Scribd Logo
Upload

Welcome to Scribd!

  • Part 28

    Uploaded by

    Sinahi Mani
    16 views4 pages
    1) This document discusses joint and marginal probability distributions of random variables X and Y. It provides the formulas for the joint PDF f(x,y), marginal PDFs f(x) and f(y), and the probabilities of various events involving X and Y. 2) When X and Y are independent normal random variables with mean 0 and variance σ1 and σ2 respectively, the joint PDF factors into the product of the marginal PDFs. 3) The probability that XY is positive is given by the sum of the probabilities that both X and Y are in their first and third quadrants, or both are in their second and fourth quadrants.

    Original Description:

    This is a notes of mathematics that you help to improve your math skills

    Original Title

    part28

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    1) This document discusses joint and marginal probability distributions of random variables X and Y. It provides the formulas for the joint PDF f(x,y), marginal PDFs f(x) and f(y), and the probabilities of various events involving X and Y. 2) When X and Y are independent normal random variables with mean 0 and variance σ1 and σ2 respectively, the joint PDF factors into the product of the marginal PDFs. 3) The probability that XY is positive is given by the sum of the probabilities that both X and Y are in their first and third quadrants, or both are in their second and fourth quadrants.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    16 views4 pages

    Part 28

    Uploaded by

    Sinahi Mani
    1) This document discusses joint and marginal probability distributions of random variables X and Y. It provides the formulas for the joint PDF f(x,y), marginal PDFs f(x) and f(y), and the probabilities of various events involving X and Y. 2) When X and Y are independent normal random variables with mean 0 and variance σ1 and σ2 respectively, the joint PDF factors into the product of the marginal PDFs. 3) The probability that XY is positive is given by the sum of the probabilities that both X and Y are in their first and third quadrants, or both are in their second and fourth quadrants.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    .

    --
    --

    4.9 a) For x > 0, y > 0


    [:1: [Y 2/ 2
    FXY(x, y) = Jo Jo axe-a:1:2bye-by/2dxdy
    = (1 - e-ax2/2)(1- e-by2/2)

    b) P[X>y] = l°O1xaxe-ax2/2bye-by2/2dydX
    [00 2 2
    = Jo axe-a:1:
    /2(1 - e-b:1:
    /2)dx
    a
    = 1--
    a+b

    c) Fx(x) = lim Fx(x,y) = 1- e-a:1:2/2 x> 0


    y-+oo

    * fx(x) = 1;Fx(x) = axe-ax2/2 x > 0

    Similarly
    fy (y) = bye-by2/2

    fx(x) = 1 00 xe-xe-xYdy = xe-:1: -e-XY


    -1 ( ) 00 = e-:1:
    4.13 0 x 0
    f (y ) --
    y 1 00
    xe-:1:(l+Y) dx -- e-x(l+y)((1 + y)x - 1) 00 1

    0 (1 + y)2 0
    - 1
    (1+y)2

    4.17 a) P[X = i,Y ~ y] = P[Y ~ ylX = i]P[X = i]

    If X = 1:

    1 1 [y-l a
    P[Y ~ ylX = l]P[X = 1] = P[N + 1 ~ y]"2= "2J-oo 2e-a/zldz
    { !ea(y-l) y < 1
    = 1(2 - e-a(y-l)) y > 1

    X = -1 is obtained in similar fashion:

    P[Y ~ ylX = l]P[X = -1] = { !ea(y+l)


    1(2 - e-a(y+l)) yy ~
    < -1
    -1
    ~
    b) Fy(y) = pry ~ ylX =]P[X = 1]+ pry ~ ylX = -1]P[X = -1]
    = P[N + 1 ~ y]21 + P[N - 1 ~ y]21

    fy(y) = d
    dYFy(y) Id
    = 2dYFN(Y
    - Id
    1) + 2dYFN(Y
    + 1)

    = 1
    2fN(y 1
    - 1) + 2fN(y + 1)

    - "'"'...,.".
    ~_. ///II\~~~-

    I ;..y

    ///'/""""
    I :~---//'~"'
    I I ~

    -1 0 1 Y

    c) P[X = 11Y > 0] = pry > OIX = I]P[X = 1] = 1 - ~e-a


    pry > 0] 2P[Y > 0]
    P[X = -IIY> 0] = pry > OIX = -1]P[X = -1] = !(1 + !e-a)
    pry > 0] 2P[Y > 0]
    P[X = 11Y> 0] - P[X = -11Y > 0] = 2
    1(1 - e-a) > 0
    2P[Y > 0]
    ~ X = 1 is more likely

    4.24 a) P[X2 < !, IY - 11< !] = P[X2 < !]P[IY - 11 < !]


    = P[X < 1 ]P[Y > 1] = 1 1
    ~ 2 2~

    b) P[Xj2 < I,Y > 0] = P[X < 2]P[Y > 0] = 1.


    c)
    y

    1~

    0~X 1
    f(x, y) = f(x)f(y) = 1

    P[XY < -]1 = -III+ f f2% 1 . dydx


    2 2 J!-
    2
    Jo
    1 ~l 1
    = -+
    2
    -dx
    ! 2x
    2
    1 1 1
    = '2 + '21nIXllt
    = 0.85

    d) P[min(X, Y) > ~] == P[X > ~]P[Y > ~] = (~)2 ~

    4.25 a) If p = 0 in Problem15,we have


    1 - [ (~ ) + (~ )2 2

    ] /2
    fXY(x,y) = 2 e
    7r0"10"2
    1
    = e-~ 2"1
    1
    e
    -.(M:~
    2"2

    V2ir0"1 V2ir 0"2


    = fx(x)fy(y) for all x,y
    => X, Y indep.RV's

    :f_;,c.::
    b) If p = 0 then

    - + + +

    - - +-

    P[XY > 0] = P[X and Y have same sign]


    = JJ
    ++ fxy(x,y)dxdy+JJ -- fXy(x,y)dxdy
    quadrant quadrant
    .
    ,~~ = 1 00 fx(x)dx 100 fy(y)dy + 10 fx(x)dx 10 fy(y)dy
    ~ 0 0 -00 -00

    i:
    ;but
    1
    00 1
    e-(x-mlr/20"~dx
    =
    1 00
    ~dt
    -tC/2
    =Q ( ) -~
    0 V2;0"1 -~ V2; 0"1

    1 and similarly for other integrals, thus

    \ P[XY > 0] = Q (-~) Q (-~) + (1 - Q (-~)) (1- Q (-~))

    .;

    ,,-~,;, ,

    You might also like