Bivariate

- Erni D. Sumaryatie -
Probability Functions

In general, if X and Y are two random variables, the

probability distribution that defines their simultaneous
behavior is called a joint probability distribution.

For example: X : the length of one dimension of an

injection-molded part, and Y : the length of another
dimension. We might be interested in
P(2.95  X  3.05 and 7.60  Y  7.80).
 Probability Functions

Discrete Continue
1. Joint probability mass function 1. Joint probability density function
pXY ( x, y)  P( X  x, Y  y) f XY ( x, y)  P( X  x, Y  y)

1. p( x, y )  0 for all ( x, y ) 1. f ( x, y )  0 for all ( x, y )

2.  p( x, y )  1
 

x y
2.   f ( x, y) dx dy  1
  
3. For any region A in the xy plane,
3. For any region A in the xy plane,
P( X , Y )  A   p( x, y )
A P( X , Y )  A    f ( x, y ) dx dy
A
 Probability Functions

Discrete Continue
2. Marginal distribution 2. Marginal distribution
 the individual probability  the individual probability
distribution of a random variable distribution of a random variable

g ( x)   p( x, y)
y
g ( x)   f ( x, y) dy

h( y)   p( x, y) 
x h( y )   f ( x, y) dx

Example (Discrete)

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 :
a. The joint probability function p(x,y)
b. P[(X,Y)  A], where A is the region {( x, y) x  y  1}
c. The marginal distribution of X and Y alone
Example (Continue)
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 variables is

2
 (2 x  3 y ) ; 0  x  1, 0  y  1
f ( x, y )   5

0 ; elsewhere

a. Verify f(x,y)
b. Find P[(X,Y) A], where A  {( x, y) 0  x  1 / 2, 1 / 4  y  1 / 2}
c. The marginal distribution of X and Y alone
d. Cov(X,Y)
Independence

 In some random experiments, knowledge of the values

of X does not change any of the probabilities associated
with the values for Y.
 If two random variables are independent, then

p ( x, y )  g ( x ) h ( y ) ; for discrete case

f ( x, y )  g ( x ) h ( y ) ; for continue case
 Expectation

Discrete Continue
 
E g ( X , Y )   g ( x, y ) p ( x, y ) E g ( X , Y ) 
x y
  g ( x, y) f ( x, y) dx dy
 

 
E ( X )   x p( x, y )   x g ( x) E( X )    x f ( x, y) dy dx
x y x   

E (Y )   y p( x, y )   y h( y )


x y y
  x g ( x) dx

 
E (Y )    y f ( x, y) dx dy
  

  y h( y) dy

 Covariance

Discrete Continue

 XY  E[( X   X ) (Y  Y )]  XY  E[( X   X ) (Y  Y )]
 
  ( x   X ) ( y  Y ) p ( x, y )
x y
   (x  
  
X ) ( y  Y ) f ( x, y ) dx dy

 E ( XY )  E ( X ) E (Y )  E ( XY )  E ( X ) E (Y )
 Correlation

Let X and Y be random variables with covariance σXY and

standard deviation σX and σY , respectively. The correlation
coefficient of X and Y is
Cov( X , Y )  XY
 XY  
Var ( X ) Var (Y )  X  Y

 1   XY  1
Exercise

1. If the joint probability distribution of X and Y is given by

x y
p ( x, y )  ; x  0,1,2,3; y  0,1,2
30

Find :
a. P(X < 2, Y = 1)
b. P(X > 2, Y < 1)
c. P(X > Y)
d. P(X + Y = 4)
e. Cov(X,Y)
Exercise

2. A fast-food restaurant operates both a drive-through 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-through
and walk-in facilities are in use, and suppose that the joint density
function of these random variables is
2 / 3( x  2 y ) ; 0  x  1, 0  y  1
f ( x, y )  
0 ; elsewhere

Find :
a. The marginal density of X
b. The marginal density of Y
c. The covariance of X and Y
d. The correlation of X and Y