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    Joint Probability Distribution Note

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    mory yi
    Joint Probability Distribution Note

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    Joint Probability Distribution Note

    Uploaded by

    mory yi
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    Joint Probability Distribution Note

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    © © All Rights Reserved

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    Joint Probability Distribution Note

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    6 views3 pages

    Joint Probability Distribution Note

    Uploaded by

    mory yi
    Joint Probability Distribution Note

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    JointDistributions—DiscreteandContinuous

    DiscreteVariables
    Often, experiments are conducted where two random variables are observed simul-
    taneouslyinordertodeterminenotonlytheirindividualbehaviorbutalsothedegreeof
    relationshipbetweenthem.
    FortwodiscreterandomvariablesX1 andX2,wewritetheprobabilitythatX1 willtake
    thevaluex1 andX2 willtakethevaluex2 asP(X1 =x1,X2 =x2 ).
    Consequently,P(X1 =x1,X2 =x2)istheprobabilityoftheintersectionoftheevents

    X1 = x1 and X2 = x2.

    Thedistributionofprobabilityisspecifiedbylistingtheprobabilitiesassociatedwithall
    possiblepairsofvaluesx1andx2,eitherbyformulaorinatable.
    We refer to the function f(x1,x2 ) = P(X1 = x1,X2 = x2 ) and the corresponding
    possiblevalues(x1,x2 )asthejointprobabilitydistributionofX1andX2.

    &YBNQMF
    LetX1 andX2 havethejointprobabilitydistributioninthetablebelow.

    Joint Probability Distribution


    f (x1 , x2 ) of X1 and X2
    x1
    0 1 2
    0 0.1 0.4 0.1
    x2
    1 0.2 0.2 0

    FindP(X1 +X2 >1 ).


    Let X and Y be continuous rv’s. A joint probability density function f(x, y) for
    these two variables is a function satisfying f(x, y) ⱖ 0 and 冕 冕 f (x, y) dx dy ⫽ 1.
    ⬁ ⬁

    ᎐⬁ ᎐⬁
    Then for any two-dimensional set A

    P[(X, Y )  A] ⫽ 冕 冕f (x, y) dx dy
    A
    In particular, if A is the two-dimensional rectangle {(x, y): a ⱕ x ⱕ b, c ⱕ y ⱕ d},
    then
    P[(X, Y )  A] ⫽ P(a ⱕ X ⱕ b, c ⱕ Y ⱕ d) ⫽ 冕 冕 f(x, y) dy dx
    b d

    a c

    ([DPSOH

    A bank operates both a drive-up facility and a walk-up window. On a randomly


    selected day, let X⫽the proportion of time that the drive-up facility is in use (at least
    one customer is being served or waiting to be served) and Y⫽the proportion of time
    that the walk-up window is in use. Then the set of possible values for (X,Y) is the
    rectangle D⫽{(x, y): 0ⱕxⱕ1, 0ⱕyⱕ1}. Suppose the joint pdf of (X, Y) is
    given by

    {
    6
    ᎏ (x ⫹ y2) 0 ⱕ x ⱕ 1, 0 ⱕ y ⱕ 1
    f(x, y) ⫽ 5
    0 otherwise
    The probability that neither facility is busy more than one-quarter of the time is
    ([DPSOH
    If the joint probability density of two random variables is given by
    
    6 e−2x1 −3x2 for x1 > 0, x2 > 0
    f (x1 , x2 ) =
    0 elsewhere
    find the probabilities that
    (a) the first random variable will take on a value between 1 and 2 and the second
    random variable will take on a value between 2 and 3;
    (b) the first random variable will take on a value less than 2 and the second
    random variable will take on a value greater than 2.

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