2.9 Joint Distributions In the preceding sections, we have discussed one-dimensional random variables as real value functions defined over a sample space of an experiment. The distributions of one-dimensional random variables are known as univariate distributions. In this section, we shall be concerned ‘vith bivariate distributions. If X and Y are random variables defined over a sample space of an experiment, then (X, ¥) is a two-dimensional random variable or a bivariate random variable. A system of two random variables X and ¥ can be geometrically interpreted as a random point (X, Y) on the xy-plane (Fig. 2.2). (y) Fig. 2.2 Joint distribution If the number of possible values (X, Y) is finite, then (X, Y) is called a two-dimensional discrete random variable. If Ry denotes the range space of X, and Ry is the range space of ¥, then the Cartesian product of Ry and Ry is the range space of (X, Y). If (X, Y) takes all the values on a region R, of the xy-plane, then (X, Y) is called a two-dimensional continuous random variable. If X and ¥ are discrete random variables, then P(X = x, Y = y) is the probability of intersection ‘of the events X = x and Y = y. Similarly, we can define the probability of a continuous random: variable. It is preferable to express the probability by the means of a function with the values flx, y) = P(X =x, Y = y) for any pair of values (X, Y) within the range of the random variables and Y. 9.1 Joint probability function 2.10 Woint probability function) If X and ¥ are discrete random variables, then function f(x;, y)) = P(X = ai, ¥ = yi) = Pi is called the joint probability function for the random variables X and Y if and only if f(xi, yj) satisfies the following conditions. © (0 foxy y) “Py > 0, for all i,j(i) LLAj=! The joint probability functions of the discrete random variables are also known as the joint Prob. ability mass functions of X and Y 2.9.2 Joint probability distribution of discrete random variables Definition 2.11 (Joint probability function) If X and Y are discrete random variables, then the set of triples {x:, yj, pij}, i= 1, 2, 3... J = 1, 2,...,m is called the joint probability distribution of X and Y. The joint probability distribution can be represented in the form of a table as shown below, Pro . Py) [pi p22 pe T Xn 2.9.3 Marginal probability function of a discrete random variable Definition 2.12 (Marginal probability function) If PU et 7 =, Y =y)) = Py is the joint probability distribution of two discrete random vari Eoecpomtaer eens ecu variables X and Y, the marginal probability function PIX = xi) = pi =Laj= pi. 7 Pit pat... tpigt.. ‘The marginal probability function of X is also denoted by : marginal distribution of X. y f(x). The set {xi, p/}, is called the Similarly, the marginal probability function of ¥ is given by PU =yi) = Ps = Pi = Put Pat + Pry ‘The marginal probability function of ¥ is also denoted by f(9). The set {»). pj} is called the marginal distribution of ¥.2.9.4 Joint distributive function of discrete random variables Definition 2.13 If X and ¥ are discrete random variables, the function given by F(xy) = PX Sx, Y ] We have P(X =x) = f(x) = fy) f(x) where f(x,y) is the joint probability distribution of X and Y. Hence, we get (X =x, f(0,0) ‘The conditional probability distribution of ¥ for X = x is f(y/x) £(0,1) fo=1/x=0)= Fem oy (Since f(x =0)= 3)1S Since f(x=2)= 4+, 5,6 _ 15 Zh \ Fi RT BT ae2.12 Joint Probability Function of Continuous Random Variables Definition 2.14 If X and ¥ are two continuous random variables, then the function f(x,y) given by by 3 Play Sx2 Compute the cumulative dis