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Two Dimensional Random Variables

U will get here all proofs and numerical based on 2d random variables and various topic information linked to advance probability

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gp5454
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0% found this document useful (0 votes)
13 views

Two Dimensional Random Variables

U will get here all proofs and numerical based on 2d random variables and various topic information linked to advance probability

Uploaded by

gp5454
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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Continuous — srondom varsolle . meas a Ge 7H) adsumes volua in ote fins eal Cr) Fgh » cer ed » ceyedt ther Gry) ts called tua dlmensbonol Mond am Norfoble + Taknt Prorabiti sense ees Te Let Ct) be 0 two dfmenstonal a’serete Handom ~asveble . “Then toy poe * posstole Volua CF ad) Cay ee piace. % < ae, i. treve assacde 0 sxal wo IG 8) bey Mutenting » PCx xa 4) ts walled ow joc Tee, dentfon y Gay). aie solely the pvootny condivans :- »& Pe a) 20 Jon at? (my) y & 2% PCa idea fa wh Ze z 6 nai LP eyiden y ee y SEP TSplets Fad, y PC, 4d F Cbd p es Sle fs cated (fe Peet wan funchlan. © Touk ent atcsbe ty ndty freien: “lee (x rt) bea Iwo dimensfonal conCirou BV: agermning all value o same Fegtene R of he Euchdeon plone. he jot post ’ ' function ) fs a dnc thok ogi +e follouting— conditions — «) ha) > O° fon evo! Guy) &) ate ae bGuy) dy ana , , eZ TO aw is pisexelt Ct” Nite taginsl qeunsistiy furaifeda Gh Rott Uasturten 6 Aimensiona dAfecsek randon V vowlobsle CY) fe given) then taal dS cktbutfen io) xis — Pardo P rae) pce ee ox Xow, Yue? ‘) \ Sinatlondy massed Afctudbublon arr a PCa o ves Plom, Y- y or YX Yd) od) - [Era ily Coultmmous casei Let F bethe [ast salut pal al twa dUimentona conbnyaut sev. (ae 4) + We dd jee 4 ond Wo the wore Prahodiithy dente Jrrdtons oh % ond ¥ once peavey One Ae [Theo Hy Fas JP hp Grex 5 * Condit mal Dectstbule — funchfon cy Disertte case :— Let (ibe o tule dimensional (x/y) wth Jetur Protearittey, prretion P(x) then cendiHonad, dichtbuive ala , Qthen 2 Pst ag) =P Gox naw) 2 PCex, yeu) © PGE) PCa) > P Gis) “P (ai) Sintlordy the condivonal di setbutive o} 4 ges PCy lees) + PGent, Yea), P (tx) Remark).- © PGS) "For DD Discnele Hondom -vasvobl! (x7) z P(e] yea wee ad 2 Cal) ea (iby Continuous Case Let (x71) be a 2D) continent By with A pa pGry) . Ren conaitfonad pay of X aten yy ts ae by | a : =| ): Ye) . nid>o « K Len) ly ) j gtadianty Cul) * ea a Goo Remark 2 ty Jac aust J" ela) dye * Joh cap s— Lee x,y be ord Hv, the cdf on Didetbubve uealton 2 Hondom Vaniole (x7) Us difved a Play)? P(xE% s 144) a z 2 plan) 2 Diseowe “ ea SS hay) ae dy > Convinneus + Monatnal pishtbulve Funcifen:- Ea w& Discwle core t- The worgival. Uaributive jpneton ¥ Bqve by F(x)? gue - £ P(ten Yeu) whet box) cs the fobs AF gheibutive furctfon 4 CM) - e Cy)? 2 FG) . Z P(x cued) deol Aidt uutie. funcfon efx ghee by a £a~ al f \" ees >o i Continuous Coser a eNews a a mongol A dribubive a He gues by Fou) > J; 14. pons) a] dy i 7 ndepridendh ie) Random Nudd alse tr U7 Bisel coce- Lek (t)Y) (be a 25D dischele iy they we Wek Lond Y ase Crdependent ww 4 and ovty th DPC GY)» P Gerd) PCA 43) Be P(A ras)? PCw) Pui) for eraty sant y D: PCat wd> wor) mt Cuil By) & Cortinueus Case, to Leb X em Y be a 2-D conbiwuouc ov then we say thot Kand Y ane 7 brdependent’ SN: i ond only 1 © LOW) QGIeG) ag ay yg Gly) + ae) Siw tonty Wale) HCY) F dey Ql Wwe per Dichibutve of Co ts given iy the jattowng soble . Xx? + LM © fac} n fox fe a kK} UK K uk } WK Delesuine -the value we. Gt tek ch Plxen, 922), P(verd, PCa), P42, ya) ay Maxginel dishvoulwe 6) Xena. (Bh ondSforol Derby AL Y qhen X=1. (IN) Condifenal Disbibutfen 4x gro Yt: GW) Ans Kandy independent % ol 2 pl, wie FO oon oKed lo WP Uke L YeL) > PO Yaa) 4 Pea ra) > W407 203 PO CxeD>d> PCxx0)+ P(xt-4) +P (ye) + OY OS+03) > O PCy-3) 2 OM PUrer ,yes)s POe0, ye dye hOts ¥ 23) 7 PL Geo poy +P (407-4) POEL, 420) + Pers Asay] 2 03 4 VL4+OL 402 + OF ty Marg onal Niskibulien Of Kandi + PO ae)» PGod) EPC way POE)» RE PO wd? PCye SPCI YL 0 Con dimivonal Dis + 7 QeeCen) PCn al ays POF wines) PGs) 2 ONeOr 2g O33 Carditional ict: 4 Rque (ys) Plea Let) > PCa a yey! ro) > CADDO) Cy : Ou : > PCL, ai) > OGY. Pui) +See) Te the alo ave table we absewed ot 0 (D> eCy,) FPO? Puy eae ee Jo on wala de andy vere ward y one vot Site It We fat Pay af 4wW0 Divenslonnl sondem Jonfane, (wy) egies Gy at) es 5 eo? Ketan. + D5 Aheawhere Ey evaluole tre volue af hk and hence obtain ty Pea n¥«3) Wy PGS 44 J yen y ws) Margival pdb of % ond y OY Conditional, pa of X qiven ¥ O) Ave % ond Y one inepended 2 S71 Vow aay 2 cs lye a & fe e K ee e Rees yary a : Vibert sea Yoo a ee \6 e- e ryt gh lie. =2, y (yer | Yt) 2 PR lve es) + Noa & (3 ‘) Gera yes) x zt, P Gyat)> sls ("35 oo, ae Sam ee and St A way Mong inh Pad of x ghry 2) wren xem = goede PbOw) 44 2 2 pe Le Pe Tec [ex 4 2 Qo) eK 8 eye TE er Zz b) wren ye her > My)> | b@w) de Ty (ate hy oo ° ee or ee, UY) Conditional Pah ob x given ¥ nGea) ade nLy/,) : % 2 Ey 4a Gh) » how) . sy : & one : al Sal Oy), j YA (Vv) $Omy)s 4 a acl x ays mn) Ps bows a BC): bly) So they one Leaepended i 83. Let tre Random Vorfoble y baste densiy pension Lap Ke (j- e*) 220. \n jhe value ob Sud, aot hm te a densily function. Sohi— CS By \; bear-2 set ; Tae ony es cae = et ceo k Ja eran ‘fe Sy ; © Me ' } ee . Expect ation Ta Dimensional Randem Varfobl. i Let Ky) bea ' 2 eh as Se oereereee us dimension al ev: ot glx be a weol Valued freien, then Elle] ee faG-u) Pas RED ts deere ry , oO coy E [ace] te [sew pO) dy de 53D Oya) és continous OH gced)= xy FO): | aerac Ly =) = €C*4) oo PG )e deus ew). Fetrantyy ay E(%)> ils {ng $oy)oy da ¢ contfnow cae + feopentea :- Ba x ona y or Hwa RY, then EE Gry EO) sew @> For nw tondom Vassallo xX, %1, XR, --- Me E it tee vy ---. MH) + EGE EO) E E(x) —- +E (in) ) Let Gay) be a two dimensimal Hordem vasfable ond Suppose thok X ond YY one Cndepend el , then For w THtependert Hondem yatoble Xi, Xp. = Xe E uh ma) ECD EM) EK) EC) * Conditional Sapectation:— aI C4) be a two dimenstanal tondem Vosiaie then cond onal Cepectobfon ot, XK ond y % debine by EX/)* a Rexly) — AX andy one discnele . [xan dx <4 Xondy axe Cenkinuoul Stoclenty ' EQ*)+ - Ur Ca/n) = 9 Kandy are dfcoule i lia ACSA) aye Sh Hand f axe conknueuds + Neworce of spe Dptnencionel Rendan, Yenfate cba Ohl) Kaya. two dimensianol Hondon vosuoble then NG&EY) 7 NCDVEVG) 4 2 Cov iM) VG): € Le EM) ]~ > Ee)- (eon) VQ@)> Efr ey] . £6) -Erm)* con Cx) = € FX EOCY-ECN) > E(x) -E~D EY) Sh X and ¥ ane trdependert , thon Cor (4,4) +0 Ele y)+ E&)-E(y) thevtore NGty) + NWetv(y) * Condilfenal Vanfance 1 he condiifend Vonvance VC7p) ET | LEC a5), Stud londy condifand vanforce ofx ame 7 ts gives w- YOY): EM LEC Iya] » Connelation cocbifciont: gf (xy) be a tune dimensional xv, a NY ger os aiven by- fhe consialolfan cadficsort 3. ba x ancy te aie a Sag ONS oF ——_, eye) o% 6y Remark :- ©) ah Xond 7 one Crdependert ther | peas sh sp & day +0 oO Vole 4, P ts dtu bpo +o a, Plea. By Let X andy ane two sandom vanfarlos eash oe tesee Volueh - 40,4 © and a {sir ‘Preeedty Bicirioulian. SS sea + 4 0 oF or | o ° Ow Or Or 0-6 i 0 oO-) 0.) lod rete som ay er, grr E (4) & *P(x) — 2 Ax024 040-4 4+ 0-4%1 + -Or + Qi4 8 OY 250 EL) £4 Ply)e © ECxy)= £4 He P Ga) LA RAYO H -P ROOD 4 TKI XO) + OKO KO AKI XOIEO : # pelo 20 4 ) Compile Compu CX), E(Y) ond Evy) UH) Shaw tat Xond ¥ one un commeded. St Ping 2 COA) Gs cotdays EGE LOE) Neste yVent¥) © 0-0 .0 Puy 2d y Sine Ely 40 the tahoe ei Cxe Un coasilaled . Hence K ond Yo cow independ exts q- Suppose trot two divencaral uandem \asoble. (“¥) Veos te fafut pat ; } Gy) > ty j Oks 0 5 Otherwise ObCain the’ comsned dan Con eefent byw x od 4 MS ae) Voor € 20) feo] Lvov ey voyee (et) fen ]> mea) [| (H+ Jax dy - |. ae) axx( be) dy Cr € (xy) -Fooe@] UO)" [Gry Jay _jgeatyn Ett)» {eG dx eat ayty EG) {x Ca) a4 = Ms (urd ) dy Pe yte pe 4 Sy EOD |ly hla) dy , E(Ky¥)e fo! age ey! EG) il: wag tr) dy ° blu) Jouyar eA” y = axl! Ca) mes + 3 sity * sh sa re @[x A+ 3? 4 6° gees (eu je ie J 24 Gu) da dy (eye et apt ae ae I, dy ar L erat 4 2 2 A eae ee a Iz Ta4 sat ee > Geb > zt ES Sess MS Ge) wet e we a 58 2b Lug ses Sy gl tr eter if oe lect * > 48-44 baa 4 @ tay on wee * as © ay ae Wy, 2 =1 \ ed P tay ua 2 ay NW MW oe m4 yay at ft ae by See WORD at : ® Heater SHEA) be a tw0 dimencfonal — grandom vandatde, hen €fe clyyy-e&y @® ETECyY/x) ] £0) Ansty For conlinuau cae— bola) hu) ELEM] | We (x) Hou) 84 E CHa) [aCe . (* [P* aC) "OD 44 ax Yo Aap eee ae ~ {oe | bowen > fx away xe) EG)» sao ow dx Hence [eCpy T+ €&)| Proved a ele) » [Me Cr)acy ar ELEC) Vata s (uC) a0 44 oy ee a0T a 4 J wb) 4say atl a) BT Ces ao » Paseo 4g 9 hewe Te (%)] 4 ew] Py eve © or Lanke 3 satan ie Yon ~ 2 The Savane 4 SComdord woswal vate Ce Kuourd z Dishibutten an 70 vata wih, ane bas +} Furedom , Let A, %,---) Xe be a tandem Sample of siee Token }row worwal Pepulolian hortug meu oat vastana oh ie: X~N(M, ot) , en Ze ken ~A(0 ) = enon [ee met lt ont ate gf Th General a eden whic Xt N “Y ) a hc 2 Zt 2 (& a) 25 oe [et sqeme 4 DOE] Reman) Oh x ote Cet drew X~ Ly Lo 2) a RN et) ther X © Xe) Squans wrth y vor | Dunas of Frudom Us the wea Nolen tn Ane [oa Coboulatt on stotidtic trak ane faut to Nowy be e 4 or sunmoval al et Value (axiotie)) dou vol Hh the sedi tohog VosSolsies. + Pah qui- Squat Seiten et x Ke eae ten (and, india, Lee oot 9 Xan) By Aa iden Wermave yur, ea zi | xe as a oh oe )* Now, Aue, Ce ghar & Y Be, MeO Ea) qe] 6 +) |e ere te" | . fC) | 7® | & (24y pos = Mf poe VA ct ( #4) > pore é a Je ft ce JO fiw ce oo [ce (nt) | Let owe -@ ye yas ge. ame =a Ll Oe ae e en ea oe ot => \ Ah age LOR ae Te >, Seger te 2a (as) wer ry) tes & an toy *(& \y roa (ax) o) “Feeseh one equ @ lotcomea My) te (<7 L pee tolls C6 te aa amma, Dvehilou on, Whity Cig aparece ns see poner (yy) ond scl Paranueer o4('7) . X~ GQ, p) Mead (Ley “ep By tee Tes tat *} mp We can couclude tot yt ge aan tuutd.orn CS Some O4 A ouwie, Aishibutlon wit qawmmdon “h aad yy. posh oe pay “4, WO Usktouten with uw dug ts geen ar hye > &) + Renter 1 of x~Gi («BD chen tne pa * Gamma, Dishoution te gee Op = aRS qe" - pt 270 Na oP wich Ce euvlan +o 2 Disktbulen fh aur ene rake PB al 2 2 . Applications +t cue Square Dishipution:— @- Te Test te portrertoo aud eh toe popular‘on Valance te Bs oy” (S04) @: To tect me epodueds 4 pre @ Tetat sre Ludepentence i atteiowe. Conditions’ Jor Ane Vakialihy 4 chat squane _DBteWibtc on — on yy a ee GD We somple Bu obsevolior sould be tod ependent” anal moswally Didibuled - @ Wwe sh conshainls tmpest upan tke Sesewation ‘b showld be Luton , a cult @: Ne Trovel’col gett, peer Abeuld be Jen tray 5. )- Tre total cell ora | Bhowd be Seosonaby foge (se wore ton 50), * ASAI rape of 92 Dishfoustien i= The sum of Saepodest DW venti is aie aud Newote Ob X, Gyo, MK one Gedepend ud "20" von‘ale as Ww deqnin o} Pecedorn “espeetively yen “the gum Zé xe U3 obo Se Nortole lutte BM Ab: a Oneal We Kuew hak M+ a iM % a Saucy ce Lge boy Mart, Mai (ary Ceba-w “Ren Mae of Hee cum ob exe Se qe a 5 ors, onn0 2M 2x6) = ys) MG) 2 =~ Me) ae Qorese xeva + XK ae tadep.) 7M Ex (e) > Qa Gs oxy eee (x) a -2 mh ia PPAnAPnAnnAna (ale ae): J + Tutus -- sad sy wierd Ce dine Qe a Nadole with Unttet-- abe on oF Freedom + Hence &y ae Hestem of NGF exe is ales a XiVeNale With Sant Ab C dene of Frecton), Remon wee 83h Xow ane Ilepedet vorfabler 2 X~K A yet. en | Ry Mitt, ©: 4, wens Byes es Ludep ed ont” Neale thon, xn fr Ges Y 94 -h (SF uw aS ) rrr rrr App ii ns oe Deshtioulion :- Ok Ses fronce he Nonfonce © Le Xi. Xp p= = 7 XK eM (Me), We Wow +o Tat tre Hor ote 06 (seq) Ns Hui f+ oO” o> oor ak o¢ aH Bots Kuown thence We Kuen tral sample valance us ge £ (Keay wid o£ ( 8) = as pa Lec =) o a wa fs wel Known $0 we rave Ce calatolt win Somple cote &S dose of + DEQ x Sample wenn + yh Mese Ay: fo Teo y as all efoltcic well be Tear under Ho sie ice is et whe ee =) ~ Coot on is “ pedeten Bale By comparing “toe coleuloted value ab udokad volue +h 2 with ) ap: al conte devel stg feource. we a accept es weed He, a > 7 sii wggeree 60 o) og wr Xeny CBs), we sefeth wall bypothats . with the

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