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    Joint Distributions

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    Joint Distributions

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    joint distributions

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    © All Rights Reserved
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    Download as pptx, pdf, or txt
    2 views14 pages

    Joint Distributions

    Uploaded by

    mariamahmedtalaat
    joint distributions

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 14

    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

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