Xand X 02 randomvariables probability distribution thatdefines their simultaneous behaviour

joint probability distribution

Joint probabilitymass functiondisiretest
X and Y D2 discreterandom variables

P Xx Yy a Bivariate distribution

ICI 1 fx ixyl 20
2 EEyfxylx.gl
3 Fx ixy P Xx Y y assumed to be 0 if notdefined specified

Ex X of bars of service Y response time for 1 userand site

Y X
1 2 3
Y 0.15 GI 0.05 2 0.3 x Yuko.is
3
2 0.02 0.03 0.2 i X 41 o.o
oo o.o
Eat I
Joint probabilitydensity function continuous

X and Y D 2 random continuous variables l fxylx.gl so forall x and y

2
If fxx x y dxdy I

3 for anyregion of R of 2D space

P X Y ER SIRfxylx.gldxdy

Excompile
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common starting time
time forauthorization
0
joint PDF for X and Y D fx ix y 6 10 expl o ooi x o oozy for xcy
5 region withnonzero probability

I
 If fx ix g dydx
000 0002
6.10b e dy É dy
If dy 61
6.10 8.0025

o
6 1061 cooozy É d ey dy
f
6.106 é
o o go to

Fema 8 51.5 51
00310
E
É I
What is the probability that XEooo and 4 2000
00
Y Plx ooo Yazoo 110 8.10650 dydy
G915

x
shadedregion probabilitythat xenon andYazoo

Marginal Probability Distributions

The individual probability distribution D Marginal probability distribution

of a random variable
Ex x of bars of service Y response time for 1 userand site
y Marginal Probability
É 3 Distribution of Y
y of GI 005 0.3
0.02 0.1 0 0.17
sis's on
0.28
b
11 51 s
3 PG 3 Pex 3 ya
0.2 0.25 o.gs
Éx 3,42
Ely i o28 2 0.25 30.17 4 0.3 2.49 pex 3 4 3
fix 3 4 4
 Marginal Probability Density Function
If the Joint PDF of random variables X and Y is fxyk.gl
the Marginal PDF of X and Y are fxsxt
ffxylx.gld fylyl
ffxyfx.gldy
I xf G 5 dydx
Place b fab fix dx
If ix yldy dx Vix

If ix yldy d
Joint PDF
n
computer server X CY
common starting time
time to authorization

what is the probability that Y exceeds 2000ms

your
iosgo.comoooaydyd
zoo
PLY2000

2010
I1 ooo
11fog.ioooo dydx

o on s 0.0025 0.05

Alternative approach Dcalculate y 2000 from the marginalprobability distribution of Y

for y o

fylyt ffxyix.gldx
o.org d
fyly 16 if go.ooix
Conditional Probability Distributions

PCBAl PLANB Ex Ply x 3 PIX 3 4 1 fx 3.1

pin t I Px 3 fx131 815
o usu
Ply 2 x 3 fxy 3,2 0.364
fx131 g3
 Conditional PDFs Continuous wars x y

fax lyl fx x y fix so

fix
connection time X
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computer X CY
serier common starting time
time to authorization

0002
conditional PDF for Ygiven X x JointPDF f 6800
ix yl 0.10

fxixtffxylx.gldy x o

6.106800 e0002 dy a fix1 0.0038003 for x o

exponential
on o oozy
fyiylyl fxylx.gl 6.10 é
fix 0.003 Eo003
0 002
0.002 e002 for ox
xcy
PLY 2000 7 1500 fylisoolyldy
sooo

o.oozeo.uaisool o.oozydy

0.368

Independence
fxylx.gl fat fyly D independent random vars

for all and y

x o if one pair fails then it'snot independence
1 fxycx.gl f ix fyly for all x y

ly fyly for
2 Fyi all x and
y fat o
x can
rectangularrestrict y
not
3 Fxx fxtxt for
independent
all x and y fyly o snot

4 P xeA YEB PHEA PCYEBI rectangular independent

is possible

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Ex fxylx.gl Z 106expl oooix o oozy for x o
y o

show that x and

y are independent Phx 1000 YC1000
0 0002
fax 12.15 dx g ou É for x o

o o's 02
fylyi fz.io dy 0.0oz for y o

0002
f ix fyly 2.186900
they are independent

PIX 10001 PLYL1000

02
dx 0.318
Joo oo 108.002 dy

ex X and Y denote length of 2 dimensions independent

assume that dist of x is normal in to5mm o ooozsmm

assume that dist of x is normal M 3.2mm 020.0036mm

What is prob that 10.4Cxc 10.6 and 3.1524 3.25

PC10.42 210.6 Pf3.15 423.25 Z x

Idefendent a
p
P 222 P 3.15 3.2 L Z C 3.25 3.2
Ggg's 3,5 F036 Food
PC 22222 Pl o 8332220.833

Zaz PCZL 2 PLZco 833 PCZC o 8331

0.9545 593902

0.566
Covariance and Correlation

covariance how two more random variable

or
vary together
expected value of a function of two random variables
Eh ylfxyk.si discrete
EChly Shixyifxycx.es dxdy continuous
function of
x and y

covariance between two variables Covey yl or

oxy E xx u My
covariant is a measure of linear relationship

D
positive negative zero
covariant covariance covariance
invariance

Ex X of bars of service f response time for 1 userand site

8os 1 111 Pgbagity

y os of 0.3
3 0.02 0.1 00 0.17

E1 1 2.35 Ely 2.49 what is coulx y

Efx u my fix a ly ily fx xis

x i yet fi 2.351112.49 0.01

x 2,9 1 2 2.35311 2.49 0.02

x 3 yet I add all possibilities up 0.5815

P signal bars
download response
Correlation between x and
y sexy
Ox
9519,4pA OxOg
if rovex.gl is t correlation is t
correlation is
85 correlation is o

ex t of bars of service Y response time for 1 userand site

9 Marginal Probability Oxy 0.5815 calculate
2 Distribution of Y
Ypg 96215

I
on GI go
0.1 0.05 fi
2 8 0.03 o.es
0.01 002 0.25 0.28

what is the correlation fxy o 5815 0.62

2751Fogg

independent Oxy o
variables fxy o

Common Joint Distributions

Multinomial Probability Distribution

random experiment n trials Dex 20 bits

trials are independent
oor
results classifiedin K classes
class cassa mass
tÉ t
t
probabilityof a trial generating 0.6 0.3 0.08 0.02
a result in class I a k is Pi Pi Pe x x x Xu

random variables x xz xx

x of trials thatresult in class1 2 K

 Multinomial distribution with joint probability mass function
Pfx x Xz x2 xk xk n P R PE x that tic n
x x x Pi Pat Pe l

ex in a digital channel 20 bits are received

excellent go'd Iilil po

Pl
what is prob that ly are e
3 are 6
let fol 2 F
0.6 0.3 o.o o.o are
1 is P
P EEEEEE EEE EEE EE GGGFFP D G6.0.33 0.08.0.02 2.708 189

how many sequences possible 20 2325600

17 312 p

PAYE 3G ZF IP 2325600 2.708 109

0.0063

what about 12 E GG ZF OP P 20 000 O 3 0.082 0.020 0.0358

12 6 2 01

mean and variance

2 multinomial dist F xi np Vexi npi i pi

Xx

Bivariate Normal Distribution

2 random variables reach has normal dist

fxylx.ly ox Oy m
my l
P 21A mks my
Zito o zip 47 Iggy
sexed 0 deux co Cl
Lf
csc
yea g gauges
Bivariate normal probabilitydensity function is positive for all reals
 If x and y have bivariate normal dist with joint probability density
function tx ix y ox Oy Mx My f the marginal probability dist of
x and
y are normal with means ax and ily and std ax and og
respectively

Linear functions of random variables

X slength 1 2 1 2 2 perimeter
Xz width
Y is a fun of X and Xz

given random vans Xi Xz xp and constants o Ci Cp

Y Co C X C Xz t CpXp a linear fans
Ely lot C E x Cz E x2 t CpE xp
Y C Vex Cz'dx2 t CPUxp Cic lov x xj
ZEE
X xz Xp are independent a lovexi Xj o

Ex A semiconductor product has 3 layers U in thickness of layer 1 2,3 are

25,40 and 30hm thickness is independent

find var and std of thickness of final product

X
X X thatXs independent iou 0

Y x LUCK CEV Xa CINCY C Cz 3 1

Vix 25 40 30 95nm
OH Fx 895 9.75mm

Mean and Variance of an Average

X xitxzt tXp with E xi n for it 1,2 p

p
ELI u

if x xz xp are independent with Vfx 02

vest
of
Reproductive Property of the Normal Distribution
Xi Xz Xp are ind normal rand vars with Ex wi and Uxi fi
for i 1,2 P
Y Cot C X ext Cpxp
Ely CotC M Cadet pulp
Y Cio 2 Ca'd t CpOp
Ex Xi length s Norma's EG Zim OCx.ko.im t Xi are ind
Xz width normal Eca sim ocxaj o.z.mn

determine prob that perimeter exceeds 14.51m

Y 2X 2 2 Co O Ci Z Cz 2
Mi 2 Me 5
01 0.1 02 0.2
PLY 14.5 1 I pl
314.5 n

standardize