Join Probability distribution / Bivariate distribution

/ProbabilityMass Function (For Discrete RV)

Definition:𝑓 𝑥, 𝑦 is a joint probability mass function (PMF) of the discrete
randomvariables X and Y if
𝑖 𝑓 𝑥, 𝑦 ≥ 0 for all 𝑥, 𝑦
𝑖𝑖 𝑥 𝑦 𝑓 𝑥, 𝑦 = 1
𝑖𝑖𝑖 𝑃𝑟 [𝑋, 𝑌] ∈ 𝐴] = 𝐴 𝐴 𝑓(𝑥, 𝑦) for any region A in the XY plane.
𝑖𝑣 𝑃 𝑋 = 𝑥, 𝑌 = 𝑦 = 𝑓 𝑥, 𝑦
(iii)Provided a rule for calculating the probability of an event from a joint probability
function and can have an alternative form
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 𝑎𝑛𝑑 𝑐 ≤ 𝑌 ≤ 𝑑 = 𝑏𝑥=𝑎 𝑑𝑦=𝑐 𝑓 𝑥, 𝑦
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
(a) the joint probability function f(x, y),
(b) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.
Solution :The possible pairs of values (x, y) are (0, 0), (0, 1), (1, 0), (1, 1), (0, 2), and (2, 0).

(a) It may be note that f(0, 1) represents the probability that a red and a green pens are selected.
8 
The total number of equally likely ways of selecting any 2 pens from the 8 is    28 . The number
 2
 2  3 
of ways of selecting 1 red from 2 red pens and 1 green from 3 green pens is     2  3  6 .
1 1 
Hence, f(0, 1) = 6/28= 3/14. Similar calculations yield the probabilities for the other cases, which are
presented in Table 1. Note that the probabilities sum to 1. It may be note that the joint probability
distribution of Table 1 can be represented by the formula

 3  2  3 
   
x y 2 x  y
f ( x, y )     ,
8 
 
 2
for x  0,1, 2; y  0,1, 2; and 0  x  y  2.

(b) The probability that (X,Y) fall in the region A is

P[( X , Y )  A]  P( X  Y  1)  f (0,0)  f (0,1)  f (1,0)

3 3 9 9
    .
28 14 28 14

1
 Table-1: Join Probability Distribution.

x
f ( x, y) Row
Totals
0 1 2

3 9 3 15
0
28 28 28 28

3 3 3
y 1 0
14 14 7
1
1
2 0 0 28
28
Column Totals 5 15 3
14 28 28 1

Example-2: Test two integrated circuits one after the other. On each test, the possible
outcomes are a, (accept) and r (reject). Assume that all circuits are acceptable with
probability0. 9 and that the outcomes of successive tests are independent. Count the number
of acceptable circuits X and count the number of successful tests Y before you observe the
first reject. (If both tests are successful, let ·y = 2.) Draw a tree diagram for the experiment
and find the joint PMF PX,Y(x, y) .
Solution: The experiment has the tree diagram shown below:

0.9 a aa X=2, Y=2

a
0.9 0.1 r ar X=1, Y=1

0.9 a ra X=1, Y=0

0.1
r
0.1 r rr X=0, Y=0

The sample space of the experiment is S  aa, ar , ra, rr . Observing the tree diagram, we
compute
p[aa]=0.81, p[ar]=0.09, p[ra]=0.09, p[rr]=0.01,

The joint PMF can be represented by the table as shown below,

2
 fX,Y(x,y) y=0
y=0 y=1
y=1 y=2
y=2

x=0 0.01 0 0

x=1 0.09 0.09 0

x=2 0 0 0.81

The joint PMF can be represented by a set of labeled points in the x, y plane where each point
is a possible value (probability > 0) of the pair (x, y),
y

.81
2

.09
1

0 .01
(
0 1 2 1,
1
)x
The joint PMF can be represented as a simple list as well:
 0.81 x  2, y  2,
0.09 x  1, y  1,

PX ,Y ( x, y )  0.09 x  1, y  0,
 0.01 x  0, y  0,

 0 otherwise

Exercise-1: The joint PMF PQ,G(q, g) for random variables Q and G is given in the following table:
PQ,G(q, g) g=0 g=1 g=2 g=3

q=0 0.06 0.18 0.24 0.12

q=1 0.04 0.12 0.16 0.08

Calculate the following probabilities:

(a) P[Q =0] (b) P[Q = G]
(c) P[G > 1] (d) P[G > Q]