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Bivariate Distributions

Bivariate distributions lectures

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syed Minhaj uddin
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15 views12 pages

Bivariate Distributions

Bivariate distributions lectures

Uploaded by

syed Minhaj uddin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Example 7.7 The joint p.d. of two discrete r.v.’s X and Y is given by 2 Sey =a forx = 1,2, 2and y = 1,2. Are X and Y independent? The marginal p.d. for X is e@=D sy) 7 ay? _ x0)? , x2)? 30 30 30 =, forx =1,2,3: 6 and the marginal p.d. for Y is Ay) = DS) 2 ay? ay? ay? 2 ay ae YY LY gory ai,2 230° 30° 30°30 5°” gnp0M VARIABLES 243 eS ee cea 30° je fey) = ab). MO) and Y are independent, sie. 186 Continuous Bivariate Distributions. The bivariate probability density function of soninaous £¥'S Xand Yis an integrable function fix, ») satisfying the following properties i) fy) 2 Oforall(x») af Prema ay vad i) Masxshesysdym | seybae ‘The distribution function (4.0) ofthe bivariate rv. (X,Y) is defined by It should be noted that analogous to the relationship Lra=se, we have PRED 0,9, wherever Fis dienble ‘The marginal pf of the continuous tv. is a J fea» ay ‘and that of the r.v. Y is : mo)= J fy) de That fom gt the marginal pf of any ofthe variables is obtained by integrating out the other variable Jol pf between the tmite~ 20 and +20 Tee condiional pf ofthe continuous rv. X given that ¥ takes the value ys defined to be Loy) rly) = £02), Stain = FES "AEA, y) and hy) are respectively the joint pf of X and ¥, and the ‘marginal p.d.f of Y and My)>0. Silay, the conditional ofthe continuous tv. ¥ given tha X= xis 4 INTRODUCTION TO STATISTICAL THEORY Its worth noting thatthe conditional pd. satisfy all the requirements for a univariate density function. Finally, two continuous joint density (x,y) ean be factored in Example 7.8 Given the following joint pf, ase Xand Y are said tobe statistically independent, f and only if tie ‘he tom ft 9) 802) h) forall possible values of X and 7 Slay = NOx yh OS 52:25 954 0, elsewhere. 1) Verify that fx, 9) isa joint density function. » came rsd. 13) earn (©) Find the marginal pf. g¢x) and ht). 4) Find the conditional pf |) and fy |). (P.U,, B.A. Hons. 1966) 8) Thejoint density fx 9) willbe a pdt. if i) Ae) 2 Oand wf J fended 1. - Now flx ») is clearly 2 0 forall x and y in the given region, and Slxy)de dy soe bos Jo-s- no a 14 2 rH [6-20.0e= ito. i fio-dje1 ‘Thus x,y) has the properties ofa joint pd. ¥) (To determine the probability ofa value ofthe rv. (X, ¥ falling in the region X'<3,1S5+ we find pier a@nrey 0. _ W/8(6-x-y) _ 6-x-y WAG-y) 25-9) ‘and the conditional pf of Y given X = x, is LED), wheres 730 Sox) = 22, _W8)(6-x-y)_6-x-y W4)G=2) 26-3) Example 7.9 Let the bivariate continuous random variable ve it ad ‘variable (X, Y) have the joint probability dss? +Bosxsosysz, F(sy) = 0, elsewhere, 8) Check that fix, y) is apt b) Find the marginal pi.f's ©) Find the conditional p's and verify that x) isa pag + 8) The function Ax, y) will be a pd. if i fx.) 20 and PJ rena ar VARIABLES, 2 O forall x and y in the given interval oo) J J founds ay w) = frena= ie) The conditional p.d.f. of X for given Y= y is xy Pet otey faly) = L209) a ny) get) ,0SxS1,05yS2. ‘te conditional pf. of ¥ for given X = xis 22 ya for Led, 53 Bt BAY osys2, sash 80 Fogvay ee OF Toverfy that the conditional p.d.f,lx4) is a pd.f, we have : jee, | ae sen d 2+y 2+y . EXAMPLE 13, Determine the value of k for which the function given by fy sky forx= 1,23; y=1,2,3 ‘can serve as a joint probability distribution. Probability Distributions and Probability Densities Solution Substituting the various values of x and y, we get f(1,1) = k, f(1.2) = 2k, f.3) = 3k, f2,1) = 2k, f@,2) = 4k, F2,3) = 6K, FG, 1) = 3k, FG, 2) = 6k, and f(3,3) = 9k. ‘To satisfy the first condition of Theorem 7, the constant k must be nonnegative, and isfy the second condition, K+ 2k + 3k-+ 2k + 4k + 6 + 3k + 6+ 9k = 1 so that 36k = 1 and k EXAMPLE 15 Given the joint probability density function Sy aD zee eT fay =4> 0 elsewhere oftworandom variables X and Y, find P(X, ¥) € A], where A is the region ((x,y)|0 < x<}l1 (Rein of gue 0, we ge rane [{[lernena bees rusia [esneue Sine the jot statin ton wrote comin, the bounds ‘tee nyo thse regs be nde ome anne cn re ed Gtchebaacieral ranelbos mative EXAMPLE 17 Find the joint probability density of the two random variables X and Y whose joint distribution function is given by (-e)0-e%) forx>Oandy>0 ran [ a Also use the joint probability density to determine P(1 < X <3,1< ¥ <2) 87 Probability Distributions and Probability Densities Solution Since partial differentiation yields 2 aayhe= for x>0 and y>0 and 0 elsewhere, we find that the joint probability density of X and Y is given by je“44) forx>Oandy>0 ran Sac ‘Thus, integration yields ff fewraa tae tet ie) =0074 for Plc X <3,1<¥ <2). Derinrmion 11, ManciNaL DENstTy. 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 a) = [tens for ~c0 for 0.

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