MARGINAL DISTRIBUTIONS

Definition 5
If X and Y are discrete random variables and f ( x , y ) is the value of their joint
probability distribution at ( x , y ) , the function given by:
g ( x ) =∑ f ( x , y )
for eachxwithin the range of X is called the marginal distribution of
y
X.
Correspondingly the function given by:
h ( y ) =∑ f ( x , y )
for eachywithin the range of Y is called the marginal distribution of
x
Y.
Example 7
The joint probability distribution function of random variables X and Y are given in the
table below:
x

1 2 3
0 1 1
1 6 6
y 1 0 1
2 6 6
1 1 0
3 6 6

Determine the:
i. Marginal distribution of X
ii. Marginal distribution of Y

Solution
x

g( y)

1 2 3
0 1 1 1
1 6 6 3
y 1 0 1 1
2 6 6 3
1 1 0 1
3 6 6 3

f (x) 1 1 1
3 3 3

(i) The marginal distribution of X is given by

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 3
f ( x )= ∑ f ( x , y )
y=1
=f ( x , 1 )+ f ( x , 2 ) + f ( x , 3 )
When X =1
1 1 1
f ( 1 )=f ( 1,1 )+ f ( 1,2 ) +f ( 1,3 )=0+ 6 + 6 = 3
When X =2
1 1 1
f ( 2 )=f ( 2,1 ) +f ( 2,2 ) + f ( 2,3 ) = 6 +0+ 6 = 3
When X =3
1 1 2 1
f ( 3 ) =f ( 3,1 ) +f ( 3,2 ) + f ( 3,3 )= 6 + 6 + 0= 3 = 3

Hence the marginal probability distribution of Xis:

x 1 2 3
f (x ) 1 1 1
3 3 3

(ii) The marginal probability distribution of Y is given by

3
g ( y )= ∑ f ( x , y )
x=1
=f (1 , y ) +f ( 2 , y )+ f ( 3 , y )
When Y =1
1 1 1
=0+ + =
g (1 )=f ( 1,1 ) + f ( 2,1 ) + f (3,1 ) 6 6 3
When Y =2
1 1 1
= +0+ =
g ( 2 )=f ( 1,2 ) + f ( 2,2 ) + f ( 3,2 ) 6 6 3
When Y =3
1 1 1
= + + 0=
g ( 3 )=f ( 1,3 )+ f ( 2,3 ) +f ( 3,3 ) 6 6 3
Hence the marginal probability distribution of Y is:
y 1 2 3
g( y ) 1 1 1
3 3 3

When X and Y are continuous random variables, the probability distributions are
replaced by probability densities, summations are replaced by integrals and we get
Definition 6
If X and Y are continuous random variables and f ( x , y ) is the value of their joint
probability density at ( x , y ) , the function given by:
g ( x ) =∫ f ( x , y ) dy
y is called the marginal density of X.

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Correspondingly, the function given by:
h ( y )=∫ f ( x , y ) dx
x is called the marginal densityof Y.
Example 8
Given the joint probability density
2
{
f ( x , y ) =¿ ( x+2 y ) for 0<x<1, 0< y<1 ¿ ¿¿¿
3
Find the marginal densities of X and Y.
Solution
Performing the necessary integrations, we get
1
2 2
g ( x ) =∫ f ( x , y ) dy= ∫ ( x +2 y ) dy= ( x+1 )
y y=0 3 3

g ( x ) =¿ 23 ( x+1 ) for 0<x<1 ¿ ¿¿¿

{
i.e. is the marginal density function of X.
Likewise;
1
2 1
h ( y )=∫ f ( x , y ) dx= ∫ ( x +2 y ) dx= (1+4 y )
x x =0 3 3

h ( y )=¿ 13 ( 1+4 y ) , for 0<y<1 ¿ ¿¿¿

{
i.e.

CONDITIONAL DISTRIBUTIONS
We define the conditional probability of event A given event B as
Pr ( A∩B )
Pr ( A /B )=
, provided Pr ( B)≠0
Pr ( B )
Suppose now that A andB are the events X =x and Y = y , so that we can write
Pr ( X=x Y = y )=PrPr (( YX== xy ,) Y = y ) = f h( x( ,yy) )
Provided Pr ( Y = y )=h ( y )≠0 , where f ( x , y ) is the value of the joint probability
distribution of X and Y at ( x , y ) and h ( y ) is the value of the marginal distribution of
Y at y.

Denoting the conditional probability by f (x / y ) to indicate that x is a variable and

Yis fixed, let us now make the following definition:
Definition 7

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If f ( x , y ) is the value of the joint probability distribution of the discrete random
variables X and Y at ( x , y ) and h ( y ) is the value of the marginal distribution of
Y at y, the function given by
f ( x y )= f h( x( ,yy) ) , h ( y )≠0
, for each x within the range of X is called the
conditional distribution of X given by Y = y .
Correspondingly, if g ( x ) is the value of the marginal distribution of X at x, the

function given by
w ( y x)= f (gx( ,x y) ) , g ( x )≠0
for each y within the range of Y is
called the conditional distribution of Y given X =x .

Definition 8
If f ( x , y ) is the value of joint density of the joint density of the continuous random
variables X and Y at ( x , y ) and h ( y ) is the value of marginal density of Y at y,the

function given by
f ( x y )= f h( x( ,yy) ) , h ( y )≠0
for −∞ < x <∞ , is called the
conditional density of X given Y = y .
Correspondingly, if g ( x ) is the value of the marginal density of X at x, the function

given by
w ( y x)= f (gx( ,xy) ) , g( x )≠0 for −∞ < x <∞ ,is called condition densityof Y
given X =x .

Example 9
Given the joint probability density

f ( x,y ) =¿ {4 xy for 0<x<1, 0<y<1¿¿¿¿

Find the marginal densities of X and Y and the conditional density of X given Y = y.
Solution
Performing the necessary integrations, we get
1
1
g ( x ) =∫ f ( x , y ) dy= ∫ 4 xy dy =[ 2 xy 2 ] y=0 =2 x
y y=0

i.e.
g (x )=¿ {2 x, 0<x<1¿¿¿¿
Also
1
1
h ( y )=∫ f ( x , y ) dx= ∫ 4 xy dx=[ 2 x 2 y ]x =0= 2 y
x x=0

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i.e.
h ( y )=¿ {2 y, 0<y<1¿¿¿¿
Then, substituting into the formula for a conditional density, we get
f ( x y )= f h( x( ,yy) ) = 42xyy =2 x ,
i.e.,
f (x y )=¿ {2 x , 0<x<1 ¿¿¿¿

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Example 10
With reference to example 1, find the conditional distribution of:
(i) X given Y=1 (ii) Y given X = 0.
Solution
The results of Example 1 are shown in the following table, together with the marginal
totals, that is, the totals of the respective rows and columns:
x
0 1 2 h (y)
0 1 1 1 7
6 3 12 12
1 2 1 0 7
y 9 6 18
2 1 0 0 1
36 36
g (x) 5 1 1
12 2 12

We need to get the marginal densities of X and Y.

The column totals are the probabilities that X will take on the values 0, 1, and 2. In other
words, they are the values
2
g ( x ) = ∑ f ( x , y ) , for x=0,1,2
y =0

which is the marginal distribution of X . Hence

g( x )=f ( x , 0 ) + f ( x , 1 )+ f ( x , 2 )
When X = 0;
1 2 1 6+8+1 15 5
g ( 0 )=f ( 0,0 ) +f ( 0,1 ) + f ( 0,2 )= + + = = =
6 9 36 36 36 12
When X = 1;
1 1 2+1 3 1
g (1 )=f ( 1,0 ) + f (1,1 )+ f ( 1,2 )= + +0= = =
3 6 6 6 2
When X = 2;
1 1
g ( 2 )=f ( 2,0 )+ f ( 2,1 )+ f ( 2,2 )= +0+ 0=
12 12
Hence the marginal probability distribution of Xis:
x 0 1 2
g( x ) 5 1 1
12 2 12

The marginal probability distribution of Y is given by

2
h ( y )= ∑ f ( x , y )
x=0
=f ( 0 , y ) + f ( 1, y ) + f ( 2 , y )
When Y = 0;

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 1 1 1 6 +12+ 3 21 7
h ( 0 )=f ( 0,0 ) + f ( 1,0 )+ f ( 2,0 )= + + = = =
6 3 12 36 36 12
When Y = 1;
2 1 8+6+ 0 14 7
h ( 1 )=f ( 0,1 )+ f ( 1,1 )+ f ( 2,1 )= + + 0= = =
9 6 36 36 18
WhenY = 2;
1 1
h ( 2 )=f ( 0,2 )+ f ( 1,2 )+ f ( 2,2 )= +0+0=
36 36
Hence the marginal probability distribution of Y is:
y 0 1 2
h( y ) 7 7 1
12 18 36

(i) Then, substituting into the formula for a conditional density, we get
f ( X= x Y =1)= f h( x( 1, 1) ) , x=0,1,2

When x = 0;
f ( X=0 Y =1 )= f h( 0,1
(1 )
) 2/ 9 4
= =
7/ 18 7
When x = 1;
f ( X=1 Y =1)= fh( 1,1 ) 1/ 6 3
= =
( 1 ) 7 /18 7
When x = 2;
f ( X=2 Y =1)= fh( 2,1
( 1)
)
=
7
0
/ 18
=0

Hence, the conditional density of X given Y = 1 is:

x 0 1 2
f(
X= x 4 3 0
Y =1)
7 7

(ii) The conditional density of Y given X = 0 is given by:

f (Y = y X =0 )= f (g0( ,0y) ) , y=0,1,2

When Y = 0;
f (Y =0 X=0 )= fg( 0,0 ) 1/ 6
= =
( 0 ) 5 /12 5
2

When Y = 1;
f (Y =1 X =0 )= f g( 0,1
( 0)
) 2/ 9
= =
8
5/ 12 15
When Y = 2;
f (Y =2 X =0 )= f g( 0,2 ) 1/ 36
= =
( 0 ) 5/ 12 15
1

Hence, the conditional density of X given Y = 1 is:

y 0 1 2

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 2 8 1
f (Y = y X =0 ) 5 15 15

When we are dealing with two or more random variables, questions of independence
are usually of great importance.

In Example 9, we see that

f ( x y )=2 x
, does not depend on the given value Y = y .
Whenever the values of the condition distribution of X is given Y = y do not depend

on y, it follows that
f ( x y )=g ( x ) , and hence the formula definition 7 and8 yield
f ( x , y ) =f ( x y )×h ( y )= g ( x )×h( y )
.
That is, the values of the joint distribution are given by the products of the
corresponding value of the two marginal distributions.
Generalizing from this observation, let us now make the following definition:
Definition 9
If f ( x , y ) is the value of joint density of the joint probability distribution function of
two discrete random variables, X and Y at (x, y), and g (x) and h (y) are the marginal
distributions of X and Y, respectively, then the two random variables are independent if
and only if

f ( x , y ) = g( x )×h( y ) for all (x, y) within their range.

To give a corresponding definition for continuous random variables, we simply

substitute the word density for the word distribution.

Definition 10
If f ( x , y ) is the value of joint density of the joint probability density function of two
continuous random variables, X and Y at (x, y), and g (x) and h (y) are the marginal
densities of X and Y, respectively, then the two random variables are independent if
and only if

f ( x , y ) = g( x )×h( y ) for all (x, y) within their range.

Example 11
If the joint probability density of X and Y is given by:

f (x,y)=¿ {24 y(1−x−y) for x>0, y>0, x+y<1¿¿¿¿

Find:
(a) The marginal density of X
(b) The marginal density of Y
(c) Determine whether the two random variables are independent.

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Solution
(a) Performing the necessary integrations, we get the marginal density function of X
is given by:
1− x 1− x 1−x
y 2 xy 2 y 3
g ( x ) =∫ f ( x , y ) dy= ∫ 24 y (1−x− y ) dy=24 ∫ ( y−xy − y ) dy=24 − −
y y=0 y=0 2 2
2
3 [ ] y=0
2 2 3
(1−x ) x(1−x ) (1−x ) 3−3 x−2(1−x )
=24
2[ 3
−
2
−
3
=24(1−x )2 − −
2 2 3 ]
1 x (1−x )
= 24(1−x )2 [
6 ] [ ]
24(1−x )
= =4 (1−x )3
6

i.e.
g ( x ) =¿ {4 (1−x)3 , 0<x<1 ¿ ¿¿¿
(b) Also the marginal density function of Y is given by:

1− y 1− y 1− y
x2 y
h ( y )=∫ f ( x , y ) dx = ∫ 24 y (1−x− y ) dx=24 ∫ ( y−xy− y ) dx=24 xy−
x x=0 x =0 2
2
−xy 2 [ ] x=0

y (1− y )2 (1− y )
[
=24 y (1− y )−
2 ]
− y 2 (1− y ) =24 y (1− y ) 1−
2 [ ]
− y =24 y (1− y )
2−1+ y−2 y
2 [ ]
24 y (1− y )(1− y )
= =12 y (1− y )2
2

i.e.
h ( y )=¿ {12 y(1−y)2 , 0<y<1 ¿ ¿¿¿
(c) The two random variables are independent if and only if
f ( x , y ) = g( x )×h( y ) . In our case;
3 2 3 2
g( x)× h( y)=4(1−x) ×12 y(1−y) =48 y(1−x ) (1− y ) ≠f ( x , y )
Hence, the two random variables are not independent.

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Example 12
With reference to example 1, determine whether the two random variables X and Y are
independent.
Solution
The results of Example 1 are shown in the following table, together with the marginal
totals, that is, the totals of the respective rows and columns:
x
0 1 2 h (y)
0 1 1 1 7
6 3 12 12
1 2 1 0 7
y 9 6 18
2 1 0 0 1
36 36
g (x) 5 1 1
12 2 12

In example 10, we obtained the marginal distributions of X and Y as:

The marginal probability distribution of Xis:
x 0 1 2
g( x ) 5 1 1
12 2 12

The marginal probability distribution of Y is:

y 0 1 2
h( y ) 7 7 1
12 18 36

The two random variables are independent if and only if

f ( x , y ) = g( x )×h( y ) for all x=0,1,2 and y=0,1,2 . In our case;

5 7 35 1
g(0 )×h (0) = × = ≠f (0,0 )=
12 12 144 6
1 7 7 1
g(1)×h(1) = × = ≠f (1,1 )=
2 18 36 6
5 1 5 1
g(0 )×h (2 ) = × = ≠f (0,2 )=
12 36 432 36

Hence, the two random variables are not independent.

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EXERCISE
(1) Given the values of the joint probability distribution of X and Y shown in the table:

x
-1 1
-1 1 1
8 2
y 0 0 1
4
1 1 0
8

Find the:
Marginal distribution of X.
(a)
(b) Marginal distribution of Y.
(c) Conditional distribution of X given Y = 1.
(d) Conditional distribution of Y given X = 0.

(2) Given the values of the joint probability distribution of X and Y shown in the table:

x
0 1 2
0 1 1 1
12 6 24
y 1 1 1 1
4 4 40
2 1 1 0
8 20
3 1 0 0
120

Find the:
1
[ g (−1 )= and g ( 1 )= 34 ]
Marginal distribution of X. ⇒ 4
(a)
5
[h (−1 ) = , h(0 )= 14 , and h(1)= 18 ]
Marginal distribution of Y. ⇒ 8 .
(b)
1
⇒ [ f (−1/−1)= 5
and f (1 /−1 )= 45 ]
(c) Conditional distribution of X given Y = -1.

(3) Check whether X and Yare independent, if their joint probability distribution is
given by:

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 1
a)
f ( x , y ) = 4 for x=−1 and y=−1 ; x=−1 and y=1 , x=1 and y=−1 ,
x=1 and y=1 ⇒ independent
1
b)
f ( x , y ) = 3 for x=0 and y=0 ; x=0 and y=1 , x=1 and y=1 , ⇒ not
independent

(4) If the joint probability density of X and Y is given by:

f ( x , y ) =¿ 14 ( 2 x+y ) for 0<x<1, 0<y<2 ¿ ¿¿¿

{
Find the:
1
[ ]
⇒¿ g ( y ) = 4 (1+ y ) , 0< y<2 ¿ ¿ ¿
a) Marginal density of Y ¿

([ x y )= ( 2 x+1 ) , 0< x<1 ¿] ¿ ¿

⇒¿ f
1
2

b) Conditional density of X given Y =1 ¿

(5) If Xis the proportion of persons who will respond to one kind of mail-order
solicitation, Yis the proportion of persons who will respond to another kind of mail
order solicitation, and the joint probability of X and Yis given by:

f ( x , y ) =¿ 25 ( x+4 y ) for 0<x<1, 0<y<1 ¿ ¿¿¿

{
Find the probabilities that:
a) At least 30% will respond to the first kind of mail order solicitation. ⇒ [ 0 . 742 ]
b) At most 50% will respond to the second kind of mail-order solicitation given that
there has been a 20%responce to the first kind of mail order solicitation
⇒ [ 0 . 273 ]

(6) If Xis the amount of money (in dollars)that a sales person spends on a gasoline
during a day and Yis the corresponding amount of money (in dollars)for which he
or she is reimbursed, the joint density of these two random variables is given by:

f ( x , y ) =¿ 251 20−x
x
{( ) x
for 10<x<20 , 2
< y<x ¿ ¿¿¿
Find the:
20−x
[
⇒¿ g ( x )= 50
for 10<x<20 ¿ ¿ ¿]
a) Marginal density of X ; ¿
y 1
b) Condition density of Y given X =12 →
[ x=12 6 ]
f( )=

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 c) Probability that the sales person will be reimbursed at least $8 when spending

$12
→ [ 1 3]
(7) The useful life (in hours)of a certain kind of vacuum tube is a random variable
having the probability density:
20,000
f ( x ) =¿ { ( x+100 )2
, x>0 ¿ ¿¿¿
If two of these tubes operate independently, find
a) The joint probability of X 1 and X 2 representing the lengths of their useful lives

( 20,000 )2
f ( x 1 , x 2 )=¿
{2
( x1+100 ) ( x 2+100 ) 2
for x 1 >0, x 2>0 ¿ ¿¿¿

Pr ( X 1 < 100 , X 2 <100 )

(b) The value of

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