- Erni D. Sumaryatie -
Probability Functions
Discrete Continue
1. Joint probability mass function 1. Joint probability density function
pXY ( x, y) P( X x, Y y) f XY ( x, y) P( X x, Y y)
x y
2. f ( x, y) dx dy 1
3. For any region A in the xy plane,
3. For any region A in the xy plane,
P( X , Y ) A p( x, y )
A P( X , Y ) A f ( x, y ) dx dy
A
Probability Functions
Discrete Continue
2. Marginal distribution 2. Marginal distribution
the individual probability the individual probability
distribution of a random variable distribution of a random variable
g ( x) p( x, y)
y
g ( x) f ( x, y) dy
h( y) p( x, y)
x h( y ) f ( x, y) dx
Example (Discrete)
Two ballpoint pens are selected at random from a box that contains
3 blue pens, 2 red pens, and 3 green pens. If X is the number of
blue pens selected and Y is the number of red pens selected, find :
a. The joint probability function p(x,y)
b. P[(X,Y) A], where A is the region {( x, y) x y 1}
c. The marginal distribution of X and Y alone
Example (Continue)
A privately owned business operates both a drive-in facility and a
walk-in facility. On a randomly selected day, let X and Y,
respectively, be the proportions of the time that the drive-in and the
walk-in facilities are in use, and suppose that the joint density
function of these variables is
2
(2 x 3 y ) ; 0 x 1, 0 y 1
f ( x, y ) 5
0 ; elsewhere
a. Verify f(x,y)
b. Find P[(X,Y) A], where A {( x, y) 0 x 1 / 2, 1 / 4 y 1 / 2}
c. The marginal distribution of X and Y alone
d. Cov(X,Y)
Independence
Discrete Continue
E g ( X , Y ) g ( x, y ) p ( x, y ) E g ( X , Y )
x y
g ( x, y) f ( x, y) dx dy
E ( X ) x p( x, y ) x g ( x) E( X ) x f ( x, y) dy dx
x y x
E (Y ) y p( x, y ) y h( y )
x y y
x g ( x) dx
E (Y ) y f ( x, y) dx dy
y h( y) dy
Covariance
Discrete Continue
XY E[( X X ) (Y Y )] XY E[( X X ) (Y Y )]
( x X ) ( y Y ) p ( x, y )
x y
(x
X ) ( y Y ) f ( x, y ) dx dy
E ( XY ) E ( X ) E (Y ) E ( XY ) E ( X ) E (Y )
Correlation
1 XY 1
Exercise
Find :
a. P(X < 2, Y = 1)
b. P(X > 2, Y < 1)
c. P(X > Y)
d. P(X + Y = 4)
e. Cov(X,Y)
Exercise
Find :
a. The marginal density of X
b. The marginal density of Y
c. The covariance of X and Y
d. The correlation of X and Y