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PQT Unit 3

The document outlines the syllabus and key concepts related to two-dimensional random variables, including definitions, joint probability functions, marginal and conditional distributions, and independence of random variables. It provides examples and problems related to discrete and continuous random variables, as well as correlation types. The document serves as a comprehensive guide for understanding the statistical properties and applications of two-dimensional random variables.

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HRITIK SABARISH
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13 views17 pages

PQT Unit 3

The document outlines the syllabus and key concepts related to two-dimensional random variables, including definitions, joint probability functions, marginal and conditional distributions, and independence of random variables. It provides examples and problems related to discrete and continuous random variables, as well as correlation types. The document serves as a comprehensive guide for understanding the statistical properties and applications of two-dimensional random variables.

Uploaded by

HRITIK SABARISH
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF or read online on Scribd
|ONAL RANDOM VARIABLES UNIT ‘WO DIM Syllabus ‘* Two Dimensional Discrete Random Variables * Two Dimensional Continuous Random Variables Marginal Distribution Funetion © Conditional Distribution Function * Independent Random Variables © Correlation © Regression © Central Limit Theorem TWO DIMENSIONAL RANDOM Vz [BLE Definitions : Let 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 5 € S. Then (X,¥) is called a __ two dimensional RV. Example: Throwing a die and tossing a coin simultaneously. We get a two dimensional sample space. The outcome of throwing a die is represented as random variable ¥ and the outcome of tossing a coin is represented as random variable X. When both these random variables occur simultaneously or jointly, the probabilities of joint occurrences can be written in a matrix form called joint probability matrix P(X, ¥). Two Dimensional Random Two Dimensional Discrete Random ] Two Dimensional Continuous Random Joint Probability Mass Function (p.m) > P(xvy) = 1 ‘Marginal Probability Function of X "Marginal Probability Function of X POX =x) = PC) reo=[ seayay ‘Marginal Probability Function of ‘Marginal Probability Function of Y P= yd =) PC) foy= [fener T _ pains Conditional Probability X given Conditional Probability X given ¥ _ Poy) —f&y) Poly) = feajy) = Conditional Probability ¥ given X Conditional Probability ¥ given X > Py), fy) PO/x) = fey) OP = Pap F019 = Fox) Independent Event Independent Event FO) P(x, y) = P@) PO) fy) | Definitions: If the possible values of (X,Y) are fi random variable. The values of (X,Y) can be represented as (x;, 1. From the following distribution of (X,¥) find (i inite or countably infinite, tate 2, PROBLEMS IN TWO. DIMENSIONAL DISCRETE RANDOM ‘ARIABLE PROBLEMS IN TWO DIMENSIONAL DISCRETE RANDOM VARIABLE (XY) is called a two dimensional discrete () P(X <1) (i) POY <3) (ii) P(X < 1, <3) (ix) P(X <1/¥ <3) 4 PCY S3/X <1) (vi) P(X+¥ <4). =| a 2 3 4 5 6 @ 0 0 432 | 232 | 282 | 342 | | 1 | 46| ue} w|\ wl wl w | 2 | 2 | 2 | 6s | 04 | 0 | 264 Solution: = = a 1 2 3 4 5 6 PUR =x) | 2 2 3 e ° 32 R Era m2 ie 1 1 1 p28 1 a a a | PAP a 1 2 =aet 2 a ° pura a= 4 1 16 P=») a Py = 6) = 1 20 2 D+ PW =2) +P =3)- 245488 (ii) PO S1,Y <3) = PO,1) + PO,2) + PO,3) + PCL,1) + PCA,2) +PC4,3) <0 404 (iv) PO sayy <3) = Paste ms) = 7B () PCY $3/X <1) = Pests) @ a PUxSA) 26 @ P& $1) =P =0)+ PK =1) Gi) PY <3) =PY aes mtietietes (vi) PO +Y = 4) = P(O,1) + P(O,2) + P(0,3) + P(O,4) + P(A, 1) + (1,2) + P(A,3) + P(2,1) + P(2,2) = The joint probability function (X,Y) is given by P(x, y) = k(2x + 3y),x=0,1,2;y=1,2,3 O paonine narginal distributions (i) Find the probability distribution of (X + ¥). (ii) Find all conditional probability distributions. Solution: es 1 2 3 Pw o 3k 6k 9k Pu =0) 1 Sk Bk 1k P=) 2 7k 10k 13k PUK =2) = 30K P=» [po =1)=15k | par=2)=244 | pv=3)=3an | yan Dieoaz Eyeraa Pei y) 2 72k=13k= 4 Er PO =2/¥ =1) = RISlelsle) Pv =y) | Pa v (The marginal probability distri PW=y) | py (i) Find the probability distribution of (X + Y) ni n*n 7 X+Y 1 2 (0,2) + P(A) = 35 + . 7 3 | P@3)+PA2)+P2D=—5 4 P(1,3) + P(2,2) = 5 Total porn, PO P(x =1/¥ =2) <7! Px =o/y =3)=4 Pu =a/x=1)= PY = 3/8 =1)= PW = 1x =2) = P= i > PU=2) PUY = 2/X = 2) = PARR V2) PY 3/K = 2) = AOD The joint pub f. of ereX. Nedoint pAF. of (X,¥) where X & ¥ are discrete is given in the following table. Are X and Y are independent. Y o 1 2 0 or | 004 0.06 1 02 0.08 oz 2 02 0.08 012 Solution: ! YY] a | 2 1 } 2 P(X = 2) 0 Ol 0.04 0.06 PK I 02 0.08 0.12 P= 1)=04 2 02 0.08 012 PIX =2)=0.4 PY=y) | PW=0)=05| P= Pw= 7 IfX and Y are independent P(X = x,¥ = y) = P(x = x) P(y = y) P(x PO P(x = 0) P(y = 2) = 0.2 x 0.3 = 0.06 = P(X =0.Y 4 x 0. 4 x 0. 14 x 0.3 = 0.12 = P(X = 1,Y = 2) Ax05 = 0.2 = PX ) P(x = 2) PQ = 1) = 04x 0.2 = 0.08 = P(X = 2,¥ = 1) P(e = 2) P(y = 2) = 04 x 0.3 = 0.12 = P(X =2,Y =2) + Xand Y are independent. 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, 2.& ¥ can take the values 0, 1, 2,3 PX (drawing 3 balls none of which is white or red) = P(all the 3 balls drawn are black) Pa beer 1d 2a )) dD | 1) = P(drawing 1 red and 2 black balls) P(X = 0,¥ = 2) = P(drawing 2 red and 1 black balls) P(X = 0,¥ = 3) = P(drawing 3 red balls) = 3 = 5 P(X =1,Y = 0) = P(drawing 1 white and 2 black balls) 20, x46, 9 P(X =1,Y = 1) = P(drawing Iwhite , 1 red and 1 black balls) = = 1,¥ = 2) = P(rawing 1 white and 2 red balls) = 5534 = 3) = P(drawing 1 white and 3 red balls) = 0 (Since only 3 balls are drawn) Sevacy P(X = 2,Y = 0) = P(drawing 2 white and 1 black balls) = “57° = <> P(X = 2,¥ = 1) = P(drawing 2 white and 1 red balls) = a $ P(X = 2,¥ = 2) = P(drawing 2 white and 2 red balls) = 0 (Since only 3 balls are drawn) P(X = ZY = 3) = P(drawing 2 white and 3 red balls) = 0 (Since only 3 balls are drawn) 5. The joint probabil +y) = (Find the conditional distribution of ¥ given X = 2 (ii) Find the conditional distribution of X given ¥ = 1 Solution: = ¥] . 7 : P(X =x) ceo ; 3 Z P(X =0)= o ° a 27 1 2 a Paxaay=e : a 7 cu 4 5 4 = PUK =2)= ee z _B seas 27 6 - . . 1 pay=y) | pY=0=5 | py PO =x/¥ =1) = PU R1¥=t= ) ‘TWO DIMENSIONAL CONTINUOUS RANDOM VARIABLE Definitions: 1 (X,Y) can assume all values ina continuous random variable. PROBLEMS IN TWO DIMENSIONAL DISCRETE RANDOM VARIABLE The joint pdf of a wo dimensional RV (X,Y) is given by f(x,y) = xy? +=, OS2<2,0<¥ <1. Compute 0 PR> 1 P(Y <3) ay P(x > LY <1) wy P(x> 4/7 <1) P(V<4/x>1) (9 PX) G9 P(X+¥ S51). ‘Solution: Method POR > 1) = fg hea (ey? +E) ae dy = E+E] ay = (E+ aa PE+R] = Method I= Using Margin Fe) = Ie f le vidy = [2 (09? +2) feladde = Ly G45) ae = E+E] = ecified region R in xy - plane, (X,Y) is called a two dimensional faolE+ 3)-G+ ale 6 y ~ _ Mela T — =f -[2 FeO dy = fg oo +3) pegs xt ened Gi) P(X> BY <3) = Saglea (ay? +S) avdy = BoE +E] oy = GoollE+ 2)- E+ alo =o wey ; (iy) P(X> we roared) wo PV <3 eas Fan . a e+ la fool P+ Bh, = Sool ow Pery3) ay POY < xan P(X-<4, ¥ <3) ay P(y 4) = hasfende = Shs (2x8 +B) ax = E+ Gi) PO 0. Find the value | afk and prove also that X and ¥ are independent. Solution: ‘By the property of the joint pdf Feo Ig kay oO dx dy = 1 k[P ye *dy| [igre dx] =1 #, Range: x =02u=0,2=05u=0 & ~S+5 ty -3 lai) p(x xdx vay? = dv =2ydy > ydy = ©, Range: y=030= [eo Se |e SE] = 1 > Fete Pa Ug et Marginal Density Function of Xand ¥ fx) = IE 4xy en dy = Axe [Py eM dy = axe fo Fe) = Sg day ede = 4ye* J xe dx = Ay 7 J = aye" [E]” = avert yo 0 Fie(x) fir(y) = 2xe™* 2y 0" = Axy oe 19) = fer(.y) = The RVs x and y are independent. 4. The joint pdf of ex-y, 0Sx51,0SyS1 Joint pdf of «two dimensional RV (X,¥) ts piven by fox. = {°* mtg al (i) Find the marginal density functions of X. ae i 4 sinal density functions of X and Y. (i) Conditional density functions. Solution: () The Marginal Deny PanconofXendY ae file) = f2.(2—x~y)dy = 2y-2y 2], po2#osxst x yx] ,osysi The Conditional Density Function of X and ¥ ford) ae 5, IfX and ¥ have joint pdf f(x,y) = in Oexy=v+27, = 2740 =27-2.125 =25 uw) nbe?-(e)?. (8x163)-(-17)" car _ 4, _AEW-Gwae) _ oom wnin _ 2 By = ou = Saag! Tonia)? 980 OFS Correlation coefficients : r = +/Byy byx = +V0B1 0.83 = 0.82 Regression line of Y on X y-y r2@-y= y—25 = 0.83 (x-30) => ¥ 83 x—0.1 When x = 38, y= 31.44 Regression line of X on Y x-g=r2(y-y) 3 x-30= 81 (y— 25) = x= 0.81 y+9.75 When y = 18, x= 24.33 L In a partially destroyed laboratory record of an analysis of a correlation data, the following results only are legible. Variance of X = 9. Regression equations 8x ~ 10y + 66 = 0, 40x— 18y = 214. Find () The mean values of X and ¥. (i) The standard deviation of ¥. (ti) The coefficient of correlation between X-and ¥. Solution: — Since both the regression lines pass through the point (%, 9) 8x - 107 + 66=0 wm 40% — 189 = 214 Q) Solving (1) and (2) we get, ¥ = 13, Y= 17 ‘The equations of the regression lines can be written as 8x ~ 10y + 66 = 0 = —10y = 8x + 66 => y= 08x +66 Equation of line of regression of Y on X, byx = 722 = 0.8 40x — 18y = 214 = 40x = 18y + 214 => x = 0.45 x +535 Equation of line of regression of X on Y, Bay = = x V0.8 x0.45 =0.6 Given the Variance of X = 9 => 6, = /Var(®) y9=3 ra 2 oy aro =06K3=4 Correlation coefficients : r PSSA See ees | — Conbol fimit thesier : the cenltot Limit theorem states that wr ee qenezet tondibrons the Buin And means oF Korn ples of Zardom measurement Araun fom 4 popelation Jend Lo posses an a pprereirnately well Zehape d Aompling Airdicbeetcon SS TY Aardorm ample af em oben vouie” ase dar be an ape tempting fom a nermal poputalon wilh fen and Variance o? -when pr ix desge 4 apprersemately © dish bute ef Ihe Bounple mean app . hesmally olislidachad ustth sea c c. pi sp and fe ques . oF ¢ ce c- Theeterm : ce SX, Ma Ky ie a Kequance of ae ~ dent and aA eictieally oliataibuted (oe) eve e| each Aaving ean pp and asicnes cand 4 c Ys Xt Gt -- + Xn | then the Vasiale x2 ¥- ie ed | Pas a dustibutton tat approaches tha Standard * oO hetmal distrbution a8 N20 provided m gf a exis q oS Biffererd gorins of central Limit theotem . & Liape vao if jeve o4 cer }. oo dX a weguonce of indy, . Rev ustth E(xepi and VOXED= OF 7 bat, 2 ee f A ee ee o So Follows a ND wilh mean peep SE a . ([ ef oe o ots Ge ay | Note : mean og the Baro The sampling dectathalvon approaches a WP aracepective af ahiny, sof Be peputation qm ohers the arople as taker pha BD pecermes NY clese and approximate be with anctegis ik eample fine: 5 E(% ) + tee BO 5 v(m = pee ond op a (n> iz ae wR WR) noe jy Rev Peet tae ats ave the ome pdf ustth rea fe and Variants o> ther RV Sp 2 hitX, oot Xo follows n> with mean (rp) ard vastance (ne) et Let Xr %a-- Xg, be andepenclent # identically Ai4/: a hv wih pes 8 w=, Find P( 42 2 X+% + --tXQ, 2Io) eee WCC TCU SEITE 2) Gn [es Fld? a? = Vas [x)= 4 x X~ ON (op rein). X~ NW (200, 5) Pia 2% 22) = pfigg-200 | y 2 210-200 hb = [oo ie Ee om e P(-b 2ze 2) > P(-1bezeoe Ploeze 2) 2 O-HAS2 + O-HTTZ. = 0-420. The lige time oy o bub be comidecd a2 a RV with mean lsoohr and SD gsofm. Finol Be probability weg and K > Mean Life dime of b bulbs. certain biand og am eleckic. arI9 aM ANANDA AAA. CLT thet average Age time of bo bulbs c excecds [250 hus & o | F(x) = [200 i hip) = 250. = 7 a. ™ youl x) = a= 250°" & n= bo oe o ty Mae weeceeceorurn CTT A condom ample Of Axe [oo ik taken deom a using eLT, with what pechabitity wean Wwe atees thet ro2an of the vbample wll not differ gem pre be by tie than +. Given Pe E(x) = 60. o? = Voa( x) = doo. hn 2100 K be ample ream K eller mD- K ~ NC pitied Kvn bog). eG we ellowa 4 follows Nips ef, ) cn N( boo, 25%) _ Ke pee "hn (7°fiw) Given X- is0- ZL: |oev—jaoo , soxtto . |-Se - 250. 5 250 Cl p(x 155) = og -P(0Lz I-55) = 05 - 04344 = 0-606. Za population there mean 4 bo and asian u HOO. £ Go plis-belea] «PL

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