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Module1-Two Random Variable

The document discusses joint, marginal, and conditional probability distributions for discrete and continuous random variables. It provides definitions and examples of independence between random variables. It also covers covariance, correlation, and the uniform distribution.

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Latha Prabu
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12 views

Module1-Two Random Variable

The document discusses joint, marginal, and conditional probability distributions for discrete and continuous random variables. It provides definitions and examples of independence between random variables. It also covers covariance, correlation, and the uniform distribution.

Uploaded by

Latha Prabu
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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Two Discrete Random Variables

Joint Probability Distributions


Two Discrete Random Variables

Marginal Probability Distributions

• The individual probability distribution of a random variable is referred to as its


marginal probability distribution.
• In general, the marginal probability distribution of X can be determined from the
joint probability distribution of X and other random variables.
Two Discrete Random Variables

Definition: Marginal Probability Mass Functions


Two Discrete Random Variables

Conditional Probability Distributions


Two Discrete Random Variables

Conditional Probability Distributions


Two Discrete Random Variables

Definition: Conditional Mean and Variance


Example 1
In a group of 100 sports car buyers, 40 bought alarm systems, 30 purchased bucket seats,
and 20 purchased an alarm system and bucket seats. If a car buyer chosen at random
bought an alarm system, what is the probability they also bought bucket seats?
Two Discrete Random Variables

Independence
Problem
The joint PMF of two random variables X and Y is given by
𝑘 2𝑥 + 𝑦 𝑥 = 1,2; 𝑦 = 1,2
PXY(x,y)=
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where k is constant
a) What is the value of k?
b) Find the marginal PMFs of X and Y
c) Are X and Y independent?
Problem
• A fair coin is tossed three times. Let X be a random variable
that takes the value 0 if the first toss is a tail and the value 1 if
the first toss is a head. Also, let Y be a random variable that
defines the total number of heads in the three tosses.

a) Determine the joint PMF of X and Y


b) Are X and Y independent?
Problem
The joint PMF of two random variables X and Y is given by
1
2𝑥 + 𝑦 𝑥 = 1,2; 𝑦 = 1,2
PXY(x,y)= 18
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where k is constant
a) What is the conditional PMF of Y given X?
b) What is the conditional PMF of X given Y?
Two Continuous Random Variables

Joint Probability Distribution


Definition
Two Continuous Random Variables

Marginal Probability Distributions


Definition
Two Continuous Random Variables

Conditional Probability Distributions


Definition
Two Continuous Random Variables

Independence
Definition
Problem
Let X and Y two continuous random variables whose joint PDF is
given by
𝑥 + 𝐶𝑦 2 0≤𝑥 ≤1; 0≤𝑦 ≤1
fXY(x,y)=
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(a) Find the constant C
1 1
(b) Find 𝑃(0 ≤ 𝑥 ≤ ,0 ≤ 𝑦 ≤ )
2 2
Problem
X and Y two continuous random variables whose joint PDF is
given by
𝑒 − 𝑥+𝑦 0≤𝑥 <∞; 0≤𝑥 <∞
fXY(x,y)=
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Are X and Y independent?
Problem
The joint PMF of two random variables X and Y is given by
− 𝑥 𝑦+𝑦 1
fXY(x,y)= 𝑥𝑒 0≤𝑥 <∞; 0≤𝑥 <∞
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) What is the conditional PMF of Y given X?
b) What is the conditional PMF of X given Y?
Covariance
The covariance between two rv’s X and Y is

Cov  X , Y   E  X   X Y  Y  

 ( x   X )( y  Y ) p ( x, y ) discrete
x y

 

 
  
( x   X )( y  Y ) f ( x, y )dxdy continuous

Short-cut Formula for Covariance

Cov  X , Y   E  XY    X  Y
Cov(X, Y) = 0 does not imply X and Y are independent!!
Correlation Proposition

1. If a and c are either both positive or both


negative, Corr(aX + b, cY + d) = Corr(X, Y)
2. For any two rv’s X and Y,
1  Corr( X , Y )  1.
The proportions X and Y of two chemicals found in samples of
an insecticide have the joint probability density function

2, 0  x  1,0  y  1,0  x  y  1


f ( x, y )  
0, elsewhere

The random variable Z=X + Y denotes the proportion of the


insecticide due to both chemicals combined.
1)Find E(Z) and V(Z)
Uniform Distribution (continuous)
Problem

You arrive into a building and are about to take an elevator to your floor.
Once you call the elevator it will take between 0 and 40 seconds to arrive to
you. We will assume that the elevator arrives uniformly between the 0 and 40
seconds after you press the button. To calculate the probability that takes
less than 15 seconds to arrive.
The Discrete Uniform Distribution
Suppose the possible values of a random variable from an
experiment are a set of integer values occurring with the same frequency.
That is, the integers 1 through k occur with equal probability. Then the
probability of obtaining any particular integer in that range is 1/k and the
probability distribution can be written

k depending on the range of existing values of the variable

The mean and variance


Problem

Let Y be the random variable describing the number of spots on the top face of
the die. Then

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