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)