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116 views22 pages3-Joint Probability Distribution-03-02-2024
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arin.singla.09Copyright
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Statistce and Random Processes
57. If the edf of a continuous RV X is given by Fl) Fess 0,and Fe) =
> 0, find P(LalS 1/k), Prove that the density function of X is
& a
z¢
58. If the distribution function of a continuous RV X is given by Fa) =
when x <0; =x, when 0 S.x< 1 and = 1, when 1 $x, find the paf of X.
Also find P(I/3 < X < 1/2) and P(1/2 < X <2) using the cdf of X.
59. A point is chosen on a tine of length a at random. What is the probability
thatthe ratio of the shorter to the longer segment is less than 1/4”?
60. Ifthe RV kis uniformly distributed over (1, 7) what is the probability that
the roots of the equation x? + 2kx + (2k + 3) = 0 are real?
61. If0) is the unconditional density of time to failure T of a system and h(t)
is the conditional density of T, given T > t, find h(®) when (i) flO = de
fl) =F te, > 0. Prove also that h(0) is not a density function.
62. If the continuous RV X follows N(1000, 20), find
( POX < 1024), (ii) P(X < 1024 / X> 961) and
Git) PBL < JX $32).
22 <<, given that k> 0.
‘Two-Dimensional Random Variables
So far we have considered only the one-dimensional RV, i., we have considered.
such random experiments, the outcome of which had only one characteristic and.
hence was assigned a single real value. In many situations, we will be interested
in recording 2 or more characteristics (numerically) of the outcome of a random
experiment. For example, both voltage and current might be of interest in a
certain experiment.
Definitions: Let S be the sample space associated with a random experiment E.
Let X= X(s) and ¥ = ¥(s) be two functions each assigning a real number to each
‘outcomes s iS, Then (X, ¥) is called a two-dimensional random variable.
If the possible values of (X, ¥) are finite or countably infinite, (X, ¥) is called
a two-dimensional discrete RV. When (X, ¥) is a two-dimensional discrete RV
the possible values of (X, ¥) may be represented as (x; y)Jsi= 1,2, Kym, Ki j=
1,2, sooty «
If(X, ¥) can assume all values in a specified region R in the xy-plane, (X, ¥) is
called a two-dimensional continuous RV.
Probability Function of (X, Y)
If (X, ¥) isa two-dimensional discrete RV such that P(x = x), y= ,) = pj then
1p; is called the probability mass function or simply the probability function of
(X 1) provided the following conditions are satisfied,
( py2 0. for all i andj i) DY py=h
di Random Variabl
The set of triples {x,y py}, i= 1,2,
probability distribution of (X, ¥)-
= 1,2, Kym, uni called the joint
Joint Probability Density Function
If (X, ¥) is a two-dimensional continuous RV such that.
ax dx ay a3}
phx xcxs andy-Veysy+ 2h = px, yp dv dy, then fle,
{ 7 Dandy PSV Sy SPP = flay) de dy, then 70, »)
is called the joint pdf of (X, ¥), provided f(x, y) satisfies the following condi-
tions.
(fx, y) 2 0, for all (x, y) © R, where R is the range space.
Gi) ff soy aray
a
Moreover if D is a subspace of the range space R, P{(X, Y) € D) is defined as
PUX, Ye D}= J J fix yd dy. In particular
°
PlasXxshcs¥sa}=f f Ausaray
‘Cumulative Distribution Function
If (X, ¥) is a two-dimensional RV (discrete or continuous), then F(x, y) =
P{X Sx and ¥ Sy} is called the cdf of (X, ¥)-
In the discrete case,
Fey d x vy
yy SHS
In the continuous case,
Properties of F(x, Y)
(Fey) = 0= Flay) and Flee) = 1
(ii) Pla. .... X,) are said to be independent, if
S05 83 0) = CD F089) oo Fad
‘The concitional density functions are defined as in the following examples.
n= 3,
flan)
says = Ee) aa
Slsi08)
I Xa Example 1 Three balls are drawn at random without replacement from a box
containing 2 white, 3 red and 4 black balls. If X denotes the number of white
balls drawn and ¥ denotes the number of red balls drawn, find the joint probability
distribution of (X, ¥).
Solution As there are only 2 white balls in the box, X can take the values 0, 1
and 2 and ¥ can take the values 0, 1, 2 and 3,
P(X =0,¥=0) = P(drawing 3 balls none of which is white or red)
= Pall the 3 balls drawn are black)
1
=4Cy9C,= +
POF a
P(X =0, Y= 1) = PCdrawing 1 red and 2 black balls)
~3Gx4G 3.
9G 4
3BQx4¢,_1
Similarly, POX = 0, BOXAG 1. ary,
ly. PO ana he
P21, Y= 0)= 4; P= 1 2; pars .y=2)= 4.
EBVO GPRS LVS Ds Gi PRS LYS = 7s
P(X =1, Y= 3)=0 (since only 3 balls are drawn)
1
(X= 2,¥=0) yon= ty pK=2,¥=2)=05
ae » D= agi PC )
P22,
‘The joint probability distribution of (X, ¥) may be represented in the form of a
table as given below:
x r
° 1 2 3
1
° > fim
wu | 7 |
1 2 1
‘ mam :
ie 7 id 2
1 1
2 =z ]o °
2 2
Note Sum of all the cell probabilities ity, Statistics and Random Processes
Example 2 For the bivariate probability distribution of (X, ¥) given below,
{find P(X € 1), P(Y < 3), PIX S 1, ¥ <3), P(X S IY $3), PY $ 3X $ 1) and
PIX + YS).
a 1 2 3 4 5 6
x
a 0 [0 |e [ome | oma | an
1 me [we [ie [i | im | in
2 wa wae | wes | ot | 0 | 2
Solution P(X <1) = P(X =0)+ P(X= 1)
.yep+ Sy pel y=)
PUY $3) = P= 1) + (Y= 2) + P(Y=3)
2
LY Pesiven+yY por
a fa
+3 pxeirey
oa Lowy
=(ort+A\e(ort rt) (Lyte
i632) "(06 * 32) "lan 8
e338
33 eo
PUSS) =D PUW=OY= D+ Y PKL Y=)
Ltt 1) 8
=(ro+33}+(ieris ts)" 32
P(XS1,YS3)_ 9/32 _ 18
(Xs UW <3) =F SETS) - ne}
ne = ps3) ~ 23/64 = 23
Ys3iXs1)= ie)
a d= pars) 778 28 PIK+¥s4)= Y PX=0,¥=)+ Y P=1,Y=)+ Y PW =2zY=/)
3.11
=344,1.8
34716 32
Example 3 The joint probability mass function of (X, ¥) is given by p(x, y)
= k(2x + Sy), x= 0,1, 2: y= 1, 2, 3 Find all the marginal and conditional
probability distributions. Also find the probability distribution of (X + ¥).
Solution The joint probability distribution of (X, Y) is given below. The
relevant probabilities have been computed by using the given lav
y
x
1 2 3
0 3k 6k 9
1 3k 8k 1k
2 Tk 10k Be
302
EE my
j=1i=0
i.e., the sum of all the probabilities in the table is equal to 1.
ic, k= 1.
Pt
ve
=1P0
8
2
o Pos + Pia * Pes 62__ Probability, Statistics and Random Processes
‘Marginal Probability Distribution of ¥: {j, p+}
a Ps
1 15772
2 247m
3 3y
Total = 1
Conditional distribution of X, given
fi, PO =i, ¥ = D/P= 1D}
PalPa)si= 0; 1,2.
the tabular representation is given below:
1, is given by {i, P(X = WY = I) =
X=i Palos
°
‘The other conditional distributions are given below:
CPD. of X given ¥=2 CPD. of X given ¥
xsi PralPer PolPes
ok 1 ok 3
. 2k 4 ° me
: er ke 1
24k = 3 ' 33
lok 5 Be 13
: 2k : a7 33
Toul=1 Toa Random Variables 63
CPD ot igen
PofPow Y=j PufPiw
1 eS
i irae : 2K = 38
ok et
2 ise : pra
ok Tiki
3 ao aa
ine" DE 34
Totl= I a
CPD. a gen Xoo Probably drt of +7)
Y=j PayfPav (+) is
Tk 7 ; 2
' 30k = 30 ne
Wk 1 i
=e 2 Por+Pu= =
2 | aon 2
> | BES 0 a=
30k 2
21
Tot =1 i el
re poten
13.
5 es)
Pa 72
Teal
Example 4 A machine is used for a particular job in the forenoon and for a
different job in the afternoon. The joint probability distribution of (X, ¥), where X
and ¥ represent the number of times the machine breaks down in the forenoon
{and in the afternoon respectively, is given in the following table. Examine if X
and Y are independent RVs.
x Y
0 Ee
0 [or [004 | 006
[02 | oos | o12
02 | 00s | o2
Solution X and Y are independent, if Pj. x Pay
y forall and j, So, let us find
Pye Pay for all i and j. Now Poe X Pay = 0.2 x 0.5 = 0.1
Poe X Pay = 0.2. 0.2 = 0.04 = Poy
Poe X Pan = 0.2. 0.3 = 0.06 = Pop
Similarly we ean verify that
Pe X Pag = Pygi Pps X Poy = Puss Pte X Po
Pap X Pag = Papi Pye X Pay = Poy; Pao X Pup = Pp
Hence the RVs X and ¥ are independent.
Example 5 The joint pdf of a two-dimensional RV (X, Y) is given by f(x, y)
ott. 0Sx52,0SySI.
Compe acs pore by ots)
POr< FIX > 1), POX < 1) and P+ Ys D.
Solution Here the rectangle defined by 0S x< 2,0 y Lis the range space R.
Ry, Rp, ..., are event spaces.
@ rao na! J ae
“le
Gi) PO 12 Random Variables 65
(iv) POX> UY < =
) Porc dLix> ys 42), 54S
2 P(x>1) 19/2419
wi) P 0,y > 0. Find the value of k and prove also that X and Y are independent.
Solution Here the range space is the entire first quadrant of the xy-plane.
By the property of the joint pdf
Jf eye aeayer
ie, fat
* 4
=4
x20
Now £00)= f dr eo xP ay=2r
3
Similarly, fy) = 2ye’
Now f.) x0) =[Link] e2 = fix)
2. The RVs x and y are independent.
sy>0.
Note Ifftx, y) can be factorised asf, (x) xf, (y) then X and ¥ wil be independent.
Example9 Given f(x,y) = ox (x—y), 0
