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CH 05

The document discusses two discrete random variables, focusing on joint and marginal probability distributions, as well as conditional probability distributions. It defines key concepts such as marginal probability mass functions, independence, and multinomial probability distribution. Additionally, the document covers continuous random variables and their respective probability distributions, including covariance and correlation.

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thezaroxd
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8 views82 pages

CH 05

The document discusses two discrete random variables, focusing on joint and marginal probability distributions, as well as conditional probability distributions. It defines key concepts such as marginal probability mass functions, independence, and multinomial probability distribution. Additionally, the document covers continuous random variables and their respective probability distributions, including covariance and correlation.

Uploaded by

thezaroxd
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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5-1 Two Discrete Random Variables

Example 5-1
5-1 Two Discrete Random Variables

Figure 5-1 Joint probability distribution of X and Y in


Example 5-1.
5-1 Two Discrete Random Variables

5-1.1 Joint Probability Distributions


5-1 Two Discrete Random Variables

5-1.2 Marginal Probability Distributions

• The individual probability distribution of a random


variable is referred to as its marginal probability
distribution.
• In general, the marginal probability distribution of X
can be determined from the joint probability
distribution of X and other random variables. For
example, to determine P(X = x), we sum P(X = x, Y =
y) over all points in the range of (X, Y ) for which X =
x. Subscripts on the probability mass functions
distinguish between the random variables.
5-1 Two Discrete Random Variables

Example 5-2
5-1 Two Discrete Random Variables

Figure 5-2 Marginal probability distributions of X and Y


from Figure 5-1.
5-1 Two Discrete Random Variables

Definition: Marginal Probability Mass Functions


5-1 Two Discrete Random Variables

5-1.3 Conditional Probability Distributions


5-1 Two Discrete Random Variables

5-1.3 Conditional Probability Distributions


5-1 Two Discrete Random Variables

Definition: Conditional Mean and Variance


Example 5-4

Figure 5-3 Conditional probability distributions of Y given


X, fY|x(y) in Example 5-6.
5-1 Two Discrete Random Variables
5-1.4 Independence
Example 5-6
Example 5-8

Figure 5-4 (a)Joint and marginal probability distributions


of X and Y in Example 5-8. (b) Conditional probability
distribution of Y given X = x in Example 5-8.
5-1 Two Discrete Random Variables

5-1.4 Independence
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Definition: Joint Probability Mass Function
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Definition: Marginal Probability Mass Function
5-1 Two Discrete Random Variables
Example 5-8

Figure 5-5 Joint


probability distribution
of X1, X2, and X3.
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Mean and Variance from Joint Probability
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Distribution of a Subset of Random Variables
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Conditional Probability Distributions
5-1 Two Discrete Random Variables
5-1.6 Multinomial Probability Distribution
5-1 Two Discrete Random Variables

5-1.6 Multinomial Probability Distribution


5-2 Two Continuous Random Variables

5-2.1 Joint Probability Distribution


Definition
5-2 Two Continuous Random Variables

Figure 5-6 Joint probability density function for random


variables X and Y.
5-2 Two Continuous Random Variables

Example 5-12
5-2 Two Continuous Random Variables
Example 5-12
5-2 Two Continuous Random Variables

Figure 5-8 The joint probability density function of X and Y is


nonzero over the shaded region.
5-2 Two Continuous Random Variables
Example 5-12
5-2 Two Continuous Random Variables

Figure 5-9 Region of integration for the probability that X <


1000 and Y < 2000 is darkly shaded.
5-2 Two Continuous Random Variables

5-2.2 Marginal Probability Distributions


Definition
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables

Figure 5-10 Region of


integration for the
probability that Y < 2000
is darkly shaded and it is
partitioned into two
regions with x < 2000
and and x > 2000.
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables

5-2.3 Conditional Probability Distributions


Definition
5-2 Two Continuous Random Variables

5-2.3 Conditional Probability Distributions


5-2 Two Continuous Random Variables
Example 5-14
5-2 Two Continuous Random Variables
Example 5-14

Figure 5-11 The


conditional probability
density function for Y,
given that x = 1500, is
nonzero over the solid line.
5-2 Two Continuous Random Variables

Definition: Conditional Mean and Variance


5-2 Two Continuous Random Variables

5-2.4 Independence
Definition
5-2 Two Continuous Random Variables

Example 5-16
5-2 Two Continuous Random Variables

Example 5-18
5-2 Two Continuous Random Variables

Example 5-20
5-2 Two Continuous Random Variables

Definition: Marginal Probability Density Function


5-2 Two Continuous Random Variables

Mean and Variance from Joint Distribution


5-2 Two Continuous Random Variables

Distribution of a Subset of Random Variables


5-2 Two Continuous Random Variables

Conditional Probability Distribution


Definition
5-2 Two Continuous Random Variables

Example 5-23
5-2 Two Continuous Random Variables

Example 5-23
5-3 Covariance and Correlation

Definition: Expected Value of a Function of Two


Random Variables
5-3 Covariance and Correlation
Example 5-24
5-3 Covariance and Correlation
Example 5-24

Figure 5-12 Joint


distribution of X and
Y for Example 5-24.
5-3 Covariance and Correlation

Definition
5-3 Covariance and Correlation

Figure 5-13 Joint


probability
distributions and the
sign of covariance
between X and Y.
5-3 Covariance and Correlation

Definition
5-3 Covariance and Correlation

Example 5-26

Figure 5-14 Joint distribution


for Example 5-26.
5-3 Covariance and Correlation
Example 5-26 (continued)
5-3 Covariance and Correlation

Example 5-28

Figure 5-16 Random variables


with zero covariance from
Example 5-28.
5-3 Covariance and Correlation

Example 5-28 (continued)


5-3 Covariance and Correlation
Example 5-28 (continued)
5-3 Covariance and Correlation
Example 5-28 (continued)
5-4 Bivariate Normal Distribution
Definition
5-4 Bivariate Normal Distribution
Figure 5-17. Examples of bivariate normal
distributions.
5-4 Bivariate Normal Distribution
Example 5-30

Figure 5-18
5-4 Bivariate Normal Distribution

Marginal Distributions of Bivariate Normal Random


Variables
5-4 Bivariate Normal Distribution

Figure 5-19 Marginal


probability density
functions of a
bivariate normal
distributions.
5-4 Bivariate Normal Distribution
5-4 Bivariate Normal Distribution

Example 5-31
5-5 Linear Combinations of Random
Variables
Definition

Mean of a Linear Combination


5-5 Linear Combinations of Random
Variables
Variance of a Linear Combination
5-5 Linear Combinations of Random
Variables
Example 5-33
5-5 Linear Combinations of Random
Variables
Mean and Variance of an Average
5-5 Linear Combinations of Random
Variables
Reproductive Property of the Normal Distribution
5-5 Linear Combinations of Random
Variables
Example 5-34
5-6 General Functions of Random
Variables

A Discrete Random Variable


5-6 General Functions of Random
Variables

Example 5-36
5-6 General Functions of Random
Variables

A Continuous Random Variable


5-6 General Functions of Random
Variables

Example 5-37

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