STOR 435 – Lecture 10

April 7, 2020

Jointly Distributed
Random Variables
(6.1-6.2)
 Joint Distributions
  are often interested in how more than two random variables
We
are related. Examples where we are calling the variables .

Examples:
 Joint Distributions
  are often interested in how more than two random variables
We
are related. Examples where we are calling the variables .

Examples:
 Joint Distributions
  are often interested in how more than two random variables
We
are related. Examples where we are calling the variables .

Examples:
 Start with Two Random Variables

Graphical representations are a must for figuring these out!

 Start with Two Random Variables

Example: Use graphical representation to find an expression

for the following in terms of Joint CDFs.

Graphical representations are a must for figuring these out!

 Start with Two Random Variables
Find an expression for the following in terms of the Joint CDF:

Graphical representations are a must for figuring these out!

Two Broad Classes of Joint RV’s
Discrete is Easier
Expected Values –discrete joint RV’s

Messy Page – Take it slowly

Expected Values

Concrete Example (At Last!)

Jointly Continuous requires more care
Jointly Continuous requires more care
Jointly Continuous requires more care
Jointly Continuous requires more care
Jointly Continuous requires more care
Expectations: Continuous Joint RV’s

Compare to the discrete case.

Expected Values –discrete joint RV’s

Messy Page – Take it slowly

Example: Continuous Joint RVs
Jointly Distributed – Example 3
Jointly Distributed – Example 3
Jointly Distributed – Example 3
Jointly Distributed – Example 3
More than two random variables

Don’t show this to anyone planning to major in STAN

More than two random variables

Generalization - No surprises
More than two random variables

Generalization - No surprises
Example - Multinomial Distribution

Application to Election Polling, Blood Typing

Multinomial – Probability Mass Function

What is the distribution if r=2?

Multinomial – Probability Mass Function
Independence and Joint Distributions

So if F(x,y) is ‘separable’, we have independent variables.

 Independence and Joint Distributions

 1. So if F(x,y) is ‘separable’, we have independent variables.

2. But there is a catch: We must be able to describe the non-zero
domain as . (Example later.)
Independence and Joint Distributions

So if p(x,y) is ‘separable’, we have independent variables.

Independence and Joint Distributions

So if p(x,y) is ‘separable’, we have independent variables.

Independence and Joint Distributions

So if f(x,y) is ‘separable’, we have independent variables.

Example 5
Example 6
Example 7