Sample Math Probability Class in SUTD

Discrete joint Continuous joint Extra notes
10.022 Modelling Uncertainty

Week 9 Class 1: Joint Distributions
Term 3, 2023
1 / 41
Discrete joint Continuous joint Extra notes Joint and marginal pmf Independence Expected value
Outline
1 Discrete joint distribution

Joint and marginal pmf
Independence
Expected value
2 Continuous joint distribution

Joint pdf
Basic example
Marginal pdf
Independence; expected value
3 Extra notes
Proofs
2 / 41
Introduction
Many situations involve 2 (or more) random variables, and it is
useful to study both random variables together (or, jointly ). Doing
so will lead to important concepts such as independence of random
variables, and sum of random variables.
Example 1
As early as Weeks 1 and 3, we encountered the following example
involving 2 discrete random variables:
Data from the last 100 job applicants at a company resulted in the
following table. One of the applicants is selected at random.
bachelor master PhD row sum

hired 12 14 10 36
not hired 38 21 5 64
column sum 50 35 15 100
3 / 41
Example 1 (continued)
Define X to be a (Bernoulli) random variable that equals 1 if the

selected applicant is hired, and 0 otherwise. Define Y to be a
random variable that equals 0 if the applicant has a bachelor’s, 1 if
the applicant has a master’s, and 2 if the applicant has a PhD.
Then, after converting all the numbers in the table on Slide 3 into
probabilities, we get:
x⧹y 0 1 2 row sum

1 0.12 0.14 0.1 0.36
0 0.38 0.21 0.05 0.64
column sum 0.5 0.35 0.15 1
This is an example of a joint distribution of X and Y .
4 / 41
Joint pmf
For discrete RV’s, their joint distribution is specified using a joint
probability mass function.
Definition
Let X and Y be discrete random variables. The joint probability
mass function (joint pmf) f (x, y) is defined as

f (x, y) := P (X = x) ∩ (Y = y) .
XX
Due to the Axioms, we must have f (x, y) = 1, where
all x all y
the sum is taken over all x and y values that X and Y can take
with positive probabilities.
In Example 1, we have: f (1, 0) = 0.12, f (1, 1) = 0.14,

f (1, 2) = 0.1, f (0, 0) = 0.38, f (0, 1) = 0.21, f (0, 2) = 0.05.
Their sum is indeed 1.
5 / 41
Marginal pmf
Definition (continued)
The marginal probability mass function (marginal pmf) of X,
denoted by fX , is just the pmf of X, and can be computed using
X
fX (x) := P(X = x) = f (x, y).
all y
Similarly, the marginal pmf of Y , denoted by fY , is just the pmf
of Y , and can be computed using
X
fY (y) := P(Y = y) = f (x, y).
all x
Since (e. g.) fX is a function of x, so the sum must be over y.

In Example 1, we have: fX (1) = 0.36, fX (0) = 0.64,
fY (0) = 0.5, fY (1) = 0.35, and fY (2) = 0.15.
Marginal pmf’s are the row and column sums of the joint pmf
table; these sums are written in the margins, hence the name.
6 / 41
Activity 1 (5 minutes)
An unloaded dice is rolled twice. Let X be the maximum number
obtained from the two rolls, and Y be the minimum number from
the two rolls. (E. g. if the two rolls result in 3 and 5, then X = 5
and Y = 3.) Complete the joint pmf table below.
x⧹y 1 2 3 4 5 6 fX
1
1 36 0
1
2 18
3
4
5
6
fY 1
7 / 41
Activity 1 (solution)
For instance, we have
f (3, 3) = P(max = 3 and min = 3) = P({(3, 3)}) = 1/36;
f (3, 2) = P(max = 3 and min = 2) = P({(3, 2), (2, 3)}) = 2/36.
x⧹y 1 2 3 4 5 6 fX
1 1
1 36 0 0 0 0 0 36
1 1 3
2 18 36 0 0 0 0 36
1 1 1 5
3 18 18 36 0 0 0 36
1 1 1 1 7
4 18 18 18 36 0 0 36
1 1 1 1 1 9
5 18 18 18 18 36 0 36
1 1 1 1 1 1 11
6 18 18 18 18 18 36 36
11 9 7 5 3 1
fY 36 36 36 36 36 36 1
Note that both of the marginal pmf’s sum up to 1, which is a
useful way to check your answers. 8 / 41
Independence of random variables
Definition
Let X and Y be discrete random variables. X and Y are said to
be independent if and only if the events ‘X ∈ A’ and ‘Y ∈ B’ are
independent, for any sets A and B ⊆ R.
It can be shown that the above definition is equivalent to the

following criteria: X and Y are independent if and only if

P (X = x) ∩ (Y = y) = P(X = x) P(Y = y), for all x and y.
In terms of the joint and marginal pmf’s, this criteria can be

written as:
X and Y are independent if and only if

f (x, y) = fX (x) fY (y), for all x, y ∈ R.
9 / 41
Independence, continued
Intuitively, two random variables are independent if they do not

affect each other in any way (knowing the value of one RV does
not change the distribution of the other RV). A simple example
would be the outcomes from two dice rolls.
The independence of random variables is a much more strict

condition than the independence of events. (Recall from Week 4:
sometimes, events may be independent due to a coincidence.)
Therefore, do not confuse these two notions of independence.
In general, we cannot recover the joint pmf of X and Y if we are

only given their marginal pmf’s. But if X and Y are independent,
then the joint pmf is just the product of the marginals.
10 / 41
Expected value
Let X and Y be discrete random variables, with joint probability

mass function f (x, y). Let g be any function of two variables.
Then, g(X, Y ) is yet another random variable, and the expected
value (mean) of g(X, Y ) can be calculated using the following
result:
Theorem
XX
E g(X, Y ) = g(x, y) f (x, y).
all x all y
Think of this theorem as a generalization

P of the corresponding
result for a single RV, E(g(X)) = all x g(x) f (x).
A connection with a theorem from Week 5 can be found in the

extra notes.
11 / 41
In a suburb, a household is randomly selected. Let X be the

number of cars owned by that household, and Y be the number of
TV’s owned by the same household. The joint pmf of X and Y is
given below.
x⧹y 1 2 3 4
0 0.15 0.25 0.03 0
1 0.12 0.2 0.05 0
2 0.08 0.1 0 0.02
(a) Are X and Y independent random variables?
(b) Compute E(X + Y ).
(c) Find P(X < Y ).
12 / 41
(a) We first compute the marginal pmf’s:
x⧹y 1 2 3 4 fX
0 0.15 0.25 0.03 0 0.43
1 0.12 0.2 0.05 0 0.37
2 0.08 0.1 0 0.02 0.2
fY 0.35 0.55 0.08 0.02 1
We observe (for instance) that
f (2, 3) = 0, while fX (2) fY (3) = 0.2 × 0.08 ̸= 0.
Therefore, the criteria for independence on the bottom of Slide 9 is

not satisfied for all x and y. Hence, X and Y are not independent
random variables.
13 / 41
Activity 2 (solution, continued)

(b) E(X + Y ) means the average number of (cars + TV’s). We let
the function g(X, Y ) = X + Y , then use the theorem on Slide 11:
2 X
X 4
E(X + Y ) = (x + y) f (x, y)
x=0 y=1
= (0 + 1) × 0.15 + (0 + 2) × 0.25 + (0 + 3) × 0.03 + (0 + 4) × 0

+ (1 + 1) × 0.12 + (1 + 2) × 0.2 + (1 + 3) × 0.05 + (1 + 4) × 0
+ (2 + 1) × 0.08 + (2 + 2) × 0.1 + (2 + 3) × 0 + (2 + 4) × 0.02
= 2.54.
Alternatively, we can use the linearity of expectation to write
E(X + Y ) = E(X) + E(Y ) = 0.77 + 1.77 = 2.54,
where E(X) and E(Y ) are computed using the marginal pmf’s.
(Computing the same expectation in two ways allows you to check
your answer.)
14 / 41
(c) The event ‘X < Y ’ means ‘fewer cars than TV’s’, and consists
of all (x, y) pairs satisfying x < y. The probabilities corresponding
to these pairs are shown in red on Slide 13. Summing up the
probabilities, we get
P(X < Y ) = 0.15 + 0.25 + 0.03 + 0.2 + 0.05 + 0.02 = 0.7.
In general, when we have a pair of discrete random variables X

and Y , and a region C, then P((X, Y ) ∈ C) can be computed by
summing the joint pmf over all (x, y) pairs satisfying (x, y) ∈ C.
As we will see next, for a pair of continuous random variables, the
same rule applies, except we replace ‘summing’ by ‘integrating’,
and ‘pmf’ by ‘pdf’.
15 / 41
Discrete joint Continuous joint Extra notes Joint pdf Example Marginal pdf Independence; E
Outline

Independence
Expected value

Joint pdf
Basic example
Marginal pdf
3 Extra notes
Proofs
16 / 41
Joint pdf
Definition
Let X and Y be continuous random variables. A two-variable
function f (x, y) ≥ 0 is called the joint probability density
function (joint pdf) of X and Y , if for any region C in the plane,
ZZ

P (X, Y ) ∈ C = f (x, y) dx dy.
(x, y)∈C
Important example: if C is the rectangle [a, b] × [c, d], then

Z dZ b
P (a ≤ X ≤ b) ∩ (c ≤ Y ≤ d) = f (x, y) dx dy.
c a
If C is a more complicated region, then we would often need to

sketch the region, then set up a double integral accordingly.
17 / 41
Joint pdf, properties

Notation: P (X ∈ A) ∩ (Y ∈ B) is also denoted by
P(X ∈ A, Y ∈ B). For example, P (a ≤ X ≤ b) ∩ (c ≤ Y ≤ d)
can be written as P(a ≤ X ≤ b, c ≤ Y ≤ d).
Since the total probability needs to be 1, we must have

Z ∞Z ∞
f (x, y) dx dy = 1.
−∞ −∞
f (x, y) does not represent a probability by itself; rather, for

small δx and δy,
f (x, y) δx δy ≈ P(x ≤ X ≤ x + δx, y ≤ Y ≤ y + δy).
f (x, y) can be thought of as probability per unit area (hence

‘density’). Volumes under f (x, y) represent probabilities.
18 / 41
Joint pdf, picture
An example of a joint pdf is shown as a surface z = f (x, y). The

total volume under the surface and above the xy-plane must be 1.
The probability that the pair (X, Y ) is found in the rectangle C, is
equal to the volume of the solid with base C and bounded above
by f (x, y).
19 / 41
Basic example
Example 2
Let k be a constant, and let T be the triangle in R2 bounded by
x ≥ 0, y ≥ 0, and x + y ≤ 1. Suppose that the joint pdf of X and
Y is given by (
k, on the triangle T ,
f (x, y) =
0, otherwise.
Above: the triangle T ;

right: the joint pdf in 3D.
20 / 41
Basic example, continued

Intuitively, the joint pdf being a constant k over the triangle T
means that no part of T is favoured over any other part.
The solid 3D figure on Slide 20 must have volume 1 (as the total
probability is 1). Since the triangle T has area 1/2, the ‘height’
k = 2.
Suppose we wish to find P(0 ≤ X ≤ 1/2, 0 ≤ Y ≤ 1/3). The
(rectangular) region here is entirely within T , so the probability is
given by the volume of a rectangular prism with length 1/2, width
1/3, and height 2, i. e. the answer is 1/3.
Alternatively, we can use the formula on the bottom of Slide 17:
Z 1/3 Z 1/2
1
P(0 ≤ X ≤ 1/2, 0 ≤ Y ≤ 1/3) = 2 dx dy = .
0 0 3
As with any double integration, it is not necessary to visualize the
surface f , but we should sketch the region of integration.
21 / 41
Consider the joint pdf in Example 2.
(a) Find P(X ≤ 1/2).
(b) Find P(X + Y ≤ 1/2).
Hint: sketch T and the region for each part.
22 / 41
(a) The intersection between the region ‘x ≤ 1/2’ and the triangle
T is shaded in green above. This region is a trapezium with area
3/8, so the probability, as the volume of the corresponding prism,
is given by 3/8 × 2 = 3/4.
Alternatively, using double integration (and the picture above),
Z x=1/2 Z y=1−x
P(X ≤ 1/2) = 2 dy dx
x=0 y=0
Z 1/2 1/2
3
= 2 − 2x dx = 2x − x2 = .
0 0 4
23 / 41
(b) The intersection between the region ‘x + y ≤ 1/2’ and the

triangle T is shaded in green above. This region is a triangle with
area 1/8, so the probability, as the volume of the corresponding
prism, is given by 1/8 × 2 = 1/4.
Alternatively, using double integration (and the picture above),
Z y=1/2 Z x=1/2−y
P(X + Y ≤ 1/2) = 2 dx dy
y=0 x=0
Z 1/2 1/2
1
= 1 − 2y dy = y − y 2 = .
0 0 4
24 / 41
Marginal pdf
Definitions
Let X and Y be continuous random variables. The marginal
probability density function (marginal pdf) of X, denoted by
fX , is just the pdf of X, and can be computed using
Z ∞
fX (x) = f (x, y) dy.
−∞
Similarly, the marginal pdf of Y , denoted by fY , is just the pdf of

Y , and can be computed using
Z ∞
fY (y) = f (x, y) dx.
−∞
The only difference from the discrete case is that summation is

replaced by integration.
25 / 41
Basic example, continued

We compute the marginal pdf of X for Example 2.
When 0 ≤ x ≤ 1, we have
Z ∞ Z 0 Z 1−x Z ∞
fX (x) = f (x, y) dy = 0 dy + 2 dy + 0 dy
−∞ −∞ 0 1−x
Z y=1−x
=0+ 2 dy + 0 = 2(1 − x).
y=0
Recall that we need to carefully specify the domain of any pdf (or
cdf), so the full answer is
(
2(1 − x), if 0 ≤ x ≤ 1,
fX (x) =
0, otherwise.
Sanity checks: fX (x) is a function of x only (soR it should not

∞
contain y); fX (x) must be a valid pdf, that is, −∞ fX (x) dx = 1.
26 / 41
Independence of RV’s; expected value

Let X and Y be continuous random variables. The notion of
independence is the same as before: X and Y are said to be
independent if and only if

P (X ∈ A) ∩ (Y ∈ B) = P(X ∈ A) P(Y ∈ B), for all A, B ⊆ R.
Equivalently, it can be shown that
X and Y are independent if and only if
f (x, y) = fX (x) fY (y), for all x, y ∈ R.
In words: X and Y are independent if and only if their joint pdf is

the product of the marginal pdf’s, for all real x and y.
Expected values can be computed using
Z ∞Z ∞

E g(X, Y ) = g(x, y) f (x, y) dx dy.
−∞ −∞
Again, the only difference from before is that summation is
replaced by integration. 27 / 41
Activity 4 (optional/take home, 10 minutes)

Consider two water pipes in a drainage system, whose discharge (in
m3 /s) during rainfall is given by the continuous random variables
X and Y respectively. Suppose that their joint pdf is
(
k, if 5 ≤ x ≤ 10 and 4 ≤ y ≤ 9,
f (x, y) =
0, otherwise.
(a) Find the constant k.
(b) Compute the marginal pdf’s of X and Y , and hence show that
X and Y are independent.
(c) What is the probability that the discharge of the first pipe
(with discharge X) is higher than that of the second pipe?
(Hint: a sketch would be helpful for each part.)

28 / 41
Z ∞ Z ∞ Z 9 Z 10
(a) 1= f (x, y) dx dy = k dx dy = 52 k,
−∞ −∞ 4 5
therefore k = 1/25.
Z ∞ Z 9
1 1
(b) fX (x) = f (x, y) dy = dy = if 5 ≤ x ≤ 10,
−∞ 4 25 5
and 0 otherwise.
Z ∞ Z 10
1 1
fY (y) = f (x, y) dx = dx = if 4 ≤ y ≤ 9,
−∞ 5 25 5
and 0 otherwise.
On the square (5 ≤ x ≤ 10) ∩ (4 ≤ y ≤ 9), f (x, y) = fX (x) fY (y)
= 1/25, while outside the square, f (x, y) = fX (x) fY (y) = 0.
Therefore, f (x, y) = fX (x) fY (y) for all real x and y, hence X
and Y are independent (uniform) random variables.
29 / 41

(c) Two regions of interest, X ≤ Y and X > Y , are shaded below.
30 / 41

Using the picture on Slide 30, we may deduce geometrically that
P(X ≤ Y ) = 42 /2 · k = 8/25, therefore
P(X > Y ) = 1 − P(X ≤ Y ) = 17/25.
(Indeed, parts (a) and (b) can also be done using the picture and
geometry, without integration.)
Alternatively, using integration (and referring to the picture to help
us determine the limits of integration), we have
P(X > Y ) = 1 − P(X ≤ Y )
Z 9Z y
1
=1− dx dy
5 5 25
Z 9
1
=1− y − 5 dy
25 5
9
1 y2

17
=1− − 5y = .
25 2 5 25
31 / 41
Harder example
Example 3
Let X and Y denote the lifetime (in years) of an iPhone and an
Android phone respectively. Suppose that X ∼ exponential(a),
Y ∼ exponential(b), and that X and Y are independent. Find the
probability that the iPhone fails before the Android phone.
Solution: Due to independence, the joint pdf is given by

f (x, y) = fX (x) fY (y) = a e−ax b e−by if x ≥ 0 and y ≥ 0,
and 0 otherwise. (Recall the exponential pdf from Week 6.)
We are interested in P(X < Y ), which, by the definition on Slide
17, can be computed using the double integral of f over the region
‘x < y’ in the plane:
ZZ
P(X < Y ) = f (x, y) dx dy.
x<y
32 / 41
Example 3, picture
Above: part of the region of

integration; right: the joint pdf
as a surface over the region.
Note that the region of integration (x < y) and the surface

(a e−ax b e−by ) are separate objects; it is not necessary to visualize
the surface, but it is important to sketch the region to help you set
up the integration limits.
33 / 41
Example 3, continued
The integral on Slide 32 simplifies as
ZZ
P(X < Y ) = a e−ax b e−by dy dx
0<x<y<∞
Z x=∞ Z y=∞
= a e−ax b e−by dy dx
x=0 y=x
Z x=∞ h iy=∞
= a e−ax − e−by dx
y=x
Zx=0
∞
= a e−ax e−bx dx
Z0 ∞
= a e−(a+b)x dx
0 ∞
a −(a+b)x
= − e
a+b 0
a
= .
a+b
34 / 41
In Example 3, suppose that a = b = 1. Find the probability that

the Android phone lasts at least 1 year longer than the iPhone,
that is, find P(Y ≥ X + 1).
Hint: first, sketch the region of integration.
35 / 41
For P(Y ≥ X + 1), the required region of integration is
‘y ≥ x + 1’. Shaded below is part of this infinite region (intersect
with the 1st quadrant, where the joint pdf is non-zero).
36 / 41

Following the steps in the example, we get:
ZZ
P(X + 1 ≤ Y ) = e−x e−y dy dx
1<x+1≤y<∞
Z ∞Z ∞
−x −y
= e e dy dx
0 x+1
Z ∞ h i∞
= e−x − e−y dx
x+1
Z0 ∞
= e−x e−(x+1) dx
0
Z ∞
e−(2x+1) dx
=
0
∞
1 −(2x+1)
= − e
2 0
1
= ≈ 0.184.
2e
(It is also possible to do the dx integral first, then the dy integral; note
that the integration limits would change.) 37 / 41
Discrete joint Continuous joint Extra notes Proofs
Outline

Independence
Expected value

Joint pdf
Basic example
Marginal pdf
3 Extra notes
Proofs
38 / 41
Joint distribution
The ‘full’ notation for f (x, y) is fX,Y (x, y), but the subscripts
are often dropped when the context is clear.
For any random variables X and Y , the joint cumulative
distribution function F (x, y) is defined as

F (x, y) := P (X ≤ x) ∩ (Y ≤ y) .
The joint cdf is very useful, as it can be used to compute all
kinds of probabilities regarding X and Y . For instance, we have
P(X ≤ x) = FX (x) = lim F (x, y),
y→∞
P(Y ≤ y) = FY (y) = lim F (x, y),

x→∞

P (X > x) ∩ (Y > y) = 1 − FX (x) − FY (y) + F (x, y).
Joint distributions are useful for summing random variables (next
class), and for important applications such as the multivariate
normal distribution (extensively used in e. g. machine learning).
39 / 41
Independence
We prove that the two characterizations of independence on Slide 9 are
equivalent. Such a proof must proceed in both directions:
In one direction: If ‘X ∈ A’ and ‘Y ∈ B’ are independent for any sets A

and B, then they must be independent for the particular choices of
A = {x} and B = {y}, for any x and y. It then follows that
P (X = x) ∩ (Y = y) = P(X = x) P(Y = y).

In the other direction: If P (X = x) ∩ (Y = y) = P(X = x) P(Y = y)
for any x and y, then by Axiom 3, we have
XX
P (X ∈ A) ∩ (Y ∈ B) = P (X = x) ∩ (Y = y)
x∈A y∈B
XX
= P(X = x) P(Y = y)
x∈A y∈B
X X
= P(X = x) P(Y = y)
x∈A y∈B
= P(X ∈ A) P(Y ∈ B),

establishing the independence of ‘X ∈ A’ and ‘Y ∈ B’ for any A and B. 40 / 41
Expectation of a sum
Let X and Y be any (not necessarily independent) discrete RV’s,
and let g(X, Y ) = X + Y . Then the theorem on Slide 11 gives
XX
E(X + Y ) = (x + y) f (x, y)
all x all y
X X X X
= x f (x, y) + y f (x, y)
all x all y all y all x
X X
= x fX (x) + y fY (y)
all x all y
= E(X) + E(Y ).
This process can be iterated to prove that
E(X1 + X2 + · · · + Xn ) = E(X1 ) + E(X2 ) + · · · + E(Xn ).
Moreover, the proof for continuous random variables is similar.

Therefore, we have shown Theorem 2 from Week 5 Class 2.
41 / 41

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Discrete joint Continuous joint Extra notes

10.022 Modelling Uncertainty

1 Discrete joint distribution

2 Continuous joint distribution

bachelor master PhD row sum

Define X to be a (Bernoulli) random variable that equals 1 if the

x⧹y 0 1 2 row sum

This is an example of a joint distribution of X and Y .

In Example 1, we have: f (1, 0) = 0.12, f (1, 1) = 0.14,

Since (e. g.) fX is a function of x, so the sum must be over y.

Independence of random variables

It can be shown that the above definition is equivalent to the

In terms of the joint and marginal pmf’s, this criteria can be

X and Y are independent if and only if

Intuitively, two random variables are independent if they do not

The independence of random variables is a much more strict

In general, we cannot recover the joint pmf of X and Y if we are

Let X and Y be discrete random variables, with joint probability

Think of this theorem as a generalization

A connection with a theorem from Week 5 can be found in the

Activity 2 (10 minutes)

In a suburb, a household is randomly selected. Let X be the

(a) Are X and Y independent random variables?

(b) Compute E(X + Y ).

(c) Find P(X < Y ).

(a) We first compute the marginal pmf’s:

We observe (for instance) that

f (2, 3) = 0, while fX (2) fY (3) = 0.2 × 0.08 ̸= 0.

Therefore, the criteria for independence on the bottom of Slide 9 is

Activity 2 (solution, continued)

= (0 + 1) × 0.15 + (0 + 2) × 0.25 + (0 + 3) × 0.03 + (0 + 4) × 0

Alternatively, we can use the linearity of expectation to write

E(X + Y ) = E(X) + E(Y ) = 0.77 + 1.77 = 2.54,

Activity 2 (solution, continued)

P(X < Y ) = 0.15 + 0.25 + 0.03 + 0.2 + 0.05 + 0.02 = 0.7.

In general, when we have a pair of discrete random variables X

1 Discrete joint distribution

2 Continuous joint distribution

Important example: if C is the rectangle [a, b] × [c, d], then

If C is a more complicated region, then we would often need to

Joint pdf, properties

Since the total probability needs to be 1, we must have

f (x, y) does not represent a probability by itself; rather, for

f (x, y) δx δy ≈ P(x ≤ X ≤ x + δx, y ≤ Y ≤ y + δy).

f (x, y) can be thought of as probability per unit area (hence

Joint pdf, picture

An example of a joint pdf is shown as a surface z = f (x, y). The

Above: the triangle T ;

Basic example, continued

Consider the joint pdf in Example 2.

(a) Find P(X ≤ 1/2).

(b) Find P(X + Y ≤ 1/2).

Hint: sketch T and the region for each part.

Activity 3 (solution, continued)

(b) The intersection between the region ‘x + y ≤ 1/2’ and the

Similarly, the marginal pdf of Y , denoted by fY , is just the pdf of

The only difference from the discrete case is that summation is

Basic example, continued

Sanity checks: fX (x) is a function of x only (soR it should not

Independence of RV’s; expected value

In words: X and Y are independent if and only if their joint pdf is

Activity 4 (optional/take home, 10 minutes)