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Lecture8

The document discusses joint probability distributions, focusing on the simultaneous occurrence of multiple random variables. It provides examples of calculating joint probability functions and marginal distributions for both discrete and continuous random variables. The lecture is part of a Probability and Statistics course taught by Dr. Tarık Adnan.

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zakarialaayoune26
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2 views

Lecture8

The document discusses joint probability distributions, focusing on the simultaneous occurrence of multiple random variables. It provides examples of calculating joint probability functions and marginal distributions for both discrete and continuous random variables. The lecture is part of a Probability and Statistics course taught by Dr. Tarık Adnan.

Uploaded by

zakarialaayoune26
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability and Statistics

CEC217

Lecture

Dr. Tarık Adnan


Email: [email protected]
Office: Kat.1, # 104

Solutions will be discussed during the


1
class
Joint Probability Distributions

© Dr. Tarik Adnan (2024-2025) 2


Joint Probability Distributions
• So far, we have dealt with one-dimensional sample spaces
(i.e., single random variable). What will be the case if we need
to obtain simultaneous elements or outcomes of multiple
random variables?

• For example, we might measure the amount of a rapid 𝑃 and


volume 𝑉 of gas released from a controlled chemical
experiment, giving rise to a two-dimensional sample space
consisting of the outcomes (𝑝, 𝑣)

3
Joint Probability Distributions (Cont.)

4
Cont.
• If 𝑋 and 𝑌 are two discrete random variables, the probability
distribution for their simultaneous occurrence can be
represented by a function with values 𝑓(𝑥, 𝑦) for any pair of
values (𝑥, 𝑦) within the range of the random variables 𝑋 and 𝑌.
It is customary to refer to this function as the joint probability
distribution of 𝑋 and Y. Hence, in the discrete case,
𝑓(𝑥, 𝑦) = 𝑃(𝑋 = 𝑥, 𝑌 = 𝑦);

that is, the values 𝑓(𝑥, 𝑦) give the probability that outcomes 𝑥
and 𝑦 occur at the same time
5
Cont.
• For instance, if an 10-wheeler (a vehicle \ car with 10 tires) is
to have its tires serviced
𝑋 represents the number of miles these tires have been driven
Y represents the number of tires that need to be replaced,

• Then. 𝑓 30000, 5 is the probability that the tires are used over
30,000 miles and the truck needs 5 new tires.

Let’s have more understanding via the following practical


example..
6
Example
• Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens.
If 𝑿: the number of blue pens selected
𝒀: the number of red pens selected
find
1- the joint probability function 𝑓(𝑥, 𝑦),
2- 𝑃[(𝑋, 𝑌) ∈ 𝐴], where 𝐴 is the region {(𝑥, 𝑦)|𝑥 + 𝑦 ≤ 1}.

Solution ?

7
Solution
1- The joint probability function 𝑓(𝑥, 𝑦):
What are the possible pairs of values (𝑥, 𝑦)?

0 ,0 , 0 ,1 , 1 ,0 , 1 ,1 , 0 ,2 , and 2 , 0

Since 𝑦 represents the


Since 𝑥 represents the selected number of red
selected number of blue pens, therefore, the
pens, therefore, the value 1 means one red
value 0 means none of pen has been selected.
the selected pens is
from blue. Instead, they
Total pens
have been taken from
selected: Two,
green category
one green and
one red 8
Cont.
• Now, 𝑓(0,1), for example, represents the probability that a red
and a green pens are selected.
• The total number of equally likely ways of selecting any 2 pens
8
from the 8 is 2
.
• The number of ways of selecting 1 red (from 2 red pens) and 1
2 3 2! 3!
green (from 3 green pens) is 1 1
= × = 6.
1! 1! 2!

• Hence, 𝑓(0,1) = 6/28 = 3/14.


• Similar calculations yield the probabilities for the other cases,
which are presented in the following table:

9
Cont.
• Now we need to calculate the joint distribution function of the
random variable 𝑿

The sum is
equal to 1

0 because only 2 pens


The sum is should be chosen based
on the question
equal to 1
10
Cont.
• The following formula can represent the joint probability
distribution of the previous table:

for 𝑥 = 0, 1, 2; 𝑦 = 0, 1, 2; and 0 ≤ 𝑥 + 𝑦 ≤ 2.

2- The probability that (𝑋, 𝑌 ) fall in the region A is

𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝑃 𝑋 + 𝑌 ≤ 1 = 𝑓 0, 0 + 𝑓 0, 1 + 𝑓 1, 0
3 6 9 18
= + + =
28 28 28 28
11
Joint density function
• When 𝑋 and 𝑌 are continuous random variables, the joint
density function 𝑓(𝑥, 𝑦) is a surface lying above the 𝑥𝑦 plane,
and 𝑃[(𝑋, 𝑌) ∈ 𝐴]

© Dr. Tarik Adnan (2024-2025) 12


Example
• A privately owned business operates both a drive-in facility and
a walk-in facility. On a randomly selected day, let 𝑋 and 𝑌,
respectively, be the proportions of the time that the drive-in and
the walk-in facilities are in use, and suppose that the joint
density function of these random variables is

1- Verify condition 2 of the definition in the previous slide


1 1 1
2- Find 𝑃[(𝑋, 𝑌) ∈ 𝐴], where 𝐴 = 𝑥, 𝑦 0 < 𝑥 < , <𝑦< }.
2 4 2
13
Solution
1- The integration of 𝑓(𝑥, 𝑦) over the whole region is

© Dr. Tarik Adnan (2024-2025) 14


Cont.
2- To calculate the probability, we use:

15
Marginal Distributions
• Given the joint probability distribution 𝑓(𝑥, 𝑦) of the discrete
random variables 𝑋 and 𝑌 , the probability distribution 𝒈(𝒙) of
𝑋 alone is obtained by summing 𝑓(𝑥, 𝑦) over the values of 𝑌.

• Similarly, the probability distribution 𝒉 𝒚 of 𝑌 alone is obtained


by summing 𝑓(𝑥, 𝑦) over the values of 𝑋.

• We define 𝑔(𝑥) and ℎ(𝑦) to be the marginal distributions of


𝑋 and 𝑌, respectively.
• When 𝑋 and 𝑌 are continuous random variables, summations
are replaced by integrals. 16
Marginal Distributions (Cont.)
• We can now make the following general definition:

The term marginal is used here because, in the discrete case, the
values of 𝑔(𝑥) and ℎ(𝑦) are just the marginal totals of the respective
columns and rows when the values of 𝑓(𝑥, 𝑦) are displayed in a
rectangular table. 17
Example
• Show that the column and row totals of Table 3.1 (Slide 10)
give the marginal distribution of 𝑋 alone and of 𝑌 alone.

Solution
• For the random variable X, we see that:

18
Cont.

19
Cont.

© Dr. Tarik Adnan (2024-2025) 20


Thank you
Feel free to ask questions

21 21

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