of a single continuous random variable, a
joint probability density function can be defined over two-dimensional space. The double
integral of over a region R provides the probability that assumes a value
in .
A joint probability density function for and is shown in Figure 5.2. The probability
that
assumes a value in the region R equals the volume of the shaded region in
Figure 5.2. In this manner, a joint probability density function is used to determine
probabilities for and .

Figure 5.2 Joint probability density function for

random variables and . Probability that is in the region is determined by the


volume of over the region .

Example 5.2 Server Access Time


Let the random variable denote the time until a computer server connects to your
machine (in milliseconds), and let denote the time until the server authorizes you as a
valid user (in milliseconds). Each of these random variables measures the wait from a

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common starting time and . Assume that the joint probability density function for
and is

Reasonable assumptions can be used to develop such a distribution, but for now, our
focus is on only the joint probability density function.
The region with nonzero probability is shaded in Figure 5.3. The property that this
joint probability density function integrates to 1 can be verified by the integral of
over this region as follows:

The probability that and is determined as the integral over the


darkly shaded region in Figure 5.4.

Practical Interpretation: A joint probability density function enables probabilities for


two (or more) random variables to be calculated as in these examples.

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Figure 5.3
The joint probability density function of and is nonzero over the shaded region.

Figure 5.4 Region of integration for the probability that and is


darkly shaded.

Marginal Probability Distributions If more than one random variable is defined in a


random experiment, it is important to distinguish between the joint probability
distribution of and and the probability distribution of each variable individually. The
individual probability distribution of a random variable is referred to as its marginal
probability distribution.

Example 5.3 Marginal Distribution


The joint probability distribution of and in Figure 5.1 can be used to find the
marginal probability distribution of . For example,

The marginal probability distribution for is found by summing the probabilities in


each column whereas the marginal probability distribution for is found by summing the
probabilities in each row. The results are shown in Figure 5.5.

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Figure 5.5 Marginal probability distributions of X and Y from Figure 5.1.

For continuous random variables, an analogous approach is used to determine


marginal probability distributions. In the continuous case, an integral replaces the sum.

A probability for only one random variable, say, for example, , can be
found from the marginal probability distribution of or from the integral of the joint
probability distribution of and as

Example 5.4 Server Access Time


For the random variables that denote times in Example 5.2, calculate the probability that
exceeds 2000 milliseconds.

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This probability is determined as the integral of over the darkly shaded


region in Figure 5.6. The region is partitioned into two parts and different limits of
integration are determined for each part.

The first integral is

The second integral is

Therefore,

Alternatively, the probability can be calculated from the marginal probability


distribution of as follows. For

We have obtained the marginal probability density function of . Now,

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Figure 5.6 Region of integration for the probability that is darkly shaded, and
it is partitioned into two regions with and .

Also, and can be determined from the marginal probability distribution of


in the usual manner or from the joint probability distribution of and as follows.

In Figure 5.5, the marginal probability distributions of and are used to obtain the
means as

5.2 Conditional Probability Distributions and Independence


Recall that the definition of conditional probability for events and is
This definition can be applied with the event defined to be
and event defined to be

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Example 5.5 Conditional Probabilities for Mobile Response Time


For Example 5.1, and denote the number of bars of signal strength and response
time, respectively. Then,

The probability that given that is

Further work shows that

and

Note that
. This set of probabilities defines the conditional probability distribution
of given that .

Example 5.5 illustrates that the conditional probabilities for given that can
be thought of as a new probability distribution called the conditional probability mass
function for given . For Example 5.5, the conditional probability mass function
for given that consists of the four probabilities
.
The following definition applies these concepts to continuous random variables.

The conditional probability density function provides the conditional probabilities for the
values of given that .

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It is important to state the region in which a joint, marginal, or conditional probability


density function is not zero. The following example illustrates this.

Example 5.6 Conditional Probability


For the random variables that denote times in Example 5.2, determine the conditional
probability density function for given that
First, the marginal density function of is determined. For

This is an exponential distribution with . Now for and , the


conditional probability density function is

The conditional probability density function of , given that , is nonzero on the


solid line in Figure 5.7.
Determine the probability that exceeds 2000, given that . That is,
determine
The conditional probability density function is integrated as follows:

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Figure 5.7 The conditional probability density function for


Y, given that x = 1500, is nonzero over the solid line.

Example 5.7 Conditional Mean and Variance


For the random variables that denote times in Example 5.2, determine the conditional
mean for given that
The conditional probability density function for was determined in Example 5.6.
Because is nonzero for ,

Integrate by parts as follows:

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With the constant 0.002e3 reapplied,

Practical Interpretation: If the connect time is 1500 ms, then the expected time to be
authorized is 2000 ms.

For the discrete random variables in Example 5.1, the conditional mean of given
is obtained from the conditional distribution in Example 5.5:

The conditional mean is interpreted as the expected response time given that one
bar of signal is present. The conditional variance of given is

Independence In some random experiments, knowledge of the values of does not


change any of the probabilities associated with the values for . In this case, marginal
probability distributions can be used to calculate probabilities more easily.

Example 5.8 Independent Random Variables


An orthopedic physician’s practice considers the number of errors in a bill and the
number of X-rays listed on the bill. There may or may not be a relationship between
these random variables. Let the random variables and denote the number of errors
and the number of X-rays on a bill, respectively.
Assume that the joint probability distribution of and is defined by in
Figure 5.8(a). The marginal probability distributions of and Y are also shown in Figure
5.8(a).
Note that

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The conditional probability mass function is shown in Fig. 5.8(b). Notice that
for any That is, knowledge of whether or not the bill has errors does
not change the probability of the number of X-rays listed on the bill.

Figure 5.8 (a) Joint and marginal probability distributions of and . (b) Conditional
probability distribution of given .

By analogy with independent events, we define two random variables to be


independent whenever for all and . Notice that
independence implies that for and . If we find one pair of
and in which the equality fails, then and are not independent.
If two random variables are independent, then for

With similar calculations, the following equivalent statements can be shown.

Rectangular Range for (X, Y) Let denote the set of points in two-dimensional space
that receive positive probability under . If is not rectangular, then and are

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not independent because knowledge of can restrict the range of values of that
receive positive probability. If is rectangular, independence is possible but not
demonstrated. One of the conditions in Equation 5.8 must still be verified.

Example 5.9 Independent Random Variables


Suppose that Example 5.2 is modified so that the joint probability density function of
and is for . Show
that and are independent and determine
Note that the range of positive probability is rectangular so that independence is
possible but not yet demonstrated. The marginal probability density function of is

The marginal probability density function of is

Therefore, for all and and are independent.


To determine the probability requested, property (4) of Equation 5.8 can be applied
along with the fact that each random variable has an exponential distribution. Therefore,

Example 5.10 Machined Dimensions


Let the random variables and denote the lengths of two dimensions of a machined
part, respectively. Assume that and are independent random variables, and further
assume that the distribution of is normal with mean 10.5 millimeters and variance
2
0.0025 (mm ) and that the distribution of is normal with mean 3.2 millimeters and
variance 0.0036 (mm2). Determine the probability that and

Because and are independent,

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where denotes a standard normal random variable.


Practical Interpretation: If random variables are independent, probabilities for
multiple variables are often much easier to compute.

5.3 Joint Probability Distributions for More Than Two Random Variables
More than two random variables can be defined in a random experiment. Results for
multiple random variables are straightforward extensions of those for two random
variables.

Example 5.11 Machined Dimensions


Many dimensions of a machined part are routinely measured during production. Let the
random variables, and denote the lengths of four dimensions of a part.
Then at least four random variables are of interest in this study.

Typically, is defined over all of -dimensional space by assuming


that ( ) for all points for which is not
specified.

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Example 5.12 Component Lifetimes


In an electronic assembly, let the random variables denote the lifetime of
four components, respectively, in hours. Suppose that the joint probability density
function of these variables is

What is the probability that the device operates for more than 1000 hours without
any failures? The requested probability is
, which equals the multiple integral of over the region
. The joint probability density function can be
written as a product of exponential functions, and each integral is the simple integral of
an exponential function. Therefore,

Suppose that the joint probability density function of several continuous random
variables is a constant over a region (and zero elsewhere). In this special case,

by property (2) of Equation 5.9. Therefore, = 1/(volume of region ). Furthermore, by


property
(3) of Equation 5.9,

When the joint probability density function is constant, the probability that the random
variables assume a value in the region is just the ratio of the volume of the region
to the volume of the region for which the probability is positive.

Example 5.13 Probability as a Ratio of Volumes


Suppose that the joint probability density function of the continuous random variables
and is constant over the region . Determine the probability that
.
The region that receives positive probability is a circle of radius 2. Therefore, the
area of this region is The area of the region is . Consequently, the
requested probability is

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EXAMPLE 5.14 Marginal Probability Distribution


Points that have positive probability in the joint probability distribution of three random
variables are shown in Figure 5.9. Suppose the 10 points are equally likely
with probability 0.1 each. The range is the nonnegative integers with
. The marginal probability distribution of is found as follows.

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Figure 5.9 Joint probability distribution of and . Points are equally likely.

Conditional Probability Distribution Conditional probability distributions can be


developed
for multiple random variables by an extension of the ideas used for two random
variables.
For example, the joint conditional probability distribution of and given

is

The concept of independence can be extended to multiple random variables.

Similar to the result for only two random variables, independence implies that Equation
5.13 holds for all If we find one point for which the equality fails,
are not independent. It is left as an exercise to show that if are

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independent,

for any regions in the range of , respectively.

Example 5.15 Negative Binomial Distribution


In module 3, we showed that a negative binomial random variable with parameters
and can be represented as a sum of geometric random variables . Each
geometric random variable represents the additional trials required to obtain the next
success. Because the trials in a binomial experiment are independent, are
independent random variables.

5.4 Covariance and Correlation


When two or more random variables are defined on a probability space, it is useful to
describe how they vary together; that is, it is useful to measure the relationship between
the variables. A common measure of the relationship between two random variables is
the covariance. To define the covariance, we need to describe the expected value of a
function of two random variables . The definition simply extends the one for a
function of a single random variable.

That is, can be thought of as the weighted average of for each point in
the range of . The value of represents the average value of that
is expected in a long sequence of repeated trials of the random experiment.

Example 5.16 Expected Value of a Function


of Two Random Variables For the joint probability distribution of the two random
variables in Example 5.1, calculate .
The result is obtained by multiplying times – , times for each
point in the range of . First, and were determined previously from the
marginal distributions for and :

and

Therefore,

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The covariance is defined for both continuous and discrete random variables by the
same formula.

Figure 5.10 Joint probability distributions and the sign of covariance between and .

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Figure 5.10 assumes all points in the joint probability distribution of and are equally
likely and shows examples of pairs of random variables with positive, negative, and zero
covariance.
Covariance is a measure of linear relationship between the random variables. If the
relationship between the random variables is nonlinear, the covariance might not be
sensitive to the relationship. This is illustrated in Figure 5.10(d). The only points with
nonzero probability are the points on the circle. There is an identifiable relationship
between the variables. Still, the covariance is zero.
The equality of the two expressions for covariance in Equation 5.15 is shown for
continuous random variables as follows. By writing the expectations as integrals,

Now

Therefore,

Example 5.17
In Example 5.1, the random variables and are the number of signal bars and the
response time (to the nearest second), respectively. Interpret the covariance between
and as positive or negative.
As the signal bars increase, the response time tends to decrease. Therefore, and
have a negative covariance. The covariance was calculated to be −0.5815 in Example
5.16.

There is another measure of the relationship between two random variables that is
often easier to interpret than the covariance.

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Because and , if the covariance between and is positive, negative,


or zero, the correlation between and is positive, negative, or zero, respectively. The
following result can be shown.

Two random variables with nonzero correlation are said to be correlated. Similar to
covariance, the correlation is a measure of the linear relationship between random
variables.

Example 5.18 Correlation


For the signal bars and response time random variables in Example 5.1, determine the
correlation between the random variables and .
The covariance was determined in an earlier example to equal −0.5815. From the
marginal distribution of and in Figure 5.5, it can be shown that and
.
Therefore,

Example 5.19 Linear Relationship


Suppose that the random variable has the following distribution:
Let That is,
and so forth. Determine the correlation
between and .
Because and are linearly related, ρ = 1. This can be verified by direct
calculations. Try it.

For independent random variables, we do not expect any relationship in their joint
probability distribution.

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However, if the correlation between two random variables is zero, we cannot conclude
that the random variables are independent. Figure 5.10(d) provides an example.

5.5 Linear Functions of Random Variables


In this section, we develop results for random variables that are linear functions of
random variables.

Now, can be found from the joint probability distribution of as follows.


Assume that are continuous random variables. An analogous calculation can
be used for discrete random variables.

By using Equation 5.11 for each of the terms in this expression, we obtain the following.

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Note that the result for the variance in Equation 5.28 requires the random variables to
be independent.

Example 5.20 Negative Binomial Distribution


In module 3, we found that if is a negative binomial random variable with parameters
and , , where each is a geometric random variable with
parameter , and they are independent. Therefore, and
⁄ . From Equation 5.26, , and from Equation 5.28,

An important use of Equation 5.28 is in error propagation, which is presented in the


following example.

Example 5.21 Error Propagation


A semiconductor product consists of three layers. Suppose that the variances in
thickness of the first, second, and third layers are 25, 40, and 30 square nanometers,
respectively, and the layer thicknesses are independent. What is the variance of the
thickness of the final product?
Let and be random variables that denote the thicknesses of the
respective layers and the final product.
Then,

The variance of is obtained from Equation 5.28:

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Consequently, the standard deviation of thickness of the final product is 951/2 = 9.75
nm, and this shows how the variation in each layer is propagated to the final product.

The conclusion for ̅ is obtained as follows. Using Equation 5.28 with and
yields

Another useful result concerning linear functions of random variables is a


reproductive property that holds for independent, normal random variables.

The mean and variance of follow from Equations 5.26 and 5.28.

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Example 5.22 Linear Function of Independent Normal Random Variables


Let the random variables and denote the length and width, respectively, of a
manufactured part. Assume that is normal with cm and standard
deviation 0.1 cm and that is normal with cm and standard deviation 0.2
cm. Also assume that and are independent. Determine the probability that the
perimeter exceeds 14.5 cm.
Then is a normal random variable that represents the perimeter of
the part. From Equation 5.30, cm and

Now,

5.6 General Functions of Random Variables


In many situations in statistics, it is necessary to derive the probability distribution of a
function of one or more random variables. In this section, we present some results that
are helpful in solving this problem.

Example 5.23 Function of a Discrete Random Variable


Let be a geometric random variable with probability distribution

Find the probability distribution of


Because , the transformation is one to one; that is and √ .
Therefore, Equation 5.31 indicates that the distribution of the random variable Y is

We now consider the situation in which the random variables are continuous. Let

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with continuous and the transformation one to one.

Equation 5.32 is shown as follows. Let the function be an increasing function


of . Now,

If we change the variable of integration from to by using , we obtain


and then

Because the integral gives the probability that for all values of a contained in the
feasible set of values for must be the probability density of .
Therefore, the probability distribution of is

If the function is a decreasing function of , a similar argument holds.

EXAMPLE 5.24 Function of a Continuous Random Variable


Let be a continuous random variable with probability distribution

Find the probability distribution of


Note that is an increasing function of . The inverse solution
is , and from this we find the Jacobian to be
. Therefore, from Equation 5.32, the probability distribution of is

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Self-Evaluation:
1. Let the random variables X and Y have joint distribution

a. Find the marginal distributions of and of .


b. Are and independent? Justify your answer.
2. A surveyor wishes to lay out a square region with each side having length .
However, because of a measurement error, he instead lays out a rectangle in
which the north–south sides both have length and the east–west sides both
have length . Suppose that and are independent and that each is uniformly
distributed on the interval (where ). What is the
expected area of the resulting rectangle?
3. Suppose your waiting time for a bus in the morning is uniformly distributed on [0,
8], whereas waiting time in the evening is uniformly distributed on [0, 10]
independent of morning waiting time.
a. If you take the bus each morning and evening for a week, what is your total
expected waiting time? [Hint: Define random variable’s and use a
rule of expected value.]
b. What is the variance of your total waiting time?
c. What are the expected value and variance of the difference between morning
and evening waiting times on a given day?
d. What are the expected value and variance of the difference between total
morning waiting time and total evening waiting time for a particular week?

Review of Concepts:
1. Joint Probability Distributions for Two Random Variables
a. If and are two random variables, the probability distribution that defines
their simultaneous behavior is called a joint probability distribution.
b. Joint Probability Mass Function:
The joint probability mass function of the discrete random variables and ,
denoted as , satisfies
(1)
(2) ∑ ∑
(3)
c. Joint Probability Density Function:
A joint probability density function for the continuous random variables and
, denoted as satisfies the following properties:
(1) for all
(2) ∫ ∫
(3) For any region of two-dimensional space,
( ) ∫∫

d. Marginal Probability Density Function:

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If the joint probability density function of random variables and is


the marginal probability density functions of and are
∫ ∫
where the first integral is over all points in the range of for which
and the second integral is over all points in the range of ( for which

e. Mean and Variance from a Joint Distribution:


∫ ∫ ∫
and
∫ ∫ ∫
2. Conditional Probability Distributions and Independence
a. Conditional Probability Density Function:
Given continuous random variables and with joint probability density
function , the conditional probability density function of given
is

Because the conditional probability density function is a probability


density function for all in , the following properties are satisfied:
(1)
(2) ∫
(3) ∫ for any set in the range of
b. Conditional Mean and Variance:
The conditional mean of given denoted as or , is

and the conditional variance of given , denoted as or , is


∫( ) ∫

c. Independence:
For random variables and , if any one of the following properties is true,
the others are also true, and and are independent.
(1) for all and
(2) for all and with
(3) for all and with
(4) for any sets and in the
range of and , respectively.
3. Joint Probability Distributions for More Than Two Random Variables
a. Joint Probability Density Function”

MATH 114 – ENGINEERING DATA ANALYSIS (ENGR. VERNON V. LIZA) 30


LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

A joint probability density function for the continuous random variables


, denoted as satisfies the following
properties:
(1)
(2) ∫ ∫ ∫ ( )
(3) For any region of -dimensional space,
[( ) ] ∫∫ ( )
b. Marginal Probability Density Function:
If the joint probability density function of continuous random variables
is , the marginal probability density
function of is
∫∫ ∫ ( )
where the integral is over all points in the range of for which

c. Mean and Variance from Joint Distribution:


∫ ∫ ∫ ( ) ∫
And
∫ ∫ ∫ ( ) ( )

∫ ( )
d. Distribution of a Subset of Random Variables:
If the joint probability density function of continuous random variables
is , the probability density function of
is
∫∫ ∫ ( )
where the integral is over all points in the range of for which
.
e. Independence:
Random variables are independent if and only if
( ) ( )
4. Covariance and Correlation
a. Expected Value of a Function of Two Random Variables
∑∑
{
∫∫
b. Covariance:

MATH 114 – ENGINEERING DATA ANALYSIS (ENGR. VERNON V. LIZA) 31


LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

The covariance between the random variables and , denoted as


cov or , is

c. Correlation:
The correlation between random variables and , denoted as , is


For any two random variables and ,

If and are independent random variables,

5. Linear Functions of Random Variables


a. Linear Function:
Given random variables and constants

is a linear function of .
b. Mean of a linear Function
If ,

c. Variance of a Linear Function:


If are random variables, and ,
then in general,
( ) ∑∑

If are independent,
( )
6. General Functions of Random Variables
a. General Function of a Discrete Random Variable:
Suppose that is a discrete random variable with probability distribution
Let define a one-to-one transformation between the values
of and so that the equation can be solved uniquely for in
terms of . Let this solution be . Then the probability mass function
of the random variable is

b. General Function of a Continuous Random Variable:


Suppose that is a continuous random variable with probability distribution
The function is a one-to-one transformation between the
values of and , so that the equation can be uniquely solved for
in terms of . Let this solution be The probability distribution of is

where is called the Jacobian of the transformation and the absolute


value of is used.

MATH 114 – ENGINEERING DATA ANALYSIS (ENGR. VERNON V. LIZA) 32


LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

References:
 Douglas C. Montgomery & George C. Runger. Applied Statistics And Probability
For Engineers. John Wiley & Sons; 7th ed. 2018.
 Hongshik Ahn. Probability And Statistics For Sciences & Engineering with
Examples in R. Cognella, Inc.; 2nd ed. 2018.
 Jay L. Devore. Probability and Statistics for Engineering and the Science.
Cengage Learning; 9th ed. 2016.

MATH 114 – ENGINEERING DATA ANALYSIS (ENGR. VERNON V. LIZA) 33

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