Ppt-21mab204t - Unit III Two Dimensional Rvs

Module III (21MAB204T)
Dr. E. Suresh,
Assistant Professor
Department of Mathematics
College of Engenerring Technology
SRM Institute of Science and Technology
Academic Year 2023 2024 (Even Semester)

21MAB204T- Probability and Queuing Theory
February 28, 2024
Module III Two Dimensional Random variables
Joint distributions - Marginal and conditional distributions
Joint distributions
(a) For discrete r.v. (X , Y ):

Joint Probability mass function (jpmf) is
pij = P (X = xi , Y = yj ) , i = 1, 2, ..., m and j = 1, 2, ..., n
and satisfying basic conditions (properties)
i) pij ≥ 0 ∀ i and j
XX
ii) pij = 1
j i
Dr. E. Suresh 21MAB204T

Joint distributions
(b) For continuous r.v. (X , Y ):

Joint Probability density function (jpdf) is
fXY (x, y ) or f (x, y )
and satisfying basic conditions (properties)
i) f (x, y ) ≥ 0 ∀ (x, y )
Z∞ Z∞
ii) f (x, y ) dx dy = 1
−∞ −∞

Joint distributions
(a) For discrete (X , Y ):

(i) Marginal p.m.f. of X :
X
pi∗ = PX (xi ) = P (X = xi ) = pij
j
(ii) Marginal p.m.f. of Y :
X
p∗j = PY (yj ) = P (Y = xj ) = pij
i

(b) For continuous (X , Y ):

(i) Marginal p.d.f. of X :
Z∞
fX (x) or f (x) = f (x, y ) dy and
−∞
Note 1: fX (x) ⇒ It is function of only x and hence
Integration is w.r.t. y .
Zb
2. P(a < X < b) = fX (x) dx
a

(ii) Marginal p.d.f. of Y :

Z∞
fY (y ) or f (y ) = f (x, y ) dx and
−∞
Note 1: fY (y ) ⇒ It is function of only y and hence
Integration is w.r.t. x.
Zb
2. P(a < Y < b) = fY (y ) dy
a

Conditional Probability Functions
(a) For discrete (X , Y ):

(i) Conditional p.m.f. of X given Y = yj is
P (X = xi , Y = yj ) pij
P (X = xi /Y = yj ) = =
P (Y = yj ) p∗j
(ii) Conditional p.m.f. of Y given X = xi is
P (X = xi , Y = yj ) pij
P (Y = yj /X = xi ) = =
P (X = xi ) pi∗
(iii) For independent X and Y :
pij = pi∗ p∗j
and the converse is also true.

(b) For continuous (X , Y ):
(i) Conditional p.d.f. of X given Y = y is
f (x, y )
fX /Y (x/y ) or f (x/y ) = and
fY (y )
Zb
P (a < X < b/Y = y ) = f (x/y ) dx
a
(ii) Conditional p.d.f. of Y given X = x is
f (x, y )
fY /X (y /x) or f (y /x) = and
fX (x)
Zd
P (c < Y < d/X = x) = f (y /x) dy
c
(iii) For independent X and Y :
f (x, y ) = fX (x) · fY (y ) and the converse is also true.
Dr. E. ·Suresh
i.e.f (x, y ) = fX (x) ⇒ X and Y are independent.
fY (y ) 21MAB204T
Distribution Functions
(a) Joint Distribution Function:
FXY (x, y ) = F (x, y ) =

 PP
p , for discrete r.v. (X , Y )
 j i ij

F (x, y ) = Rx Ry

 f (x, y ) dx dy , for continuous r.v. (X , Y )
−∞ −∞

(b) Properties of F (x, y ):

(i) FX ,Y (−∞, y ) = FX ,Y (x, −∞) = FX ,Y (−∞, −∞) = 0
(ii) FX ,Y (∞, ∞) = 1
(iii) 0 ≤ FX ,Y (x, y ) ≤ 1
(iv) FX ,Y (x, y ) is a non-decreasing function of x and y .
(v) FX ,Y (x, ∞) = FX (x) and FX ,Y (∞, y ) = FY (y )
(vi) P(a < X < b, Y = y ) = F (b, y ) − F (a, y )
(vii) P(X = x, c < Y < d) = F (x, d) − F (x, c)
∂ 2 F (x, y )
(viii) At points of continuity : f (x, y ) =
∂x∂y

Expectations :
(a)
 P P
 j i g (xi , yj ) pij
 , for d.r.v. (X , Y )
E [g (X , Y )] = R∞ R∞

 g (x, y ) f (x, y ) dx dy , for c.r.v. (X , Y )
−∞ −∞

Expectations :
(b) Properties of Expected Values :
Z∞
(i) E [g (X )] = g (x) fX (x) dx
−∞
 P
 i xi pi∗
 , for discrete r.v.
∴ Mean of X = E (X ) = R∞

 x fX (x) dx , for continuous r.v.
−∞
R∞
E [h (Y )] = h (y ) fY (y ) dy
−∞
 P
 j yj p∗j
 , for discrete r.v.
∴ Mean of Y = E (Y ) = R∞

 y fY (y ) dy , for continuous r.v.
−∞

Expectations :
(ii) E (X + Y ) = E (X ) + E (Y ) and
E (a1 X1 + a2 X2 + · · · + an Xn ) = a1 E (X1 )+a2 E (X2 )+· · ·+an E (Xn )
(iii) In general, E (XY ) 6= E (X ) · E (Y ).

If X and Y are independent, then
E (XY ) = E (X ) · E (Y )

DRV Problem No. 1
The joint probability mass function of X and Y is
Y 0 1 2
X
0 0.1 0.04 0.02
1 0.08 0.20 0.06
2 0.06 0.14 0.30
Compute the marginal distribution function of X and Y . Find

P(X ≤ 1, Y ≤ 1) and check whether X and Y are independent.
Solution : Given X and Y are discrete random variables

DRV Problem No. 1

P
Y 0 1 2 p (x, y )
x
X
0 0.1 0.04 0.02 0.16
1 0.08 0.20 0.06 0.34
2 0.06 0.14 0.30 0.5
P
p (x, y ) 0.24 0.38 0.38 1
y

DRV Problem No. 1
The marginal probability mass function of X is
X 0 1 2
p (x) 0.16 0.34 0.5
The marginal probability mass function of Y is
Y 0 1 2
p (y ) 0.24 0.38 0.38

DRV Problem No. 1
Now P (X ≤ 1, Y ≤ 1)
= P (X = 0, Y = 0) + P (X = 0, Y = 1)
+P (X = 1, Y = 0) + P (X = 1, Y = 1)
= 0.1 + 0.04 + 0.08 + 0.20 = 0.42
To check X and Y are independent or not
Consider
P (x = 1, y = 2) = 0.06, P (x = 1) = 0.34 and P (y = 2) = 0.38
P (x = 1) P (y = 2) = 0.34 × 0.38 = 0.1292
⇒ 0.06 6= 0.1292
P (x = 1, y = 2) 6= P (x = 1) P (y = 2)
Hence X and Y are not independent.

DRV Problem No. 2
Given the following bivariate probability distribution, (i) Compute

the marginal distribution function of X and Y . (ii) the conditional
distribution of X given Y = 2 (iii) Check X and Y are independent.
Y -1 0 1
X
0 1/15 2/15 1/15
1 3/15 2/15 1/15
2 2/15 1/15 2/15
Compute the marginal distribution function of X and Y . Find

P(X ≤ 1, Y ≤ 1) and check whether X and Y are independent.
Solution : Given X and Y are discrete random variables

DRV Problem No. 2

P
Y 0 1 2 p (x, y )
x
X
0 1/15 2/15 1/15 4/15
1 3/15 2/15 1/15 6/15
2 2/15 1/15 2/15 5/15
P
p (x, y ) 6/15 5/15 4/15 1
y

DRV Problem No. 2
(i) To find the marginal probability mass function of X and Y

X -1 0 1
p (x) 6/15 5/15 4/15
Y 0 1 2
p (y ) 4/15 6/15 5/15

DRV Problem No. 2
(ii) The conditional distribution of X given Y = 2

P (X = xi ∩ Y = 2)
P (X = x/Y = 2) = , i = −1, 0, 1
P (Y = 2)
when x = −1,
P (X = −1 ∩ Y = 2) 2/15 2
P (X = −1/Y = 2) = = =
P (Y = 2) 5/15 5
when x = 0,
P (X = 0 ∩ Y = 2) 1/15 1
P (X = 0/Y = 2) = = = .
P (Y = 2) 5/15 5
when x = 1,
P (X = 1 ∩ Y = 2) 2/15 2
P (X = 1/Y = 2) = = =
P (Y = 2) 5/15 5

DRV Problem No. 2
(iii) To check X and Y are independent or not

Consider
P (x = −1, y = 0) = 1/15, P (x = −1) = 6/15 and
P (y = 0) = 4/15
P (x = −1) P (y = 0) = 6/15 × 4/15 = 24/225
⇒ 1/15 6= 24/225
P (x = −1, y = 0) 6= P (x = −1) P (y = 0)
Hence X and Y are not independent.

DRV Problem No. 3
A two dimensional random variable has (X , Y ) as a joint p.m.f.

P(x, y ) = k(2x + 3y ), x = 0, 1, 2; y = 1, 2, 3. Find
(a) Conditional. probability distribution of X given Y .
(b) Probability distribution of X + Y
Solution : Given discrete random variables X and Y with joint
pmf as
P(x, y ) = k(2x + 3y ), x = 0, 1, 2; y = 1, 2, 3.
which contains an unknown k.

DRV Problem No. 3
The joint pmf is
X
0 1 2
1 3k 5k 7k
Y 2 6k 8k 10k
3 9k 11k 13k
To find k, use
XX
P(X = x, Y = y ) = 1
∀x ∀y
P(X ≤ 2, Y ≤ 3) = 1
3k + 5k + 7k + 6k + 8k + 10k + 9k + 11k + 13k = 1
72k = 1
1
∴k =
72
DRV Problem No. 3

P
Y 1 2 3 p (x, y )
x
X
0 3/72 6/72 9/72 18/72
1 5/72 8/72 11/72 24/72
2 7/72 10/72 13/72 30/72
P
p (x, y ) 15/72 24/72 33/72 1
y

DRV Problem No. 3
X 0 1 2
p (x) 18/72 24/72 30/72
Y 1 2 3
p (y ) 15/72 24/72 33/72

DRV Problem No. 3
(a). The conditional distribution of X given Y = y
P (X = xi ∩ Y = yj )
P (X = xi /Y = yj ) = , i = 0, 1, 2, j = 1, 2, 3
P (Y = yj )
Case(i) Y = 1
when X = 0,
3
P (X = 0 ∩ Y = 1) 3 1
P (X = 0/Y = 1) = = 72 = =
P (Y = 1) 15 15 5
72
when X = 1,
5
P (X = 1 ∩ Y = 1) 5 1
P (X = 1/Y = 1) = = 72 = =
P (Y = 1) 15 15 3
72
when X = 2,
7
P (X = 2 ∩ Y = 1) 7
P (X = 2/Y = 1) = = 72 =
P (Y = 1) 15 15
72
DRV Problem No. 3
Case(ii) Y = 2, when X = 0,
6
P (X = 0 ∩ Y = 2) 6 1
P (X = 0/Y = 2) = = 72 = =
P (Y = 2) 24 24 4
72
when X = 1,
8
P (X = 1 ∩ Y = 2) 8 1
P (X = 1/Y = 2) = = 72 = =
P (Y = 2) 24 24 3
72
when X = 2,
10
P (X = 2 ∩ Y = 2) 10 5
P (X = 2/Y = 2) = = 72 = =
P (Y = 2) 24 24 12
72

DRV Problem No. 3
Case(iii) Y = 3
when X = 0,
9
P (X = 0 ∩ Y = 3) 72 9 3
P (X = 0/Y = 3) = = = =
P (Y = 3) 33 33 11
72
when X = 1,
11
P (X = 1 ∩ Y = 3) 11 1
P (X = 1/Y = 3) = = 72 = =
P (Y = 3) 33 33 3
72
13
P (X = 2 ∩ Y = 3) 13
when x = 2, P (X = 2/Y = 3) = = 72 =
P (Y = 3) 33 33
72

DRV Problem No. 3
The conditional distribution of Y given X = x
P (Y =yj ∩X =xi )
P (Y = yj /X = xi ) = P(X =xi ) , i = 0, 1, 2, j = 1, 2, 3
Case(iv) X = 0
when Y = 1,
3
P (Y = 1 ∩ X = 0) 72 3 1
P (Y = 1/X = 0) = = = =
P (X = 0) 18 18 6
72
when Y = 2,
6
P (Y = 2 ∩ X = 0) 6 1
P (Y = 2/X = 0) = = 72 = =
P (X = 0) 18 18 3
72
when Y = 3,
9
P (Y = 3 ∩ X = 0) 72 9 1
P (Y = 3/X = 0) = = = =
P (X = 0) 18 18 2
72
DRV Problem No. 3
Case(v) X = 1,
when Y = 1,
5
P (Y = 1 ∩ X = 1) 72 5
P (Y = 1/X = 1) = = =
P (X = 1) 24 24
72
when Y = 2,
8
P (Y = 2 ∩ X = 1) 8 1
P (Y = 2/X = 1) = = 72 = =
P (X = 1) 24 24 3
72
when Y = 3,
11
P (Y = 3 ∩ X = 1) 11
P (Y = 3/X = 1) = = 72 =
P (X = 1) 24 24
72

DRV Problem No. 3
Case(vi) X = 2
when Y = 1,
7
P (Y = 1 ∩ X = 2) 72 7
P (Y = 1/X = 2) = = =
P (X = 2) 30 30
72
when Y = 2,
10
P (Y = 2 ∩ X = 2) 10 1
P (Y = 2/X = 2) = = 72 = =
P (X = 2) 30 30 3
72
when Y = 3,
13
P (Y = 3 ∩ X = 2) 13
P (Y = 3/X = 2) = = 72 =
P (X = 2) 30 30
72

DRV Problem No. 3
(b) Prob. dist. of X + Y :
X +Y P(X+Y)
3
1 P(X = 0, Y = 1) =
72
6 5 11
2 P(X = 0, Y = 2) + P(X = 1, Y = 1) = + =
72 72 72
3 P(X = 0, Y = 3)+P(X = 1, Y = 2)+P(X = 2, Y = 1)
9 8 7 24
= + + =
72 72 72 72
11 10 21
4 P(X = 1, Y = 3) + P(X = 2, Y = 2) = + =
72 72 72
13
5 P(X = 2, Y = 3) =
72

DRV Problem No. 4
The two dimensional random variables (X , Y ) has the joint

x + 2y
probability density function , x = 0, 1, 2; y = 0, 1, 2. Find
27
(a) Conditional distribution of Y given X = x (b) Conditional distribu
Solution :
1
Given f (x, y ) = 27 (x + 2y ) , x = 0, 1, 2; y = 0, 1, 2

DRV Problem No. 4

P
Y 0 1 2 p (x, y )
x
X
0 0 1/27 2/27 3/27
1 2/27 3/27 4/27 9/27
2 4/27 5/27 6/27 15/27
P
p (x, y ) 6/27 9/27 12/27 1
y

DRV Problem No. 4
To find the marginal probability mass function of X and Y

X 0 1 2
p (x) 6/27 9/27 12/27
Y 0 1 2
p (y ) 3/27 9/27 15/27

DRV Problem No. 4
(a). The conditional distribution of Y given X = x

P (Y ∩ X = xi )
P (Y /X = x) = , i = 0, 1, 2
P (X = xi )
Case(i) X = 0
P (Y = 0 ∩ X = 0) 0
when y = 0, P (Y = 0/X = 0) = = =0
P (X = 0) 6
27
when y = 1,
2
P (Y = 1 ∩ X = 0) 27 2 1
P (Y = 1/X = 0) = = = =
P (X = 0) 6 6 3
27
when y = 2,
4
P (Y = 2 ∩ X = 0) 4 2
P (Y = 2/X = 0) = = 27 = =
P (X = 0) 6 6 3
27

DRV Problem No. 4
Case(ii) X = 1
1
P (Y = 0 ∩ X = 1) 27 1
when y = 0, P (Y = 0/X = 1) = = =
P (X = 1) 9 9
27
when y = 1,
3
P (Y = 1 ∩ X = 1) 3 1
P (Y = 1/X = 1) = = 27 = =
P (X = 1) 9 9 3
27
5
P (Y = 2 ∩ X = 1) 5
when y = 2, P (Y = 2/X = 1) = = 27 =
P (X = 1) 9 9
27

DRV Problem No. 4
Case(iii) X = 2
when y = 0,
2
P (Y = 0 ∩ X = 2) 2 1
P (Y = 0/X = 2) = = 27 = =
P (X = 2) 12 12 6
27
when y = 1,
4
P (Y = 1 ∩ X = 2) 4 1
P (Y = 1/X = 2) = = 27 = =
P (X = 2) 12 12 3
27
when y = 2,
6
P (Y = 2 ∩ X = 2) 6 1
P (Y = 2/X = 2) = = 27 = =
P (X = 2) 12 12 2
27

DRV Problem No. 4
(b) Conditional distribution of X given Y = 1

P (X = xi ∩ Y = 1)
P (X /Y = 1) = , i = 0, 1, 2 when X = 0,
P (Y = 1)
2
P (X = 0 ∩ Y = 1) 2
P (X = 0/Y = 1) = = 27 =
P (Y = 1) 9 9
27
when X = 1,
3
P (X = 1 ∩ Y = 1) 3 1
P (X = 1/Y = 1) = = 27 = =
P (Y = 1) 9 9 3
27
4
P (X = 2 ∩ Y = 1) 4
when X = 2, P (X = 2/Y = 1) = = 27 =
P (Y = 1) 9 9
27

DRV Problem No. 5
Three balls are drawn from a box in random containing 3 red, 2

white and 4 black. If X denotes number of white balls drawn and
Y denotes number of red balls drawn. Find joint probability
distribution of (X,Y).
Solution : Given that a box contains 3 red, 2 white and 4 black.
X = denotes the number of white balls
Y = denotes the number of red balls
As there are only 2 white balls in the box, X can take the values 0,
1 and 2 and Y can take the values 0, 1, 2 and 3.

DRV Problem No. 5
c34 1
P (X = 0, Y = 0) = P( all the three balls are black) = 9
=
c3 21
c13 × c24 3
P (X = 0, Y = 1) = P (1r + 2b) = 9
= ,
c3 14
c23 × c14 1
P (X = 0, Y = 2) = P (2r + 1b) = = ,
c39 7
c33 1
P (X = 0, Y = 3) = P (3r ) = 9 = ,
c3 84
c2 × c4 1
P (X = 1, Y = 0) = P (1w + 2b) = 1 9 2 = ,
c3 7

DRV Problem No. 5
c12 × c13 × c24 2

P (X = 1, Y = 1) = P (1w + 1r + 1b) = 9
= ,
c3 7
c12 × c23 1
P (X = 1, Y = 2) = P (1w + 2r ) = = ,
c39 14
P (X = 1, Y = 3) = P (impossible) = 0,
c2 × c4 1
P (X = 2, Y = 0) = P (2w + 1b) = 2 9 1 =
c3 21
2
c ×c 3 1
P (X = 2, Y = 1) = P (2w + 1r ) = 2 9 1 = ,
c3 28
P (X = 2, Y = 2) = P (impossible) = 0,
P (X = 2, Y = 3) = P (impossible) = 0.

DRV Problem No. 5
The joint probability distribution of (X, Y) may be represented in

the form of a table as given below
Y 0 1 2 3
X
0 1/21 3/14 1/7 1/84
1 1/7 2/7 1/14 0
2 1/21 1/28 0 0

DRV Problem No. 6
For the bivariate probability distribution of (X, Y) given below, find

P (X ≤ 1), P (Y ≤ 3), P (X ≤ 1, Y ≤ 3), P (X ≤ 1/Y ≤ 3),
P (Y ≤ 3/X ≤ 1) and P (X + Y ≤ 4).
Y 1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
Solution :

DRV Problem No. 6
To find the marginal probability mass function of X and Y

X 0 1 2
p (x) 8/32 20/32 4/32
Y 1 2 3 4 5 6
p (y ) 3/32 3/32 11/64 13/64 6/32 16/64

DRV Problem No. 6
(i) P (X ≤ 1) = P (X = 0) + P (X = 1) = 8/32 + 20/32 = 7/8

(ii) P (Y ≤ 3) = P (Y = 1) + P (Y = 2) + P (Y = 3)
= 3/32 + 3/32 + 11/64 = 23/64
(iii) P (X ≤ 1, Y ≤ 3) =
P (0, 1) + P (0, 2) + P (0, 3) + P (1, 1) + P (1, 2) + P (1, 3)
= 0 + 0 + 1/32 + 1/16 + 1/16 + 1/8 = 9/32

DRV Problem No. 6
9
P (X ≤ 1 ∩ Y ≤ 3) 18
(iv ) P (X ≤ 1/Y ≤ 3) = = 32 =
P (Y ≤ 3) 23 23
64
9
P (X ≤ 1 ∩ Y ≤ 3) 9
(v ) P (Y ≤ 3/X ≤ 1) = = 32 =
P (X ≤ 1) 7 28
8
(vi) P(X + Y ≤ 4) = P (0, 1) + P (0, 2) + P (0, 3)
+P (0, 4) + P (1, 1) + P (1, 2) + P (2, 1) + P (2, 2)
= 0 + 0 + 1/32 + 2/32 + 1/16 + 1/16 + 1/32 + 1/32 = 13/32.

CRV Problem No. 1
The joint pdf

 of a two dimensional random variables is given by
2 xy
 x +
 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
3
f (x, y ) =

0 otherwise

Find conditional density distributions.
Solution :  xy
 x2 +
 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
3
Given f (x, y ) =

0 otherwise


CRV Problem No. 1
Marginal p.d.f. of X :
R∞ R2 xy
fX (x) = f (x, y )dy = x 2 + 3 dy =, 2x 2 + 32 x, 0 ≤ x ≤ 1
−∞ 0
Marginal p.d.f. of Y :
R∞ R1 xy
fY (y ) = f (x, y )dx = x 2 + 3 dx = 31 + y6 , 0 ≤ y ≤ 2
−∞ 0
Conditional density distributions of Y given X
2 + xy 3x 2 + xy
f (x, y ) x 3x + y
fy /x (y /x) = = 3 = 3 =
fX (x) 2 6x 2 + 2x 6x + 2
2x 2 + x
3 3
Conditional density distributions of X given Y
2 + xy 3x 2 + xy
f (x, y ) x 6x 2 + 2xy
fx/y (x/y ) = = 3 = 3 =
fY (y ) 1 y 2+y 2+y
+
3 6 6

CRV Problem No. 2
Joint distribution function of X and Y is given by

2 2
f (x, y ) = k x y e −(x +y ) x > 0, y > 0.
(i) Find the value of k
(ii) Test whether X and Y are independent.
(iii) Find conditional pdf of X given Y.
Solution : Given joint distribution function of continuous r.v.s X
and Y is given by
2 2
f (x, y ) = k x y e −(x +y ) x > 0, y > 0
(i) To find k
We know that
R∞ R∞
f (x, y )dxdy = 1
−∞ −∞
R∞ R∞ 2 +y 2 )
⇒k x y e −(x dxdy = 1
0 0

CRV Problem No. 2
∞ ∞
2 2
e −x dx e −y dy
R R
⇒k x y =1
0 0
Consider
R∞ −x 2
x e dx, put x 2 = t ⇒ 2xdx = dt ⇒ xdx = 21 dt
0
When x → 0 ⇒ t → 0
When x → ∞ ⇒ t → ∞
R∞ 2 R∞ h −t i∞
Now x e −x dx = 21 e −t dt = 12 e−1
0 0
1 −∞ 0
0 1 1
= −2 e − e = − 2 (0 − 1) = 2
R∞ −x 2 R∞ −y 2
⇒ x e dx = 12 and y e dy = 12
0 0
Hence
∞ ∞
R −x 2 R −y 2 1 1
k x e dx y e dy = 1 ⇒ k × 2 × 2 =1⇒k =4
0 0

CRV Problem No. 2
(ii) Marginal p.d.f. of X :

fX (x) =
R∞ R∞
∞
2 2 2 2
f (x, y )dy =4 x y e −(x +y ) dy = 4 x e −x y e −y dy
R
−∞
2 0 2
0
= 4x e −x 12 = 2x e −x , 0 < x < ∞
Similarly Marginal p.d.f. of Y is given by
2
fY (y ) = 2y e −y , 0 < y < ∞

CRV Problem No. 2
Independent of X and Y :
f (x, −(x 2 +y 2 )
y ) = 42xye 2

= 2x e −x 2y e −y
= fX (x) .fY (y )
⇒ f (x, y ) = fX (x) .fY (y )
∴ X and Y are independent.
(iii) Find conditional pdf of X given Y.
2 2
f (x, y ) 4 x y e −(x +y ) 2
fx/y (x/y ) = = −x 2 = 2x e −x
fY (y ) 2y e

CRV Problem No. 3
Joint distribution function of X and Y is given by

F (x, y ) = (1 − e −x ) (1 − e −y ) , x > 0, y > 0. Find
(a) Marginal p.d.f. of X and Y (b) Marginal p.d.f. of Y
(c) Are X and Y independent? (d) P(1 < x < 3, 1 < y < 2)
and Y is given by
F (x, y ) = 1 − e −x 1 − e −y , x > 0, y > 0

(1)

CRV Problem No. 3
To find Marginal p.d.f. f (x) and f (y ), first we have to find joint

p.d.f. f (x, y ). i.e.,
∂2 ∂2
f (x, y ) = F (x, y ) (or) F (x, y )
∂x∂y ∂y ∂x

∂ ∂ −x
−y

= 1−e 1−e
∂x ∂y
∂
1 − e −x e −y

=
∂x
= e −x e −y
= e −(x+y )
∴ Joint p.d.f. of X and Y is f (x, y ) = e −(x+y ) .

CRV Problem No. 3
(a) Marginal p.d.f. of X :

Z∞
f (x) = f (x, y )dy
−∞
Z∞
= e −(x+y ) dy (∵ by (2))
0
" #∞
e −(x+y )
=
−1
0
= (0) − −e −x

∴ f (x) = e −x , x > 0

CRV Problem No. 3
(b) Marginal p.d.f. of Y :

Z∞
f (y ) = f (x, y )dx
−∞
Z∞
= e −(x+y ) dx (∵ by (2))
0
" #∞
e −(x+y )
=
−1
0
= (0) − −e −y

∴ f (y ) = e −y , y > 0

CRV Problem No. 3
(c) Independent of X and Y :
f (x, y ) = e −(x+y )
= e −x · e −y
= f (x) · f (y )

(d) P(1 < x < 3, 1 < y < 2) :
Z2 Z3
P(1 < x < 3, 1 < y < 2) = e −x e −y dxdy
1 1
−5
=e − e −4 − e −3 + e −2

CRV Problem No. 4
Joint distribution
function of X and Y is given by
1 − e −x − e −y + e −(x+y ) x ≥ 0, y ≥ 0
FXY (x, y ) = .
0 otherwise
Find
Determine the following (i) the marginal pdf of X and Y (ii) Are X
and Y independent? (iii) Find P (X ≤ 1 ∩ Y ≤ 1) (iv) Find
P (X + Y ≤ 1)
and Y is given by −x
1 − e − e −y + e −(x+y ) x ≥ 0, y ≥ 0
FXY (x, y ) = .
0 otherwise

CRV Problem No. 4
(i) To find Marginal p.d.f. f (x) and f (y ), first we have to find

joint p.d.f. f (x, y ). i.e.,
∂2 ∂2
f (x, y ) = F (x, y ) (or) F (x, y )
∂x∂y ∂y ∂x

∂ ∂ −x −y −x −y

= 1−e −e +e e
∂x ∂y
∂ −y
e − e −x e −y

=
∂x
= e −x e −y
= e −(x+y )
∴ Joint p.d.f. of X and Y is f (x, y ) = e −(x+y ) .

CRV Problem No. 4
Marginal p.d.f. of X :
Z∞
f (x) = f (x, y )dy
−∞
Z∞
= e −(x+y ) dy (∵ by (2))
0
" #∞
e −(x+y )
=
−1
0
= (0) − −e −x

∴ f (x) = e −x , x > 0

CRV Problem No. 4
Marginal p.d.f. of Y :
Z∞
f (y ) = f (x, y )dx
−∞
Z∞
= e −(x+y ) dx (∵ by (2))
0
" #∞
e −(x+y )
=
−1
0
= (0) − −e −y

∴ f (y ) = e −y , y > 0

CRV Problem No. 4
(ii) Independent of X and Y :
f (x, y ) = e −(x+y )
= e −x · e −y
= f (x) · f (y )

CRV Problem No. 4
(iii) : P (X ≤ 1 ∩ Y ≤ 1) :
P (X ≤ 1 ∩ Y ≤ 1) = P (X ≤ 1, Y ≤ 1)
Z1 Z1
= e −(x+y ) dxdy
0 0
 1  1 
Z Z
=  e −x dx   e −x dx 
0 0
−1 −1

= 1−e 1−e
−1 2

= 1−e

CRV Problem No. 4
(iv) : P (X + Y ≤ 1) :
Z1
 1−x 
Z
P (X + Y ≤ 1) =  e −(x+y ) dy  dx
0 0
Z1
 1−x 
Z
=  e −(x+y ) dy  dx
0 0
Z1
 1−x 
Z
=  e −x e −y dy dx
0 0
Z1 1−x !
e −y

= e −x dx
−1 0
0

CRV Problem No. 4
(iv) : P (X + Y ≤ 1) :
Z1 h i
=− e −x e −(1−x) − e 0 dx
0
Z1
e −x e −1+x − 1 dx

=−
0
Z1
e −1 − e −x dx

=−
0

CRV Problem No. 4
(iv) : P (X + Y ≤ 1) :
−x 1
−1 e
= − xe −
−1 0
−1 −x 1

= − xe + e 0
= − e −1 + e −1 − e 0

= − 2e −1 − 1

= 1 − 2e −1

CRV Problem No. 5
Given joint p.d.f. f (x, y ) = 2, 0 < y < x < 1. Find
(a) Marginal p.d.f. of X (b) Marginal p
(c) Conditional probability distribution of X given Y
(d) Conditional probability distribution of Y given X
(e) Are X and Y independent?
Solution : Given joint p.d.f. f (x, y ) = 2, 0 < y < x < 1. (1)
(a) Marginal p.d.f. of X
Z∞
f (x) = f (x, y )dy
−∞
yZ=x
= 2dy (∵ by (1))
y =0
= 2[y ]yy =0
=x
= 2[(x) − (0)] ∴ f (x) = 2x, 0 < x < 1

CRV Problem No. 5
(b) Marginal p.d.f. of Y
Z∞
f (y ) = f (x, y )dx
−∞
x=1
Z
= 2dy (∵ by (1))
x=y
= 2[x]x=1
x=y
= 2[(1) − (y )]
∴ f (y ) = 2(1 − y ), 0 < y < 1
(c) Conditional probability of X given Y
f (x, y )
f (x/y ) =
f (y )
2 1
= ∴ f (x/y ) = ,0 < y < 1
2(1 − y)
Dr. E. Suresh
1−y
21MAB204T
CRV Problem No. 5
(d) Conditional probability of Y given X
f (x, y )
f (y /x) =
f (x)
2
= (∵ by (1) and (a))
2x
1
∴ f (x/y ) = , 0 < y < 1
x
(e) Are X and Y independent?
If X and Y are independent, then f (x, y ) = f (x) · f (y )
If X and Y are not independent, then f (x, y ) 6= f (x) · f (y )
Here f (x, y ) = 2 (∵ by (1))

f (x) · f (y ) = 2x · 2(1 − y )
= 4x(1 − y )
6= f (x, y )
∴ X and Y are not independent.
CRV Problem No. 6

8xy 0 < x < 1, 0 < y < x
Given joint p.d.f. f (x, y ) = .
0 elsewhere
Find
Find (i) the marginal density of X and Y
(ii) conditional density of X /(Y = y )
(iii) P(X < 1/2)
Solution :Given joint p.d.f.
8xy 0 < x < 1, 0 < y < x
f (x, y ) = . (1)
0 elsewhere

CRV Problem No. 6
(i) Marginal p.d.f. of X
Z∞
f (x) = f (x, y )dy
−∞
Zx
= 8xydy
0
x
y2

= 8x
2 0
3
= 4x , 0 < x < 1
3
∴ f (x) = 4x , 0 < x < 1

CRV Problem No. 6
Marginal p.d.f. of Y
Z∞
f (y ) = f (x, y )dx
−∞
Z1
= 8xydx
y
1
x2

= 8y
2 y
= 4y 1 − y 2 , 0 < y < 1

∴ f (y ) = 4y 1 − y 2 , 0 < y < 1


CRV Problem No. 6
(ii) Conditional probability of X given Y
f (x, y )
f (x/y ) =
f (y )
8xy
=
4y (1 − y 2 )
2x
=
(1 − y 2 )
(iii) P(X < 1/2):

Z1/2 Z1/2 4 1/2 4
1 3 x 1 1
P(X < ) = fX (x) dx = 4x dx = 4 = =
2 4 0 2 16
0 0

CRV Problem No. 7

cx(x − y ) 0 < x < 2, −x < y < x
Given fXY (x, y ) =
0 elsewhere
(i) evaluate c
(ii) find fX (x)
(iii) fine fY /X (y /x)
(iv) fY (y )
Solution : Given joint
cx(x − y ) 0 < x < 2, −x < y < x
p.d.f.fXY (x, y ) = (1)
0 elsewhere

CRV Problem No. 7
(i) To find c:
By the property of jpdf, we have
Z∞ Z∞
f (x, y ) dxdy = 1
−∞ −∞
Z2 Zx
 
⇒c  x(x − y )dy dx = 1

0 −x
Z2 y =x
xy 2

⇒c x 2y − dx = 1
2 y =−x
0
Z2
x3 x3

3 3
⇒c x − − −x − dx = 1
2 2
0

CRV Problem No. 7
Z2
x3 x3

3 3
⇒c x − +x + dx = 1
2 2
0
Z2
⇒c 2x 3 dx = 1
0
x=2
x4

⇒ 2c =1
4 x=0

CRV Problem No. 7
24

⇒ 2c −0 =1
4

16
⇒ 2c =1
4
⇒ 2c (4) = 1
1
⇒c= .
8

CRV Problem No. 7
Z∞
fX (x) = f (x, y )dy
−∞
Zx
1
= x(x − y )dy
8
−x
Zx
1
= (x 2 − xy )dy
8
−x
y =x
xy 2

1 2
= x y−
8 2 y =−x

CRV Problem No. 7
x2 x3

1 3 3
= x − − −x −
8 2 2
x2 x2

1
= x3 − + x3 +
8 2 2
1
2x 3

=
8
x3
=
4
x3
⇒ fX (x) = , 0 < x < 1.
4

CRV Problem No. 7
(iii) Conditional probability of Y given X

1
f (x, y ) x (x − y ) x −y
fy /x (y /x) = = 8 3
=
fX (x) x 2x 2
4
(iv) Marginal p.d.f. of Y

1 R2
Z∞  8 x(x − y )dx if −2 ≤ y ≤ 0



−y
fY (y ) = f (x, y )dx =
1 R2
 8 x(x − y )dx 0≤y ≤2

−∞

 if
y

CRV Problem No. 7

1 R2 2
 8 (x − xy )dx



−y
fY (y ) =
1 R2 2
 8 (x − xy )dx



y
 x=2
1 x 3 x 2y
−



 8 3 2 x=−y
= 3 x=2
 1 x x 2y
−


8 3 2 x=y

3
y3

1 8 −y
− 2y − −


8 3 33 2

= 3
1 8 y y
− 2y − −



8 3 3 2

CRV Problem No. 7
5y 3

1 8
− 2y +


8 3 6

= 3
1 8 y
− 2y +



8 3 6
3

 1 − y + 5y

if −2 ≤ y ≤ 0
fY (y ) = 3 4 483
 1−y +y

if 0≤y ≤2
3 4 48

CRV Problem No. 8
1
Given joint p.d.f. f (x, y ) = (6 − x − y ), 0 < x < 2, 2 < y < 4.
8
Find
(a) P(X < 1, Y < 3) (b) P(X + Y < 3) (c) P(X + Y > 3)
(d) P(X < 1/Y < 3) (e) f (x/y = 1)
Solution : Given joint p.d.f. of continuous r.v.s X and Y is
1
f (x, y ) = (6 − x − y ), 0 < x < 2, 2 < y < 4. (1)
8

CRV Problem No. 8
(a) P(X < 1, Y < 3) :

Z∞ Z∞
P(X ¡ 1,Y ¡ 3)= f (x, y )dxdy
−∞ −∞
Z1 Z3
1
= (6 − x − y )dydx
8
0 2
Z1 3
1 y2
= 6y − xy − dx
8 2 2
0
Z1
1 9
= 18 − 3x − − (12 − 2x − 2) dx
8 2
0

CRV Problem No. 8
Z1
1 7
= − x dx
8 2
0 1
1 7 x2
= x−
8 2 2 0
1 7 1
= − − (0 − 0)
8 2 2
3
=
8

CRV Problem No. 8
(b) P(X + Y < 3) :

Z∞ Z∞
P(X + Y < 3) = f (x, y )dxdy
−∞ −∞
3−y
Z3 Z
1
= (6 − x − y )dxdy [∵ by (1)]
8
2 0
Z3 3−y
1 x2
= 6x − − yx dy
8 2 0
2

CRV Problem No. 8
Z3
9 y2

1 2
= 18 − 6y − − + 3y − 3y + y − (0 − 0 − 0) dy
8 2 2
2
Z3
y2

1 27
= − 6y + dy
8 2 2
2
3
y3

1 27
= y − 3y 2 −
8 2 6 2

1 27 27 8
= 3 − 27 + − 27 − 12 +
8 2 6 6

1 4
= 3−
8 3
5
=
24

CRV Problem No. 8
(c) P(X + Y > 3) :
P(X + Y > 3) = 1 − P(X + Y < 3)

5
=1−
24
19
=
24
(d) P(X < 1/Y < 3) :
P(X < 1, Y < 3)

P(X < 1/Y < 3) = (2)
P(Y < 3)
Z3
where, P(Y < 3) = f (y )dy (3)
2

CRV Problem No. 8
Z∞
Now, f (y ) = f (x, y )dx
−∞
Z2
1
= (6 − x − y )dx
8
0
Z2
1
= (6 − x − y )dx
8
0
2
x2

1
= 6x − − xy
8 2 0
1
= [(12 − 2 − 2y ) − ((0 − 0 − 0))]
8
1
= [10 − 2y ]
8
1
= [5 − y ] Dr. E. Suresh
4 21MAB204T
CRV Problem No. 8
Z3
1
∴ (3) ⇒ P(Y < 3) = [5 − y ] dy
4
2
3
y2

1
= 5y −
4 2 2

1 9
= 15 − − (10 − 2)
4 2

1 9
= 7−
4 2

1 5
=
4 2
5
=
8
P(X < 1, Y < 3) 3/8 3
∴ (2) ⇒ P(X < 1/Y < 3) = = = [∵ by
P(Y < 3) 5/8 5
(a) and (3)]
CRV Problem No. 8
(e) f (x/y = 1) :

f (x, y )
f (x/y = 1) =
f (y ) y =1
" #
1
(6 − x − y )
= 8 1
4 (5 − y ) y =1

1 5−x
=
2 4
5−x
=
8

CRV Problem No. 9
The joint pdf
 of a two dimensional random variables is given by
2

xy 2+ x 0 ≤ x ≤ 2, 0 ≤ y ≤ 1
f (x, y ) = 8
 0 otherwise
Compute (i) P(X > 1)
(ii) P(Y
< 1/2)
1
(iii) P X > 1/Y <
2
1
(iV) P Y < /X > 1
2
(v) P(X < Y )
(vi) P(X + Y ≤ 1)
Solution : Given joint p.d.f. of continuous r.v.s X and Y is

2

xy 2+ x 0 ≤ x ≤ 2, 0 ≤ y ≤ 1
f (x, y ) = 8
 0 otherwise

CRV Problem No. 9

Z∞
fX (x) = f (x, y )dy
−∞
Z1
x2

2
= xy + dy
8
0
y =1
xy 3 x 2 y

= +
3 8 y =0
x x2
x (8 + 3x)
= + =
3 8 24
x (8 + 3x)
⇒ fX (x) = , 0≤x ≤2
24

CRV Problem No. 9
Marginal p.d.f. of Y
Z∞
fY (y ) = f (x, y )dx
−∞
Z2
x2

2
= xy + dx
8
0
x=2
x 2y 2 x 3

= +
2 24 x=0
4y 2 8 1
= + = 2y 2 +
2 24 3
1
⇒ fY (y ) = 2y 2 + , 0 ≤ y ≤ 1
3

CRV Problem No. 9
(i) P(X > 1):
Z2
x (8 + 3x)
P(X > 1) = dx
24
1
Z2
x2

x
= + dx
3 8
1
2
x2 x3

= +
6 24 1

4 8 1 1
= + − +
6 24 6 24

4 1 8 1 3 7 19
= − + − = + =
6 6 24 24 6 24 24
19
⇒ P(X > 1) = .
24
CRV Problem No. 9
(ii) P(Y < 1/2):
1
Z2
P(Y < 1/2) = fY (y ) dy
−∞
1
Z2
2 1
= 2y + dy
3
0
1
2y 3 y 2

= +
3 3
0
2 1 1 1
= × + ×
3 8 3 2
1 1 3 1
= + = =
12 6 12 4
1
⇒ P(Y < 1/2) =
4
CRV Problem No. 9

1
(iii) P X > 1/Y <:
2

1
P X >1∩Y <
1 2
P X > 1/Y < =
2 1
P Y <
2
Now
Z2 Z1/2
1
P X >1∩Y < = f (x, y )dxdy
2
x=1 y =0
 
Z2 Z1/2
x2

= xy 2 + dy  dx
 
8

x=1 y =0

CRV Problem No. 9
Z2 1/2
xy 3 x 2 y
= + dx
3 8 0
x=1
Z2
x2

x
= + dx
24 16
x=1
2
x2 x3

= +
48 48 1

4 8 1 1 10 5
= + − + = =
48 48 48 48 48 24

1 5
⇒P X >1∩Y < =
2 24

CRV Problem No. 9

1 5
P X >1∩Y <
1 2 5
P X > 1/Y < = = 24 =
1

2 1 6
P Y <
2 4

1
(iv) P Y < /X > 1 :
2
1 5
P X >1∩Y <
1 2 5
P Y < /X > 1 = = 24 =
2 P (X > 1) 19 19
24

CRV Problem No. 9
(v) P(X < Y ):
Z1 Zy
x2

2
P (X < Y ) = xy + dxdy
8
0 0
Z1 Zy
 
2

x
=  xy 2 + dx dy
8
0 0
Z1 y
x 2y 2 x 3

= + dy
2 24 0
0

CRV Problem No. 9
(v) P(X < Y ):
Z1
y4 y3

= + dy
2 24
0
1
y5 y4

= +
10 96 0
1 1 48 + 5 53
= + = =
10 96 480 480
53
⇒ P (X < Y ) =
480

CRV Problem No. 9
(vi) P(X + Y ≤ 1):
1−y
Z1 Z
x2

2
P(X + Y ≤ 1) = xy + dxdy
8
0 0
 1−y
Z1 Z

2

x
=  xy 2 + dx dy
8
0 0
Z1 1−y
x 2y 2 x 3
= + dy
2 24 0
0
Z1 !
y 2 (1 − y )2 (1 − y )3
= + dy
2 24
0

CRV Problem No. 9
(vi) P(X + Y ≤ 1):
Z1 !
y 2 1 − 2y + y 2 (1 − y )3

= + dy
2 24
0
Z1 Z1
1 1
y 2 − 2y 3 + y 4
(1 − y )3 dy

= dy +
2 24
0 0
" #1
y 3 2y 4 y 5 1 1 (1 − y )4

1
= − + +
2 3 4 5 0 24 −4
0

CRV Problem No. 9
(vi) P(X + Y ≤ 1):

1 1 1 1 1
= − + − (0 − 1)
2 3 2 5 24 × 4

1 10 − 15 + 6 1
= +
2 30 96
1 1 8+5 13
= + = =
60 96 480 480
13
⇒ P(X + Y ≤ 1) =
480

THANK YOU

Ppt-21mab204t - Unit III Two Dimensional Rvs

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Ppt-21mab204t - Unit III Two Dimensional Rvs

Uploaded by

Copyright:

Available Formats

Module III (21MAB204T)

Academic Year 2023 2024 (Even Semester)

Joint distributions - Marginal and conditional distributions

(a) For discrete r.v. (X , Y ):

Dr. E. Suresh 21MAB204T

(b) For continuous r.v. (X , Y ):

Dr. E. Suresh 21MAB204T

(a) For discrete (X , Y ):

Dr. E. Suresh 21MAB204T

(b) For continuous (X , Y ):

Dr. E. Suresh 21MAB204T

(ii) Marginal p.d.f. of Y :

Dr. E. Suresh 21MAB204T

Conditional Probability Functions

(a) For discrete (X , Y ):

Dr. E. Suresh 21MAB204T

(a) Joint Distribution Function:

FXY (x, y ) = F (x, y ) =

Dr. E. Suresh 21MAB204T

(b) Properties of F (x, y ):

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

E (a1 X1 + a2 X2 + · · · + an Xn ) = a1 E (X1 )+a2 E (X2 )+· · ·+an E (Xn )

(iii) In general, E (XY ) 6= E (X ) · E (Y ).

Dr. E. Suresh 21MAB204T

The joint probability mass function of X and Y is

Compute the marginal distribution function of X and Y . Find

Dr. E. Suresh 21MAB204T

The joint probability mass function of X and Y is

Dr. E. Suresh 21MAB204T

The marginal probability mass function of X is

The marginal probability mass function of Y is

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

Given the following bivariate probability distribution, (i) Compute

Compute the marginal distribution function of X and Y . Find

Dr. E. Suresh 21MAB204T

The joint probability mass function of X and Y is

Dr. E. Suresh 21MAB204T

(i) To find the marginal probability mass function of X and Y

The marginal probability mass function of Y is

Dr. E. Suresh 21MAB204T

(ii) The conditional distribution of X given Y = 2

Dr. E. Suresh 21MAB204T

(iii) To check X and Y are independent or not

Dr. E. Suresh 21MAB204T

A two dimensional random variable has (X , Y ) as a joint p.m.f.

which contains an unknown k.

Dr. E. Suresh 21MAB204T

The joint probability mass function of X and Y is

Dr. E. Suresh 21MAB204T

The marginal probability mass function of X is

The marginal probability mass function of Y is

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

Dr. E. Suresh 21MAB204T

(b) Prob. dist. of X + Y :

Dr. E. Suresh 21MAB204T

The two dimensional random variables (X , Y ) has the joint