Bivaiate or Jriat Pobability distibuian

have ConSiolerad only ne

Randem vanuable x
we
m
anlhave assignaol a Single heal value qX.
wtuio R.V,
maMy Situatons we a n e ivtervstecd
Xamd y of the outcoma ef a dandlom
expeumot
or
Considlaning both voltage amd Cu t
rrexampla , We n e a d

Pressne and voume n Centaim experimam

or
two R.V. X amo Y S Suc Cases we uuaa Bivariate
Lnt pThabikt distn butien
o d t x and y ba tauo Namedom vaiablis
Definution
S asscciatel wth a Dandon eubeni
on a Sampla sac
ment Then X =Xl5) amd Y =Yls) are trwo urctiams eacd
ass ignung a neal num ben f h e valuue assigned serX,y)
dne inute, them lx, y) b Calluel discrete R.v, 3nttis Ca4

the possible values Can be

ivem by (,4), shana
i= 1, 2, 3---m amd 1,2,3-
assiume all possible
values m a

h e R.V. (x,Y) Cam

nhegienR m X-Y PLone, then X, Y) Calial lonhinucusR,.v.
Joimtrebaliltyunchon Maas4unctim -dat x amdy
be tzco diserete R.V. amd let
hlz=Xi, d=å) =Pi
Then bij is Called tha
jant Frobablit funefion of x, y),#
the olvwina Comoietions a n e Saisfied
0)
P forall i ad
>o ,

B 1 , ahu Sumef trtal prtabiltyii

Th S e x ; , 4i PL hae i=1,2,--~ m ,d1,2,

Lo Callad tue eint probabiity distnbutiom

The domt protei dunctien Can ue hepredented ina table
 Eeble Aount þohabikg fwnction
Total
P P12 Pi Pim P *
P21 P - -

- P2j Pan

pi Pi Pi Pin pi

Pm pm -pmpm*
Total Px1 2- Pxj- P n 1
Te table shoes that sum
e total prodrabilty is always 1.
whick Cam be wmten as i
~ P ij 1 1 =

oint robakilty desnSity umctim-dt (X,y) ae oo

Continuuows R.V Conside a bnall deetangulan heaion e
anea
dat dy Them the proleability fhat þoint l,} i l le
m thesanea is iven
D

Tha flz,) doc d

fwnction Flz, ) s called jont þrele. oensita tunctim (pod
x,Y) 4 ( f(, ) 2o for lx,j) ER
SS, ftr,) dxda =1, hon Ri bagespace
4R o a
hegion baunded by a<X<b, Csy4 d them
we have
Paexsb Cégsa) " fz,})dndy, =

Lumulative_dista him huchienlcdp)

two discrete RiV. Then - dtx yJ be
the cdf et lx, y) e dafined by
F (x, ) =
Plxsx and Y4 })
Parperties ef Cdf are tu leuwim ZTpiË ,
=

y4y,zi T

F- )=o, F(x-o)o, F-9,o) =1

,

(w PCaLX<b, y y)
F(b,})- F(a, )
=
 Flz,d)-Flu,)
P ( x S x , cyzd) =
Flb,d)- Fle, b)--Flb,C)+Fla,
-

v) PCaAX4b, c<yedl)
A t all þeint e Continuu fl«, &)

udarud by
Cetingucus R.v, then Caf q (x,y)
y ) is
Flx, ) - , )drdg au sE
The
Cdg F, ) Satisle all the prrpeates aive
Manginal probahliy funthiom_Anel ma2ginal disiution: -

The
mangenal prets funchiom fo diseret R.1.X u
dehr
as
PLx= Xi)= PRx=xi ana y-i)orX=Z
dy=})
Pitpin+ pi3t--*pi
P Callud
manginat pro sunchmx Aor X=1
Tha Colletion ef pairs i,Pi*7,i=i,2,3 -
Callsd. manginal þre.
distnbuion of x t disthbution ef X. he arga
Similanl the manginalproabiity distobutim X alone
distibution y
y alone pruabilty dititien
Te
manginal probabi lta unctiom o Y o dadmed as

PLy-ja)= Pit P»j+

Te &lelion v pairs i
io Calle , Pxi} »\,7,3--
manginal prrudistnbuslion Y , he
P = PLY=3)
=

Y is Comimuons R.V.,thea henction

oladined b Jx ( ) =
maginal dansiry X L

Simalal marginal density fy b ditmesl as

fy) St(x})d
-oo
 The roboabiity im tenms1 marginal damauCae
vem as P(asxsb) = P l a g x s b , - Y L )

dansity X
Svlang
Sianl P(CYsd) = S ay jwkue fy l nag al
danSity Y
onditienal þrobaiulydistbutiau We knous that Aava
bbe two evemts , hem Cmdetiomal a .e Aqve B
PA/e) = PLAnB PCB)>o.
PCB
X and y ae diseyete R,V. suel that (AX=*)
Conditioal prshability suncticn x qivem tht yJ
i
PlX=xi/y=i) =
P(xxi .Y=d) -

PLy 8a)
The Clsetiom pairs xi, P2,i=1,2,3- *
Condutiomal pras.y qiven Y=fi
oistiti X
Smiulardy t collaedien pairs i ,
Called egnditional P7,dy*
Pix
rabiity
5 XyJ 6 CorinuCus R.V, the diti budien Y
Conditional dansity
givey f(*/) =
f,)
uncAiem f
whaflx, j) theo jcumt
fy C
y Ca o the densdy fumctiem
t demsity
functien tXaeY aol
Simularly the
manqinal damsety Aanction 7 Y
Conditional densety funetion qYTven X
l3/) = f )
h e r f ) io manginal denSit
nctim oi X.
 Inolabemdent ndonvaables
4 i a events
X amd Y ane to disTete R.V.
A Xi amd y y me imdeperdent evends for allx
nd thom = PX=X). PLY=a)
P (X= Xi Y=J3)*
wane i=,2, 3-
ad
, 2, 3 -
Simalaiy y X,Y) w Contimuons R.v. sue
a

at
x,) fr ).jy G) ; w*hara flx, j) i»jont densidy fun.
=

X omdy amd fx()and jy) ana

Theave, X and y e kaid manginal
to be
dansidy Aeucion xandy
all amd t t h indahendent R. V. } f
expressed as t ntthobi t fmetim4x, y) am be
pTeeluct f asnctim4 xalome amo
a
uncthon e alone (ich a a idno
Xamdy). fflz,}) Cam met be So manainal þrh umctions
ane said to be
dependand erbresded, then X wd y
reblems bivaniate
ount prels. distnbuton
on

.1. F the folonima bivaiate prrluability distmbution

amd Y t X

32
2
T
Find P(X4I,Y =3) w Ply42) (
Sdn The
anginal olitnbtions P[K/ye2)
ane aivem m the tab
2 3 Pa)
The Sunm e all alU
2 brekabilities =1
 0 P(xg1,y=3) =
Px= o,y= )+Mx=1,y=3)

o P(Y4) PY=o)+P(y=i)+ f(y=3

32
u P(x4I/y£a) P(XE1, Y42 =

PCY2)
Nod, P(x1,Y42) blx=o,j-j) +Pk=\,J
=

Hence P(XSI/ye2)= 20/32

27/32
.2 Fov the bivaniate bmea bility distnbuction e (x,)3ve
belon, find P(X6 ), PCYS3), PXEI,y4),
PLY/x41) and P(x+Y24)
2
tte
2 3232
Seti w Px1) =Plx=)+ PX=1)
Pox-oy-})+P=,Y -)

Py43=P(y=1)+P(y =2)+ Ply= )

P2-0X i ,y=1)+ i-0 Px=i,y=1)+Plxi,y=-)
(ottets)+(ottt+t+)

=++
PXSI,Y43 = P(x=0, Y=å)+P1,Y-3)

(O+o+s)+(t2+1E+
( P(y43/3sI) =
P(xsI,ys3)
PLX41)
n, P(x 1,Y43) = PlXS1,y=)+ PlxsI,Y=2) +P(AS,Y3)
(0+ tz)+ (0+te)+(t)
=
 P(xe,
Y, Y43) =te+ tat 3a
P(ys3/xs1) =PXS,Y53) = /32 =
PCXSI) 7/3
0 P ( x y s 4) = P x = e ,y-) t a=1,7-)+-2yi)

-(oto+ )+L+ tz+( )

.3. Thu Jovnt þrlabilety funetion d (X,Y) gven b P )
=
k(2at3}) , =0, \, 2 and = , 2,3.Fimd
1 t h e manqina
1 he Condttional
proluabulita dustnbutionaoj X amd
pro distnbutien ef X givem y 1 .
Sels The jamt rol. dusts buticn o (x. vI Cam be Caltulata
by useg PlT,J)= K2xt 3)r d fferet values and
ebresente d im h e tabla halo a
2
we
Kna that Swm ef a l prka.
3K 6K K must be 9 u a l to 1
2

2
5K
OK 13K
P(*i, 3i) = 1
CeytPort Pes)+{putPratPeyt
. P t at P2a)= 11
The Mananal pr. 3K+GRHAK)+(SK+SK4IIK)+GRHlPk+
18K+24K+30k=1 '. K= 13K)=1
distnbuthon t X i
ven
PCa= o) = PotPe2+Poa 3Kt6K+3R = 18k= 1
PCa=1) =P+Pi2+ PI3
P CX= 2) =Pa21 5K+3K*\IR=24K =
+P2t+P23+k+ lbK+13k=30k 2
we alse veni that total
thuus marnaPr must beeshaltn1
px-e)+*=)+P=)
)The marginal t 72 - 1
distabuion y .

PLY )) =
i = P ivem by
PC ) PoitPtb =3K+ 5k+7K=15k=
C 3 = po2+P2tp2-6K+SK+IOR =24K =
2
P y= = Po3t Pi3+P3 SK+ +13K=33K = 23B
we veity that talmanqinal þrtu. dustn bited mustequal +1.
tus p(y=)+Þly=-2)+PCy=3)= + 1
 C Conditienal bree, tunetion Xivem Y=1 e wntte
aPlX=i/y=i)=P(x=iY=2 = 1ohea i,27
PU-D P
wesl o s Conditional
Pl
a :-
.dtstibtio oX0,ve Y=1
Prel.distibution
X= 2 Pi1/p*1
X=o
Po1ot+Puta 3K+SR+TK
X 2
P1 pot Pu+P21 = S
K
3KSK+}K 15K

we alse
Pa/otPwt Pa
vemja that Sum e all
enal to 1. , Cnditional trel. distibted
SH. The ount density unchn
t
troo Centinuos R.V. X
f(,UJ= na
(a)Find he O
OLX24, 1445
othewnse
CC fnd value of Cnst.C Pand
(b fin PX>3,YE2
Sm. PCZx42,
The total 2<yL3),
PX>3,Y=
prhasility must be equal toi
ftx, fx3)dxdd=1
Sa dafinitien o fL, ) ven m qmeStim tue mteqral
has
th valuu

e
cxydaidg=c'TS*zdyda 5

S- 123xdat =cb*
PX23, y4)) =(4 (
96C
drdy =7
( Snq value 3
c ound mlaS we
PC1X2 ,
have
,
24y43= (( Ydxdy=
azJ**ds4
= 2

=23
 The jornt pdf f oo R.V. (x,y) o
tven by
x , y) = aj+ 0 4 2 , 04<l
Fnd ay
P(X/y24) e PlxY)
Sto P(x>i) =J' (uxJandy = f d
=0 =

-SsaA]4-Jl**

o o

Plx>/ye4) = Px>1,y4)
Sul sttutug vaues P y )y44) ad P(y4)fran(6)and
tPx>1,
w e et PCx/y44)= 5/2=
V4 x =
Plxy)S *+ady=S1+
S6,The jant þdf ef th R.v. (X,Y) is givem by
flx,)= K e*8) , X>o, yzo. Fnd. he valuuof
k and þrave that x andy ane dmdepenoarat.
Hene khe honge shace io entive fvst quadrant v xy-plane .

y probeot jovnt pdf , we have

sf fta,)art dy =i> kxye dy = 1

 e d r =|

R.x =
| p Hig Z = dz= 23 z=3
E-+E*=FT;-\
Similaky a d r =
D
Ne
fx ) =
J fc,)* =
J for, g)dy + jux,s*
ot 4zye*=4xeJyea
d
Sirlany y )= %en J)da =
[%em)d-n+ , 2

Tutore, x amd Yare mdshencdendt

R,V. Henca Toveel
.