Probability Theory

Continuous Probability Distribution

We have seen that a random variable which can assume all possible values within a given
interval is called a continuous random variable.
Or
A variable that can assume any possible value between two points is called a continuous random
variable.
With a given interval of values, there is an infinite number of values. Between any two values,
say, 70.5 kg and 71.5kg. or even between 70.99 kg and 70.01 kg there are infinite number of
weights, one of which is 71 kg. Therefore the probability that an item chosen at random will
weight exactly 71 kg is extremely remote and thus we assign a probability of zero to the event.
However if we talk about the probability that the item weights at least 70 kg but not more than
72 kg. We dealing with an interval rather than a point value of our random variable.
So in Simple A r.v X is defined to be continuous if it can take assume every possible value in an
interval [a,b]
Examples:
The height of a person, the temperature at a place, the amount of a rain fall, time to failure for an
electric system etc.
Probability Density Function
The probability function of the continuous random variable is called probability density function(
p.d.f) or simply the density function. It is denoted by f(x), where f(x) is the probability that a r.v
X takes the values between “a” and “b”
+∞

𝑃[𝑎 ≤ 𝑥 ≤ 𝑏] = ∫ 𝑓(𝑥) 𝑑𝑥
−∞

Properties of Probability Density Function

I. It is non-negative 𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥
+∞
II. Total area = ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1
𝑑
III. 𝑃(𝑐 ≤ 𝑥 ≤ 𝑑) = ∫𝑐 𝑓(𝑥) 𝑑𝑥
𝑘
IV. 𝑃(𝑋 = 𝑘) = ∫𝑘 𝑓(𝑥) 𝑑𝑥 = 0 𝑤ℎ𝑒𝑟𝑒 𝑘 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 ,We see that the probability that a
continuous r.v assumes a particular point value is zero weather or not particular value is
within the range of the variable
V. 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = 𝑃(𝑎 < 𝑋 < 𝑏). This means that weather we include an end point of the
interval or not when the random variable is continuous
 What is P (X = k)?

Let's now revisit this question that we can interpret probabilities as integrals. It is now
clear that for a continuous random variable X, we will always have Pr(X = x) = 0, since
the area under a single point of a curve is always zero. In other words, if X is a
continuous random variable, the probability that X is equal to a particular value will
always be zero. We again note this important difference between continuous and discrete
random variables.

Example#1
Let X be a random variable having the function
𝑐𝑥 0≤𝑥≤2
f(x) = {
0 𝑜𝑡ℎ𝑒𝑟𝑖𝑠𝑒

Find
(i) the value of the constant c so that function f(x) may be density function
(ii) 𝑷(𝟏/𝟐) ≤ 𝑿 ≤ 𝟑/𝟐)
(iii) 𝑷(𝑿 > 𝟏)
Solution
(i)
+∞
The function f(x) will be density function if 𝑓(𝑥) ≥ 0 and ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1

So
2 𝑥2 2 𝑐
∫0 𝑐𝑥 𝑑𝑥 = 𝑐 |
2 0
= 2 (4 − 0) = 1
1
c=2

Since c> 0, 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑖𝑠 𝑠𝑎𝑡𝑖𝑠𝑓𝑖𝑒𝑑 . 𝑡ℎ𝑢𝑠 𝑡ℎ𝑒 𝑑𝑒𝑛𝑖𝑠𝑡𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋 𝑖𝑠
f(x) = 𝑥⁄2, 0 ≤ 𝑥 ≤ 2

(ii)
1 3/2 1 𝑥2 3/2 1 9 1 1
𝑃(1/2 ≤ 𝑥 ≤ 3/2) = 2 ∫1/2 𝑥 𝑑𝑥 = 2 . 𝑑𝑥 | = 4 (4 − 4) = 2
2 1/2
(iii)
1 2 1 𝑥2 2 1 3
𝑃(𝑋 > 1) = 2 ∫1 𝑥 𝑑𝑥 = 2 . | = 4 (4 − 1) = 4
2 1
Example#2
A continuous random variable X that can assume values between x=0 and x=2 has a density
function given by f(x)=x/2.Show that the area under the curve is equal to 1.
Solution
Do it Yourself.
Example#3
A continuous random variable X has a density Function f(x)= c(4-x) for x=1 to x=3, zero
otherwise find c.
Solution
Do it Yourself.

Example 4#
𝑥+1
A continuous random variable X has a density function 𝑓(𝑥) = for x=2 to x=4.
8

Find
(i) 𝑃(𝑋 < 3.5)
(ii) 𝑃(2.4 ≤ 𝑋 ≤ 3.5)
(iii) 𝑃(𝑋 = 1.5)
Solution
Do it Yourself.
Example#5
A continuous Random Variable has the function

𝑘𝑥 0≤𝑥≤2
𝑓(𝑥) {𝑘(4 − 𝑥) 2 ≤ 𝑥 ≤ 4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the value of the constant k and also find out P(0.5 ≤ 𝑋 ≤ 2.5).

Solution
Do it Yourself.
Distribution Function For Continuous Random Variable
The Cumulative Distribution Function In the continuous Case
𝑥
F(x) = 𝑃(𝑋 ≤ 𝑥) = 𝑃(−∞ ≤ 𝑋 ≤ 𝑥) = ∫−∞ 𝑓(𝑡) 𝑑𝑡

𝑥
𝑑 𝐹(𝑥) 𝑑
= ∫ 𝑓(𝑡) 𝑑𝑡 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥
−∞

The distribution function can be used to find

𝑃[𝑎 ≤ 𝑥 ≤ 𝑏] = 𝑃(𝑋 ≤ 𝑏) − 𝑃(𝑋 ≤ 𝑎) = 𝐹(𝑏) − 𝐹(𝑎)

Example#1
Obtain the distribution function for the density function
𝑥
F(x) = 2 0≤x≤2

Solution
F(x) = 𝑃(𝑋 ≤ 𝑥) = 𝑐
𝑥
For any x such that −∞ < 𝑥 < 0, 𝐹(𝑥) = ∫−∞ 0 𝑑𝑥 = 0
0 𝑥𝑥 𝑥2
If 0 < 𝑥 ≤ 2 we have , 𝐹(𝑥) = ∫−∞ 0 𝑑𝑥 + ∫0 2 𝑑𝑥 = 4
0 2𝑥 ∞
And finally for x>2 we have F(x)= ∫−∞ 0 𝑑𝑥 + ∫0 2 𝑑𝑥 + ∫2 0 𝑑𝑥 = 1

Hence
0 𝑓𝑜𝑟 𝑥 < 0
𝑥2
F(x) ={ 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 2
1 𝑓𝑜𝑟 𝑥 > 2

Type equation here.

Example#2
Find the value of k so that the function the function f(x) defined as follows,may be a
density function

𝑓(𝑥) = 𝑘𝑥
0
0≤𝑥≤2
𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

find (i) the value of constant (ii) P(X>1) (iii) Compute the distribution function F(x)
Solution
Do it Yourself

Example#3
A Continuous r.v X Has The d.f F(x) as Follows
0 𝑓𝑜𝑟 𝑥 < 0
2𝑥 2
F(x) = 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1
5
3 2 𝑥2
− + (3𝑥 − ) 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2
{ 5 5 2

And 1 𝑓𝑜𝑟 𝑥 > 2

Find the p.d And P(│𝑥│ < 1.5)

By the definition
𝑑
f(x) =𝑑𝑥 𝐹(𝑥)
4𝑥
f(x)= 𝐹𝑜𝑟 0 ≤ 𝑥 ≤ 1
5
2
= 5 (3 − 𝑥) 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2

= else where

Now P(│𝑥│ < 1.5)=(−1.5 < 𝑋 < 1.5)

−1.5 0 1 1.5
4𝑥 2
= ∫ 0 𝑑𝑥 + ∫ 0 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ (3 − 𝑥) 𝑑𝑥
5 5
−∞ −1.5 0 1

= 0.75
Example#4
A r.v X is of Continuous type with p.d.f
f(x)= 2x , 0 𝑥 1
1
(iv) Find (i) 𝑃(𝑋 = 2)
1
(v) 𝑃 (𝑋 ≤ 2)
1
(vi) 𝑃(𝑋 > 4)
1 1
(vii) 𝑃 (4 ≤ 𝑋 < 2)

Solution

Example#5
If X is a continuous random variable with density function
𝑥
0≤𝑥≤4
𝑓(𝑥) = 8
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find (i) the distribution function F(x)
(ii) find P(2≤X≤3) using the distribution function.

Solution
(i)
Do it Yourself

(ii)
The distribution function can be used to find

𝑃[𝑎 ≤ 𝑥 ≤ 𝑏] = 𝑃(𝑋 ≤ 𝑏) − 𝑃(𝑋 ≤ 𝑎) = 𝐹(𝑏) − 𝐹(𝑎)

P[2≤X≤3]= 𝑃(𝑋 ≤ 3) − 𝑃(𝑋 ≤ 2) = 𝐹(3) − 𝐹(2)

= 5/16 Ans
Example#6
A continuous r.v has the density function function
f(x)=1/a -a/2xa/2
Find the cumulative distribution function of X.
Solution
Do it Yourself

Example#7
Consider the density function

f(x){𝑘√𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(i) Evaluate k
(ii) Find F(x) and use it to evaluate P(0.3 X  0.6)
Solution
Do it Yourself

Example#8
Consider the density function
𝑥2
−1≤𝑥 ≤2
𝑓(𝑥) = 3
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Verify that f(x) is a density function
(b) Find P(0 < x ≤1)
Solution

Do it Yourself
Example#9
A continuous r.v has the density function function

𝐾(3 − 𝑥 2 ) − 1 ≤ 𝑥 ≤ 1
𝑓(𝑥) =
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Determine k
1
(b) Use the value of F(x) to find P(𝑋 ≤ 2)

Solution
Do it yourself

Example#10
A r.v has the density function function

5(1 − 𝑦)4 0 ≤ 𝑦 ≤ 1
𝑓(𝑥) =
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Verify that above is valid density function.
(b) Use the value of F(x) to find P(𝑋 ≤ 0.1)
Solution
Do it Yourself
Mathematical Expectation
An important Concept in Probability and statistics is that of the mathematical expectation,
expected value or expectation of a random variable. The expected value of a random variable
tells where the center mass of the probability function is located, it gives a quick picture of the
long run “average” result when the experiment is performed over and over again.
We already discussed the mathematical expectation for discreate random variable.
So for a continuous random variable X with density function f(x), the expectation of X is
defined as
+∞
E(X) = ∫−∞ 𝑥𝑓(𝑥) 𝑑𝑥

The expectation of X is usually called the mean of X and is denoted by .Whenever several
random variables such As X,Y……… are being studied together, the symbol  should be
subscripted to indicate the particular variable involved, that is E(X) = 𝜇𝑥 and E(Y) = 𝜇𝑦 .When
only one variable is being studied,the subscripts are often omitted.
If X is a continuous random variable with density function f(x), the expectation of the function
g(X) is given by
+∞
E(g(x)) = ∫−∞ 𝑔(𝑥)𝑓(𝑥) 𝑑𝑥

Example#1
The random variable X Has the density function given by
2𝑥
f(x) = 3 1≤ 𝑥 ≤ 2

Find E(X) and E(𝑋 2 )

Example#2
If a Continuous Random variable has pdf
3
f(x) =4 (3 − 𝑥)(𝑥 − 5) 3≤ 𝑥 ≤ 5

Calculate A.M=?, Var =?, S.D =? of x.

Solution
Do it Yourself
Example#3
Let X be a random variable defined by density function
3𝑥 2 0≤𝑦≤1
𝑓(𝑥) =
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find
(i) E(X)
(ii) E(3X-2)
(iii) E(𝑋 2 )
Solution
Do it Yourself
Expectation of joint probability function
Question#1
Let X and Y be two discrete random variables with following joint probability function
y\x 1 2 3 h(y)
1 0.03 0.04 0.03 0.1
2 0.15 0.20 0.15 0.5
3 0.12 0.16 0.12 0.4
g(x) 0.3 0.4 0.3 1
Find
(i)
E(X), E(Y),E(X+Y), and E(XY)
(ii)
Show that E(X+Y) = E(X) + E(Y)
(iii)
Is E(XY)=E(X)E(Y)? if so,what does that mean
Solution
Do it Yourself
Question#2
4xy 0 ≤ x ≤ 1,0 ≤ y ≤ 1
f(x,y) = {
0 otherwise
Show that
(i) E(X+Y) = E(X) + E(Y)
(ii) E(XY)= E(X)E(Y)
Solution
Do it Yourself
Joint Probability Distribution of Two Random Variables
Let X and Y be two Discrete random variables where X can assume any one of the m values
𝑥1 , 𝑥2 ,…… 𝑥𝑚 and Y can assume any one of the n values 𝑦1, 𝑦2,…….. 𝑦𝑛 .The probability of the
event that X= 𝑥𝑖 and Y = 𝑦𝑖 , given by P(X=𝑥𝑖 , X=𝑦𝑖 ) = f(𝑥𝑖 , 𝑦𝑖 ) is called the joint probability
function of X and y
The joint Probability Function f(𝑥𝑖 , 𝑦𝑖 ) can be put in the form of a table listing all possible
values of x and y together with the probabilities as shown in the following tabl.
x\y 𝒚𝟏 𝒚𝟐 … 𝒚𝒏 Total
P(X=𝒙𝒊 )=g(𝒙𝒊 )

𝒙𝟏 f(𝑥1 , 𝑦1 ) f(𝑥1 , 𝑦2 ) … f(𝑥1 , 𝑦𝑛 ) g(𝑥1 )

𝒙𝟐 f(𝑥2 , 𝑦1 ) f(𝑥2 , 𝑦2 ) … f(𝑥2 , 𝑦𝑛 ) g(𝑥2 )

: : : : :

𝒙𝒎 f(𝑥𝑚 , 𝑦1 ) f(𝑥𝑚 , 𝑦2 ) … f(𝑥𝑚 , 𝑦𝑛 ) g(𝑥𝑚 )

Total h(𝒚𝟏 ) h(𝒙𝟐 ) … h(𝒙𝒏 ) 1

P(Y=𝒚𝒋 )=h(𝒚𝒋 )

This function is characterized by the properties

(i) f(𝑥𝑖 , 𝑦𝑗 ) ≥ 0 for i=1,2,………..m ; j=1,2,……….n
(ii) 𝑗 𝑖 f(𝑥𝑖 , 𝑦𝑗 ) = 1
If X and Y are continuous random variable the joint density function of X and Y, f(𝑥𝑖 , 𝑦𝑖 ) has
the properties of
(i) f(𝑥𝑖 , 𝑦𝑖 ) ≥ 0, −∞ < 𝑥 < ∞, −∞ < 𝑦 < ∞
∞
(ii) ∬−∞ f(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦 = 1

The joint Distribution Function of X and Y is defined by

F(x, y) = P(X≤ 𝑥, 𝑌 ≤ 𝑦) =∑𝑢≤𝑥 ∑𝑣≤𝑦 𝑓(𝑢, 𝑣)

If X and Y are continuous random variables, then joint density function F(x, y) is defined as
𝑥 𝑦
F(x, y) =P(X≤ 𝑥, 𝑌 ≤ 𝑦) =∫−∞ ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦
Question#1
Two marbles are selected at random from a box containing 3 black ball,2 red and 3 green
marbles. If X is the number of black marbles and Y is the number of red marbles selected, then
find the joint probability function f(x, y) and also find P(X+Y≤1)
Solution

Thus 8 marbles out of which 2 marbles are selected in (82) = 28ways

The possible values of X are 0 1 2 and those of Y are also 0 1 2

So possible pairs of values are (0,0),(0,1),(0.2),(1,0),(1,1),(2,0),(1,2),(2,1),(2,2)
The first component is the value of X and second Component is the value of Y
We want to find f(x,y) for each value (x,y)

f(0,0) =P(X=0,Y=0)= (30)(20)(32)/(82) = 3/28

represents the probability that no black ,no red ,two green marbles are selected

f(0,1)= (30)(21)(31)/(82) = 6/28

f(0,2)= (30)(22)(30)/(82) = 1/28

f(1,0)= (31)(20)(31)/(82) = 9/28

f(1,1) =(31)(21)(30) = 6/28

f(2,0)= (32)(20)(30) = 3/28

(x,y) (0,0) (0,1) (0,2) (1,0) (1,1) (2,0)

f(x,y) 3/28 6/28 1/28 9/28 6/28 3/28

The remaining Probabilities f(1,2),f(2,1)f(2,2)=0

Thus all the probabilities are presented in the following table

x\y 0 1 2 P(X=x)=g(x)
0 3/28 6/28 1/28 10/28
1 9/28 6/28 0 15/28
2 3/28 0 0 3/28
P(Y=y)=h(y) 15/28 12/28 1/28 1
The above joint probabilities can also represented by the formula

f(x,y) = (𝑥3) (𝑦2) (2−𝑥−𝑦

3
) /(82), 𝑥 = 0,1,2 𝑎𝑛𝑑 𝑦 = 0,1,2

To Compute P(X+Y≤1) we see that x+y≤1 for the cells (0,0),(0,1),(1,0)

P(X+Y≤1)=f(0,0)+f(0,1)+f(1,0)
= 3/28 + 6/28 + 9/28 = 18/28
Question#2
Suppose that random variable X and Y have the Joint Density Function
𝑐(2𝑥 + 𝑦) 2  𝑥  6 ; 0  𝑦  5
f(x,y)={
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find (i) the constant c
Solution
∞ ∞
∫ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 1
−∞ −∞

or
6 5
∫ ∫ 𝑐(2𝑥 + 𝑦)𝑑𝑥𝑑𝑦 = 1
2 0
6
𝑦2 5
𝑐 ∫ (2𝑥𝑦 + )│ 𝑑𝑥 = 1
2 2 0
6
25
𝑐 ∫ (10𝑥 + )𝑑𝑥 = 1
2 2

10𝑥 2 25𝑥 6
𝑐( + │
2 2 2
210c=1
c=1/210
So the Joint density function of X and Y is
(2𝑥 + 𝑦)/210 2 < 𝑥 < 6,0 < 𝑦 < 5
{
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Marginal Distributions
From the joint probability distribution of the random variables X and Y, we can find the
probability distribution of X alone or that of Y alone. Such Probability distributions are called
marginal probability distributions.
If X and Y are discrete random variables and f(𝑥𝑖 , 𝑦𝑖 ) is their joint probability function, the
marginal probability functions of X and Y are defined respectively by
g(𝑥𝑖 ) = ∑𝑗 f(𝑥𝑖 , 𝑦𝑗 ) and h(𝑦𝑗 )=∑𝑖 f(𝑥𝑖 , 𝑦𝑗 )

Note that

𝑖 𝑔(𝑥𝑖 ) = 1 and ∑𝑖 ℎ(𝑦𝑗 ) = 1 which is written as 𝑗 𝑖 f(𝑥𝑖 , 𝑦𝑗 ) = 1

∑𝑚 𝑛

This is simply the statement that the total probability of all the entries is 1
If X and Y are Continuous random variable f(x, y) is their joint density function, the marginal
density function of X and Y are defined respectively by
∞ ∞
g(x) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑦 and h(y)=∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥

Taking the data of Question#1

Question#1
Find its Marginal probability function of X and Y ( g(x) and h(y))
Solution
Taking the data of Question#1
The marginal probability functions of X and Y denoted respectively by g(x) and h(y) are given in
the following tables
g(𝑥𝑖 ) = ∑𝑗 f(𝑥𝑖 , 𝑦𝑗 )

g(0)=f(0,0)+f(0,1)+f(0,2)
=3/28 + 6/28 + 1/28
=10/28

g(1)=f(1,0) +f(1,1) +f(1,2)

= 9/28+ 6/28+0

= 15/28
g(2)=f(2,0)+f(2,1)+f(2,2)

= 3/28+0+0

= 3/28
x 0 1 2
g(x) 10/28 15/28 3/28

Same as it is for h(y)

h(𝑦𝑗 )=∑𝑖 f(𝑥𝑖 , 𝑦𝑗 )

y 0 1 2
h(y) 15/28 12/28 1/28

Question#2
Find the marginal Density function of X and Y
Solution
Taking the data of Question#2
∞
g(x) = ∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑦
5
g(x) = ∫0 (2𝑥 + 𝑦)/210 𝑑𝑦

= 4x+5/84
So the marginal Density Function of X is
(4𝑥 + 5/84 2 𝑥  6
{
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

∞
h(y)=∫−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥
6
h(y)=∫2 2𝑥 + 𝑦/210 𝑑𝑥

=16+2y/105
So the marginal Density Function of Y is
(16 + 2𝑦/105 0 𝑦  5
{
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Conditional Distribution
We have already defined the conditional probability of event A given event B has occurred as
𝑃(𝐴∩𝐵)
P(A/B) = 𝑃(𝐵)

Provided P(B) ≠ 0. If X and Y are discrete random variables and A and B are the events X=x
and Y=y, then above equation become
𝑃(𝑋=𝑥,𝑌=𝑦) 𝑓(𝑥,𝑦)
P(X=x / Y=y) = = ℎ(𝑦)
𝑃(𝑦=𝑦)

Where f(x,y) is the joint probability function of X and Y And h(y) is the marginal probability of
Y .Thus the conditional probability function of X given Y is Defined as
𝑓(𝑥,𝑦)
f(x/y) = ,h(y) ≠ 0
ℎ(𝑦)

similarly the conditional probability function of Y given X is

𝑓(𝑥,𝑦)
f(y/x)= 𝑔(𝑥) , 𝑔(𝑥) ≠ 0

Question#1
Find the conditional probability function of f(x/1)
Solution
Taking the data of Question#1
The conditional distribution of X given Y=y is given by
f(x|y)=f(x,y) / h(y) where as h(y)>0
𝑃(𝑋=𝑥,𝑌=1 𝑓(𝑥,1)
f(x/1)= P(X=x|Y=1)= = ℎ(1) 𝑤ℎ𝑒𝑟𝑒𝑎𝑠 𝑥 = 0,1,2
𝑃(𝑦=1)

For X =0,1,2, we get from the above tables

𝑓(0,1) 6/28
f(0|1)= ℎ(1) = 12/28 = 1/2

𝑓(1,1) 6/28
f(1|1)= = 12/28 = 1/2
ℎ(1)

𝑓(2,1) 0
f(2|1)= = 12/28 = 0
ℎ(1)

Hence the conditional Probability function of X given Y =1 is given by

X 0 1 2
f (x|1) ½ 1/2 0
P(X=0|Y=1)=f(0|1)=1/2

Question#2
The conditional Density Function of X and Y is given
Solution
Taking the data of Question#2 of joint density function and marginal distribution
(i)
𝑓(𝑥,𝑦)
f(x/y) = ,h(y) > 0
ℎ(𝑦)

(2𝑥+𝑦)/210 2𝑥+𝑦
=(2𝑦+16)/105 = 2(2𝑦+16) 𝑤ℎ𝑒𝑟𝑒 𝑎𝑠 2 < 𝑥 < 6

(ii)
𝑓(𝑥,𝑦)
f(y/x)= 𝑔(𝑥) , 𝑔(𝑥) > 0

(2𝑥+𝑦)/210 2(2𝑥+𝑦)
= = 𝑤ℎ𝑒𝑟𝑒 𝑎𝑠 0 < 𝑦 < 5
(4𝑥+5)/84 5(4𝑥+5)
Independence of two random variable
Previously We noted that two events A and B are independent if P(A∩B)
=P(A)P(B) Using the same responsing, we can say that two random variables X and Y are
independent if the event that X assumes a specific value 𝑥𝑖 is independent of the event that Y
assumes a specific value 𝑦𝑗 no matter what specific values are selected .

By Definition of independent events, we have P(X=𝑥𝑖 , Y=𝑦𝑗 )=P(X=𝑥𝑖 )P(Y=𝑦𝑗 )

More precisely the variables X and Y of the joint probability function f(x,y) are statistically
independent random variables if and only if the joint joint probability function can be expressed
as the product of the marginal probability functions that is if and only if f(x,y)=f(x)h(y)
Question#1
Variable X and Y are independent ?
Solution
Taking the data of Question#1
The variables X and Y independents if f(x,y)=g(x)h(y)
Let us consider the pair of (0,1)
f(0,1)=g(0)h(1)
From Part (i) of Question#1
f(0,1)=6/28
From Part (iii) of Question#1
g(0)=10/28
h(1)=12/28
g(0)h(1)=10/28+12/28
=15/28
So
f(0,1) ≠g(0)h(1) So X and Y are not independent
Few Questions Related to Continuous
Question#1
Given the following joint p.d.f
1
f(x,y) = 8 (6 − x − y), 0 ≤ x ≤ 2,2 ≤ y ≤ 4

(a) Verify that f(x,y) is a density function

3 5
(b) Calculate (i) P (X≤ 2 , Y ≤ 2)
(c) Find the marginal p.d.f g(x) and h(y)
(d) Find conditional p.d.f f(x|y) and f(y|x)
Question#2
Given the following pdf
f(x,y) = 10xy 2 , 0 < x < y < 1
Find marginal densities g(x), h(y) and the conditional density f(y|x)
Question#3
Given that joint density function
2
f(x, y) = f(x,y) = {x(1 + 3y ) 0 ≤ x ≤ 2,0 ≤ y ≤ 1
0 otherwise
Find g(x), h(y), f(x|y)