TWO DISCRETE RANDOM

VARIABLES
 LEARNING
OBJECTIVES
1. Use joint probability mass functions and joint probability density functions to
calculate probabilities.
2. Calculate marginal and conditional probability distributions from joint
probability distributions.
3. Use the multinomial distribution to determine probabilities.
4. Interpret and calculate covariances and correlations between random variables.
5. Understand properties of a bivariate normal distribution and be able to draw
contour plots for the probability density function
6. Calculate means and variance for linear combinations of random variables and
calculate probabilities for linear combinations of normally distributed random
variables.
7. Determine the distribution of a function of one or more random variables
8. Calculate moment generating functions and use them to determine moments for
random variables and use the uniqueness property to determine the distribution
of a random variable
Joint Probability
Distributions
X as (2.95 to 3.05) millimeters
Y as (7.60 to 7.80) millimeters

So that means that when we have two

random variables, X and Y, the
probability distribution that describes
their simultaneous behavior is called a
joint probability distribution.
Example:

In the development of a new

receiver for the transmission of
digital information, each received
bit is rated as acceptable,
In the first four bits transmitted, let;
suspect, or unacceptable,
depending on the quality of the X denote the number of acceptable bits
received signal, with probabilities Y denote the number of suspect bits

0.9, 0.08, and 0.02, respectively.

Assume that the ratings of
each bit are independent.
 Probabilities for each point in Fig. 5-1 are
determined as follows. For example, P(X = 2,
Y = 1) is the probability that exactly two
acceptable bits and exactly one suspect bit
are received among the four bits transferred.
Let a, s, and u denote acceptable, suspect, and
unacceptable bits, respectively.

By the assumption of independence,

P(aasu) = 0.9(0.9)(0.08)(0.02) = 0.0013

Marginal Probability
Distributions
The marginal probability
distribution of a random variable
in statistics represents the
probabilities associated with that
variable, ignoring the values of
other variables. It is obtained by
summing or integrating the joint
probability distribution over all
possible values of the other
variables, leaving only the
probabilities for the variable of
interest.
 The table below shows the color preference
for boys and girls:

Red Blue Green Total

Boys 1 5 8 14

Girls 6 4 3 13

Total 7 9 11 27
a.) Find the marginal distribution for the GENDER variable:
Boys:
14/27 = 0.5185/51.85%
Girls:
13/27 = 0.4815/48.15%

b.) Find the marginal distribution for the COLOR PREFERENCE variable:
Red:
7/27 = 0.2593/25.93%
Blue:
9/27 = 0.3333/33.33%
Green:
11/27 = 0.4074/40.74
Conditional Probability
Distributions
 Conditional probability distribution is a
statistical concept that describes the
probability of an event occurring given that
another event has already occurred. In other
words, it focuses on the probability of one
event under the condition that another event
has taken place.
 Recall that in Example 5-1, X denotes the number of acceptable bits and Y
denotes the number of suspect bits received by a receiver. Because only four
bits are transmitted, if X 4, Y must equal 0. Using the notation for conditional
probabilities from Chapter 2, we can write this result as P(Y 0X 4) 1. If X 3, Y
can only equal 0 or 1. Consequently, the random variables X and Y can be
considered to be dependent. Knowledge of the value obtained for X changes
the probabilities associated with the values of Y.
Example
Example
THANK YOU
FOR
WATCHING!