Discrete
Joint Distributions
Dr. Mahmoud Abd
El-Raouf
Let X be discrete random variables, Then, the function
f(x,) = P(X = x )
is a probability mass function (p.m.f.)
For example:
• Joint Probability Mass Function
Let X and Y be two discrete random variables, Then, the function
h(x, y) = P(X = x , Y = y)
is a joint probability mass function (j.p.m.f.) if it satisfies the following
2 conditions:
0 h( x, y ) 1 h( x, y ) 1
x y
For example: h
• Marginal Distribution
g ( x ) h( x, y ) g ( y ) h( x, y )
x y
Expectation
Let X and Y be discrete random variables with join p.m.f. h(x,y).
is the mean of X and Y.
Let X be discrete random variables with Marginal p.m.f g(x).
is the mean of X
Let Y be discrete random variables with Marginal p.m.f g(y).
is the mean of y
Variance
Var [ X ] X2 E ( X 2 ) X2 E ( X 2 ) E ( X )
2
is the variance of X.
Var [Y ] E (Y ) E (Y ) E (Y )
2 2 2 2 2
Y Y
is the variance of Y.
Covariance
XY Cov( X , Y ) E ( XY ) X Y E ( XY ) E ( X ) E (Y )
if X and Y are independent, then
Cov( X , Y ) 0
Correlation Coefficient
Cov( X , Y ) XY
(X, Y)
X Y X Y
1 (X, Y) 1
if X and Y are independent, then
(X, Y) 0
Example
Solution
Y
X -1 0 3 g(x)
-1 2k 1k 10k 13k
0 1k 0 9k 10k
1 2k 1k 10k 13k
3 10k 9k 18k 37k
g(y) 15k 11k 47k 1
1-The constant k
2-The marginal probability functions of X
g ( x ) h( x, y )
-1 0 1 3
x
X
g(x) 13/73 10/73 13/73 37/73
3-The marginal probability functions of Y
g ( y ) h( x, y ) Y -1 0 3
y
g(y) 15/73 11/73 47/73
4-Find Covariance of X,Y
Cov( X , Y ) E ( XY ) E ( X ) E (Y )
,
Cov( X , Y ) E ( XY ) E ( X ) E (Y )
𝑬 ( 𝑿 )=∑ 𝒙 ∗𝒈( 𝒙)
-1 0 1 3
𝒙
X
f(x) 13/73 10/73 13/73 37/73
x*f(x) 0
𝑬 ( 𝒀 )=∑ 𝒚 ∗𝒈(𝒚 )
𝒚
Y -1 0 3
f(y) 15/73 11/73 47/73
y*f(y) 0
Cov( X , Y ) E ( XY ) E ( X ) E (Y )
Y
-1 0 3
X
𝑬 ( 𝑿𝒀 )=∑ ∑ 𝒙 ∗𝒚 ∗𝒉( 𝒙, 𝒚) -1
𝒙 𝒚 0 0
1
3
𝟏𝟏𝟏 𝟏𝟐𝟔 𝟏𝟑𝟐
𝑬 (𝒙)= 𝑬 (𝒚 )= 𝑬 (𝒙𝒚 )=
𝟕𝟑 𝟕𝟑 𝟕𝟑
5-Find Correlation coefficient of X,Y
Cov( X , Y ) XY
(X, Y)
X Y X Y
where
E ( X ) E ( X ) , E (Y ) E (Y )
2 2 2 2 2 2
X Y
Example
Solution
1-The constant k
2-The
, marginal probability functions of X
3-The marginal probability functions of Y
4-Are X and Y independent? Yes , X and Y are independent R.Vs
The random variables X and Y are independent if and only if: P(X = x, Y = y) = P(X = x) *P(Y = y)
5-Find
Good luck
Dr. Mahmoud Abd
El-Raouf
