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  • 20tics With Applications 7th Ed - Pagesextracted

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    SONGS EVERGREEN BUDAKOTI
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    15 views1 page

    20tics With Applications 7th Ed - Pagesextracted

    Uploaded by

    SONGS EVERGREEN BUDAKOTI

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
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    of 1
    Section 3.5 Multivariate Distributions 95 In Exercise 3.48 the reader will be asked to prove properties of joint distribution functions that are analogous to those of Theorem 3.2. EXAMPLE 3.14 With reference to Example 3.12, find F(1, 1). ‘Solution FU, W = P(X S1,¥ $1) = 0,0) + f0,)+ £4,094 f0,) 2a As in the univariate case, the joint distribution function of two random variables is defined for all real numbers. For instance, for Example 3.12 we also get F(-2,1) = P(X S$ -2,¥ £1) = Oand FG.7,45) = P(X $3.7,¥ $45) =1. Let us now extend the various concepts introduced in this section to the continuous case. DEFINITION 3.8. A bivariate function with values f(x, y), defined over the xy- plane, is called a joint probability density function of the continuous random variables X and ¥ if and only if rane al= ff fonardy for any region A in the xy-plane. Analogous to Theorem 3.5, it follows from the postulates of probability that TuroreM 3.8. A bivariate function can serve as a joint probability density function of a pair of continuous random variables X and ¥ ifits values, f(x. y), ' satisfy the conditions 1. f(y) 20 for-co

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