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Lecture 4

This document defines joint probability distributions and conditional probability distributions for discrete and continuous random variables. It provides definitions for joint probability mass functions and joint density functions. It also defines marginal distributions and conditional distributions. Several problems are then presented to demonstrate calculating probabilities from joint, marginal, and conditional distributions.

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ERICKSON CAUYAO
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43 views2 pages

Lecture 4

This document defines joint probability distributions and conditional probability distributions for discrete and continuous random variables. It provides definitions for joint probability mass functions and joint density functions. It also defines marginal distributions and conditional distributions. Several problems are then presented to demonstrate calculating probabilities from joint, marginal, and conditional distributions.

Uploaded by

ERICKSON CAUYAO
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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Mindanao State University

Fatima, General Santos City

ES 85 – Lecture Notes

Joint Probability Distributions

Definition 2.8

The function f(x,y) is a joint probability distribution or probability mass function of the discrete random
variables X and Y if

1. f(x, y)  0 for all (x, y).


2.  f  x, y   1
x y

3. P(X = x, Y = y) = f  x, y 

For any region A in the xy plane, P  X , Y  A   f  x, y 


A

Definition 2.9

The function f(x, y) is a joint density function of the continuous random variables X and Y if

1. f  x, y   0 for all (x, y).


 

2.   f  x, y  dxdy
 
 1.

3. P  X , Y   A   f  x, y  dxdy.
A

For any region A in the xy plane.

Definition 2.10

The marginal distribution of X alone and Y alone are given by

g  x    f  x, y  and h y    f  x, y 
y x

for the discrete case and by


 
g x   f  x, y  dy and h y    f  x, y dx
 

1
for the continuous case.

Definition 3.11

Let X and Y be two random variables, discrete or continuous. The Conditional distribution of the random
variable Y, given that X = x, is given by

f  x, y 
f  y x  , g(x)>0.
g x

Similarly, the conditional distribution of the random variable X, given that Y = y, is given by

f  x, y 
f  x y  , h()>0.
h y 

Problem Sets

1. From a sack containing 3 oranges, 2 apples and 3 bananas a random sample of 4 pieces of
fruit is selected. If X is the number of oranges and Y is the number of apples in the sample,
find
a. the join probability distribution of X and Y,
b. P[(X,Y)A], where A is the region given by {(x, y)x + y  2}
2. Let X and Y denote the lengths of life, in years, of two components in an electronic system. If
the joint density function of these variables is given by

e   x  y  x  0, y  0
f  x, y   
 0, elsewhere

find P(0 < X < 1  Y = 2).


3. The joint probability density function of the random variables X, Y and Z is given by

 4 xyz 2
 0  x  1, 0  x  1, 0  z  3
f  x, y , z    9 ,
elsewhere

 0,

Find

a) the joint marginal density function of Y and Z;


b) the marginal density of Y;
c) P(1/4 < X < 1/2, Y > 1/3, 1 < Z <2);
d) P(0< X < 1/2 Y = 1/4, Z = 2)

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