1

MATH 240
Probability for Engineers
2023 - 2024 Fall
Course Objective: This course aims to introduce
students the theory of probability and its
applications to engineering problems.

Text Book: Probability and Statistics for Engineers and ,

Scientists, Walpole R., Myers R., Myers S., Ye K., 9th
edition
Section 3.4
Joint Probability
Distributions

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 Section 3.4. Joint Probability 2-3

Distributions
• In the previous section, we studied random variables
defined in one-dimensional sample space.
• We recorded the outcomes of an experiment as values
of a random variable.
• Sometimes we need to record more than one outcome
of a random experiment, simultaneously.

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 2-4

Joint Random Variables-Examples

• Rolling two fair dice.
– (X,Y): outcomes of the first and the second die

• Hardness and tensile strength of cold-drawn copper

are measured.
– (H,T): Hardness and tensile strength of an item

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 Joint Probability Distributions: 2-5

Discrete
• Let X and Y are jointly distributed discrete random
variables.
• The joint probability mass function of X and Y is
the function:
f ( x, y ) = P ( X = x , Y = y )

• f(x,y) give the probability of the outcomes x and y

occur at the same time.

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 Jointly Distributed Discrete 2-6

Random Variables

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 2-7
Example 3.14
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.
a) Find the joint probability function 𝑓𝑋,𝑌 (𝑥, 𝑦) and
show it in a table,
b) Find P( X + Y  1).

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 2-8

Y=0 Y=1 Y=2 Row Total

X=0
X=1
X=2
Column Total

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 2-9
Jointly Distributed Continuous
Random Variables

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 2-10
Jointly Distributed Continuous
Random Variables
If X and Y are jointly distributed continuous random
variables with joint probability density function f(x, y),
and a < b, c < d, then

b d
P (a  X  b and c  Y  d ) =   f ( x, y )dydx.
a c

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 2-11

Example 3.15

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 2-12

More Than Two Random Variables

If the random variables X1,X2,…, Xn are jointly discrete,
the joint probability mass function is

𝑝 𝑥1 , 𝑥2 , … , 𝑥𝑛 = P(𝑋1 = 𝑥1 , 𝑋2 = 𝑥2 , … , 𝑋𝑛 = 𝑥𝑛 )

If the random variables X1,X2,…,Xn are jointly

continuous, they have a joint probability density
function f(x1, x2,…, xn), where
𝑃(𝑎1 ≤ 𝑋1 ≤ 𝑏1 , … , 𝑎𝑛 ≤ 𝑋𝑛 ≤ 𝑏𝑛 )
𝑏𝑛 𝑏1
=‫𝑓 𝑎׬ … 𝑎׬‬ 𝑥1 , 𝑥2 , … , 𝑥𝑛 𝑑𝑥1 … 𝑑𝑥𝑛
𝑛 1

for any constants a1 ≤ b1, a2 ≤ b2,…, an ≤ bn.

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 2-13

Marginal Probability Distribution

• Given the joint probability distribution f(x,y), the
probability distribution g(x) of X alone can be
obtained by summing f(x,y) over the values of Y.
• g(x): marginal distribution of X

• Similarly, given the joint probability distribution

f(x,y), the probability distribution h(y) of Y alone can
be obtained by summing f(x,y) over the values of X.
• h(y): marginal distribution of Y

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 Marginal Probability Mass 2-14

Functions
➢ The marginal probability mass functions of X and
Y can be obtained from the joint probability mass
function as follows:
p X ( x ) = P ( X = x ) =  p ( x, y )
y

pY ( y) = P(Y = y) =  p( x, y)
x

where the sums are taken over all the possible values
of Y and of X, respectively.

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 2-15

Marginal Distributions of X and Y

➢ If X and Y are jointly distributed continuous with joint
probability density function f(x,y), then the marginal
probability density functions of X and Y are given,
respectively, by

f X ( x) =  f ( x, y )dy
−

fY ( y ) =  f ( x, y )dx.
−

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 2-16

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 2-17

Example
• Find the marginal distributions of X and Y.

Y=0 Y=1 Y=2 Row Total

X=0 3/28 6/28 1/28
X=1 9/28 6/28 0
X=2 3/28 0 0
Column Total

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 2-18
Example
Assume that for a certain type of washer, both the
thickness and the hole diameter vary from item to
item. Let X denote the thickness in millimeters and let
Y denote the hole diameter in millimeters, for a
randomly chosen washer. Assume that the joint
probability density of X and Y is given by
1
 ( x + y ), if 1  x  2 and 4  y  5
f ( x, y ) =  6
0, otherwise

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 2-19

1. Find the probability that a randomly chosen washer

has a thickness between 1.0 and 1.5 mm, and a hole
diameter between 4.5 and 5 mm.
2. Find the marginal probability density function of
the thickness X of a washer.
3. Find the marginal probability density function of
the hole diameter Y of a washer.

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 2-20

Example

• P(X=1, Y=0)=
• P(X=1, Y=2)=
• P(Y=0)=
• P(Y=1)=
• P(Y=2)=
• P(Y=3)=
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 2-21

Example

• P(X=0)=
• P(X=1)=
• P(X=2)=
• P(X=3)=

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 2-22

Example

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 2-23

A note on marginal distributions:

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 2-24

Conditional Distributions

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 2-25

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 2-26

Discrete Conditional Distributions

Let X and Y be jointly discrete random variables with joint
probability mass function p(x, y). Let pX(x) denote the
marginal probability mass function of X and x be any number
for which pX(x) > 0.

The conditional probability mass function of Y given X = x is

p ( x, y )
pY | X ( y | x) = .
p( x)
Note that for any particular values of x and y, the value of
pY|X(y|x) is just the conditional probability P(Y = y|X = x).

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 2-27

Back to Example 3.14

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 the conditional
distribution of X, given that Y=1 and use it to determine
P(X=0|Y=1).

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 Y=0 Y=1 Y=2 Row Total
2-28
X=0 3/28 6/28 1/28 10/28
X=1 9/28 6/28 0 15/28
X=2 3/28 0 0 3/28
Column Total 15/28 12/28 1/28 1

• 𝑝𝑋|𝑌 𝑋 𝑌 = 1 =?
• 𝑝𝑋|𝑌 𝑋 = 0 𝑌 = 1 =
• 𝑝𝑋|𝑌 𝑋 = 1 𝑌 = 1 =
• 𝑝𝑋|𝑌 𝑋 = 2 𝑌 = 1 =

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 Y=0 Y=1 Y=2 Row Total
2-29
X=0 3/28 6/28 1/28 10/28
X=1 9/28 6/28 0 15/28
X=2 3/28 0 0 3/28
Column Total 15/28 12/28 1/28 1

• 𝑝𝑌|𝑋 𝑌 𝑋 = 0 =?
• 𝑝𝑌|𝑋 𝑌 = 0 𝑋 = 0 =
• 𝑝𝑌|𝑋 𝑌 = 1 𝑋 = 0 =
• 𝑝𝑌|𝑋 𝑌 = 2 𝑋 = 0 =

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 Continuous Conditional 2-30

Distributions
Let X and Y be jointly continuous random variables, with joint
probability density function f(x, y). Let fX(x) denote the
marginal density function of X and x be any number for which
fX(x) > 0.

The conditional probability density function of Y given X = x

is
f ( x, y )
fY | X ( y | x ) = .
f ( x)

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 2-31

Example

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 2-32

Example
The joint density for the random variables (X,Y), where
X is the unit temperature change and Y is the proportion
of spectrum shift that a certain atomic particle produces,
is
10𝑥𝑦 2 , 0 < 𝑥 < 𝑦 < 1,
𝑓𝑋,𝑌 (𝑥, 𝑦) = ቊ
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒.
a) Find the marginal densities fX (x), fY(y), and the
conditional density fX|Y(x|y).
b) Find the probability that the spectrum shifts more
than half of the total observations, given that the
temperature is increased by 0.25 unit.
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 2-33

Example 3.20

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 2-34

Statistical Independence

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 2-35

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 2-36

Statistical Independence

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 2-37

Summary
• Jointly distributed random variables
• Joint distributions for discrete and continuous r.vs
• Marginal distributions
• Conditional distributions
• Statistical independence

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