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Bivariate Random Variables (

probality distribution

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60 views28 pages

Bivariate Random Variables (

probality distribution

Uploaded by

Swastik koul
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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BIVARIATE RANDOM VARIABLES DISTRIBUTION OF TWO RANDOM VARIABLES In the last chapters we considered on} caple space. But we can define more tha aapk space. For example if we are. temperature of patients or height and wei etain region, then these experiments c: vitthe help of two random variables. ly one random variable on a in one random variables on a interested in pulse rate and ight of persons belonging to a an be described. mathematically Definition. Two Dimensional Random Variable. Let X and Y be two raiom variables defined on same sample space S. Then the function UY) that assigns to each element of S a unique point in R? is called a ‘wodimensional random variable. EQ, Y) is a two dimensional random variable on sample space $ into ES, then £ = {(X(o), ¥(o)), w € S } is the space of (X,Y). HCC isan event, then probability of C is defined as P(C)=PL(X, Y) € C]. ‘1-10 Dimensional Diserete Random Variable "XandY are both discrete random variables, then two dimensional dor "Watiable (X, Y) is called a discrete random variable, ‘ition, Joint p.d.f. of Discrete Random Variable. The joint lly density function of X and Y is defined as i PX =x, ¥=y)=/(x,y), where 9S) 0 and GO DD fy =1. — ee bh ‘seanned wih CamScanner 394 If X takes values X1,X2s--9% yy and Y takes val ues. then probability of the event corresponding to X = sy >| RAPIDSOL PROBABILITY, Dp, . d given by P(X = %), Y=¥4)= F (joy ;) and the joint Probabif vay function can be represented by the following table : Y Ps oe . v1 2 | tay a | fn) | fGp9) | Foy) [rey x |f£@an) | S222) F(5259n) fils) ee laa sees eae Sm | LCI) | £92) | oon fm) | Hea Total | fo(y1) fav) fru) Here P, (x) is obtained by adding all entries of X = 1 fri values of Y = y, ie. Py(x,) =PX= x,) = LOYAL VQ) + oot LR Iq) = f,(%,) for i= 1, 2, ...,m. Sometimes. f; (x,) is also denoted by f(x). Similarly, Py) =P(V=y,) = LOI) tF (9)) mt LO) “AO)=fy 0, ) for j=1,2,. Since f(x,), = 1, 2,, alone, therefore it is called mar Similarly, f, 0), 7=1,2, m is probability density function a ginal probability density function® + Ms called marginal p.d.f. of ¥- _di ‘Seanned wih CamScanner ATE RANDOM VARIABLE av rk. IEF ¥) is the joint pap athe 395 serspiliy oF event C is given by f Fandom Variables x and Y, then, P(C)= PUK, Y) € c]= Da. c saition. Joint Distribution Fy fi “ction, Joint distributi i sn ion function of x PNP SRYEY= yy F025) Asa ey ition. Marginal Distribution Functions, Marginal distribut eens of X and Y are defined ag Binal distribution Fy) = PPK Sx,Y=y) y and Fy()= D) PX =x xy, 12. Two Dimensional Continuous Random Variables IfX and Y are continuous ran dom variables, then variable (x, Y)is aaled atwo dimensional continuou: 's random variable, Definition. Joint p.d.f. of Continuous Random Variable. The Joint probability density function of X and Y is defined as P(X=x,Y =y)=S(, y), where O feonzo and i ff sexyyeea=t, Definition. The Marginal Probability Density Functions. The marginal MULOFX is defined as AO = ffandy. -0 Sinilaly the marginal pd.f. of Y is defined as FeO = [fenrae. | ‘Seanned wih CamScanner q RAPIDSOL PRO! 396 BABILITY THE ant Distributi ion. Joint distributi Definition. Joint Distribution Function. Joint distribution function and Y is defined as K os FO,y)=P(X $4, ¥ Sy)= J J fey aay, Definition, Marginal Distribution Functions. Marginal dit bu functions are defined as toy R= PK <9=PKSHY<™)=f [fanaa y@ and Fy ()=POS=PR<%YSH= ff Foy)deg, Fx (2) a Remark, x@) = fr (sy) dy, ay (y) =——F (x,y) de Feo) == Fes #PF(y) aay” 2. CONDITIONAL DISTRIBUTIONS Definition. Conditional Probability Density Function. The conditional probability density function of Y given X = x is defined as fay @y) Fx @) where fxy (t,») =f (Ge, ») is the joint probability density function of X and Y, and f,(x) is marginal probability density function of X- Similarly the conditional probability density function of X siv* Y =yis defined as and fy sy) = fx ld=f la)= = Say) Fx v@1=fGe|y)= LXE) xiv @ IY =F ly) %e) where f,(y) is marginal probability density function of Y- | — ‘Scanned wih CamScanner y RANDOM VARIABLES 39; Independent Random Variables, Two random vari . v Variable nd marginal Pat's 7 , x@), yaTe wht ae yee with joint PAL Fv(x,y) a a sgesid te independent fi fev) = Fx Fy0). ape 1 Let the bivariate probability distibution of x and Y be giy Bast en 2 4 5g Jo | 32 32 32 RD oe 1 1 1 6, 16 8 8 8 : tf 1 a 2 3232 64 64 ‘ a Find (/) marginal probabilities of X and Y (i) PK=1,Y <2) Wii) POX <1) (») PCY <5) @) PRK <3,Y <5), Sul () The probability distribution of X and Y is given by ees eG Px@) 1 2 z 3 8 0 —_— pt japon tae _— Meas. Gn) a 2 32 ol 1 11 uw Gg ee gg 16 | eal 1 tog 2 s 32.32 OH 64 64 eee eee orale: 322320COGHHC3s HH | PY) = b> oe ‘Sanne wih CamScanner oY Bi 398 RAPIDSOL PROBABILITY THEOR, ‘The marginal probabilities of X are Py (0) = P(X =0) =z, (= POK= = 2 Py (2)= PX = ad. ‘The marginal probabilities of Y are Py) =PCY=1 3 3 = P(Y =2)= 3 'y (2) = PCY = 2) ro Py(3) = PCY =3) = a, Py =P =a) 13, Py(S) =Py=9)-5, Py (6) = PCY = 6) = s (ii) PK =1, ¥ S$ 2)=P(X= 1, Y= 1) + P(X= 1, Y=2) (ii PR $ 1) = PK = 0) + POR = ves = (iv) PCY s 5)= PCY = 1) + P(Y = 2) + PLY =3) +P(Y =4)+ P(Y=5) - ll 13, 6 24 3 3 3 oan 2a 0) PO <3, Y S5)=P(X=0,Y $5)+P(X=1, ¥ <5) +P(X =2,Y 5) Feel t+ J+] t+ 4-4—-4— 2) (i arate) G alee ) ee eu eae 32°32" 6d 64 6a 4 ‘Seanned wih CamScanner JOM VARIABLES re RA = ere ne 599 o hy te oe probabil ity distribution of two random variables 9H pe given belo * a rind () marginal probabilities of X and Y (i) PX<2¥ 51) Gi) PX <3) (iv) PK <3,y <2) ) conditional distribution of X given Y = I and conditional jaribution of Y for given X = 2. $i The probability distribution of X and Y is given by 7 : 0 1 2 Seep, Ga) ee ee ee 36 36 36 36 36 | . 36 36 36 36 36 ee a 36 36 36 36 36 ee 36 36 36 36 36 Oe oll 36 36 36 36 | ‘Sanne wih CamScanner RAPIDSOL PROBABILITy THE, ‘hy From above table, the marginal probabilities of X are f(X=1)= 2 seK= a= 2 LK= 3)= ES Kad 36° The marginal probabilities of Y are ° PY = n= s, POY = 1)= 3e POY =2)= =, Py =3)= 0 36° 3 _6 ji) P(X <2,Y S1)= raxenysn= sed = 6.1 (ii) PC Se ciager: : 10,10 _20_5 =P(K=1)+ P(X =2, + = OLS (ii) P(X <3) = P(X = 1) + PC = 2 ag G6 co: (iv) P(X $3, ¥ $2)=P(X=1, Y 52) +P(QK=2,Y <2) +PK=3,Y 59 ~(2+d 2) (Edd) ht 36 36 36) (36 36 36) (36 36 °% pe 28 eld 36 «18° (v) The conditional probability function of X given Y is P(X=x,Y=y) P(X =2x/¥ =y), = Dee P(K=1/Y= P(X=2/Y=1)= pxK=3/Y=1=2 ‘Seanned wih CamScanner VARIATE RANDOM VARIABLES : 401 | Bl . 2 I =1)=PK=4Y=1) 36 2 | =4|/Y=1)= =sd=t. } and P(X=4] ) Pen a9 | 36 Hence conditional distribution of X given Y = 1 is X: 1 2 3 4 i 1 1 1 2 ees | Now; conditional distribution of ¥ for X =2 is piven by | P(K=2,Y=y POY =y|X=2) = POS2Y=y) P(X=2) | P(X POY =0|X=2) = PORE2Y=0) P(X POY =1|X=2)= PR=2V=D) _ In Pl PY =2|X=2) = PC ‘Sanned wih CamScanner ON RAPIDSOL PROBABILITY THEORY Example 3. The probabilities of a random observation on 402 a bivariate population (X, Y) is given by the table : For each observation pair Probabiligy 1 1), 2, 1), G, 3), (4, 3) pt (2,0), 2, 1), 3), 4, 3) om G1, 4, 1), , 2), (2, 2), 3,2), (4, 2), (1, 3), (2, 3) 0 Find () P(X =2) (ii) PCY =3) (iit) PCY =2|X=4) () Examine whether the two events X independent () P(K<4,¥ <2), Sol. From the given information the joint distribution is given below : = 4 and Y =2 are Y fe x aa 20 10 10 4 1 1 1 2) ww fa 3 eal 10 10 20 4 (ee ae ee 10 1 20 4 VO) ee Acces: 1 10 10 10 1 PX =2)=-, @ PR=2) 4 (i) P=3)=3., 10 (X=4) ‘ i - =4)= PIK=4)(¥=2)) _ 7p _ 2 P(Y =2|X=4)= =M ul POY ~21x=4)~ ROSA H 2 - 6-2 4 ‘Seamed wih CamScanner Ye givaRiATE RANDOM VARIABLES 408 P(X=0]Y =0) = wd = P(X=1/Y=0)= Hence conditional distribution of X given Y = 0 is ee -1 0 1 PX=x/¥=0):| 0 1 0 Example 5. A two dimensional random variable (X, Y) has a distribution aiven by f(x, y) “ze x+y), where x and y can assume the integral values only 0, 1 and 2 Find the conditional distribution of Y forX=2. Sol. The joint 7 density function is Sosy) = + (Qx+y), wherex=0,1,2and y=0, 1,2. Joint probability distribution of X and Y is Y ot | RO x of/o 2 Ss] aS 27. 27, 7 Cee pu 2) eee eee a 27 27 27 27 ko! 6 9 2 27 27 27 Conditional distribution of Y given X =x is Y=y) ey =y xa) = ROSE ESD, ‘Seanned wih CamScanner 1 406 RAPIDSOL PROBABILITY TH Ry P(Y= PC When X =0, P(Y=y|X=0)= P(X=0,Y=0) P(X=0) PCY =0|X=0) = PCY =1|X=0)= and P(Y =2|X=0)= P(X=1,Y=y) a =y|X=1)= When X= 1, P(Y=y|X=1) are iz =0|X=1=22=2 P(Y=0|X=1) a5 2 3 PIY=1|X=1==, 9, fa 4 Pee ae ata: When X=2, P(Y=y|X=1)= ee 4 PY =0|x=2)= 4, ¢ | ) b PYY=1|X=2)= 5 1s” and P(Y =0|X=2)= £ 15 “J ‘Seanned wih CamScanner wa aRiATE RANDOM VARIABLES iV! 407 Hence conditional distribution of y given X =x is |a ola win a 27 A tan dimanainnal wnndaee ot tt ne ene ‘Seanned wih CamScanner RANDOM VARIAt avaniATe BLES 409 and marginal distribution of Y is given by yf ott fp _{ 4 | 18 | 30 10?) @ G2et |g: mple 7. A two dimensional random variable (X, Y) has a bivariate ajgtbution given Dy Sey)=eBx44y), wherex=0, 1,2 and y=0, 1,2, 3. Find (i) cso that /(x, y) becomes a p.d.f, (ii) joint probability distribution (iii) marginal probability distributions (iv) conditional probability distribution of X given Y = y. sol. () We have, f(x,y) = (3x +4 y) forx=0, 1,2 andy=0, 1,2, 3. * x y cGx+4y) =1 x20 y=0 2 > De c(BxtO+3x4+44+3x4+843x412)=1 x=0 2 2 cD) 4+12xJ=1 > c[24+(24+12)+24+24)]=1 x=0 © We=1 = c=, 108 7 . 1 ii) Putting c= —, we get (ii) ae POy)= Te x4 dy), ¥=0,1,2, 9=0 12,3. + 10,0)=0,0, =, f(0,2)= 40,3)", 8” 108 a3 oa oul a 10,0 = £0 D= Te L(s2) TAT a $0, 0)=5 ea =! 4¢,3)-18, 20)=— £2) jog 1) “og 1 Darr ‘Seanned with CamScanner 410 oN RAPIDSOL PROBABILITY THER, Hence joint distribution of X and Y is given by Ne x 4 8 12 24 9 | ° tos 08 T08 | Tos Be aed eis e 108 108 108 108 108 » |s 2 «a | as 108 108 108 108 108 9 21 33 45 4 | ios ios ios ive | ! (iif) Marginal distribution of X is = 0 1 2 .| 24 | 36 | 48 4s * | joa | ios | ios Marginal distribution of Y is ye 0 1 2 3 -| 9 | 2 [33 | 4s Fro): 108 _| 108 | 108 | 108 (iv) Conditional distribution of X given Y = y is PK =x] ¥=y)= PXEHYEy)_ Sy) : P ) P(Y=y) When Y =0, PO=x1¥=0)= FE) P(X=0]¥=0)=0, P(X=1/Y= = 08. iz 7 108 a and P(X =2/Y= y= 18 i ‘Seanned wih CamScanner yr wa eRAncom VARIABLES an A =x/Y=1)- 2G) 21, QK=x/Y= I= 2? nen Y= 1, PC P(Y=1)* ae 21-18 =4 : wx-0l¥=) 2 I 108 os =1)= 108 =! px=1l¥=1) m3 108 10 vee 108 2210) wd PR=ZIYSD= “oy = 9y- 108 f(x,2) =2, P(X=x|Y=2)= : When ¥ ¢ | ) P(Y=2) » PK=0/Y=2)= P(X=1|Y=2)= ad PX =2| y= 2)= one 33 When y = 3, Pot=rIye3)= LE, a ‘Seanned with CamScanner } RAPIDSOL PR' a2 OBABILTY Th, 12 Hy 23-108 - 12 4 POKR=O1Y=3)" "gs a5” 15° 108 pel | =3)= 108 a PO TY=3)= 5 i 108 oe =2]y=3)= 108 =2 POR=21Y=3)= G57 5 108 Hence conditional probability distribution of X given Y is lo 1 2 3 x 4 8 4 ° [sis 1 7 1 SG 2 10 14 2 a 3 Qi s 3 Example 8, Two fair dice are tossed simultaneously. Let X denotes number on the first die and Y denotes the number on the second di. Find P(X + Y = 8), P(X + ¥ > 8), P(X = ¥), P(X + =6/Y=4 PK-Y=2). Sol. PK + =8)=P(X=6, ¥ =2)+P(X=5, Y=3) +P(K=4, ¥=4) + P(X=3, Y=5)+P(K= eed . 363636 "36°36 yaRIATE RANDOM VARIABLE all 413 ao. +PXK+Y= 19) P(X = Y) = P(doublets) = Pex =} Pye +P =2, y=) +PK=3,¥=3) 4 pK = 4Y=4)+POXK=5, ves) +PX=6,¥=6) ae 36 6 =4)= PAX+Y=6n y=4) P(K=2, y=4) =6/¥=4)= VAETSON Y=4) _ PR+Y=6/Y=4) Tay 7 Petit es eee eee ce 36 36 36 36" 36 36 36 md P(X ~ ¥=2)= P(X =3, ¥=1) + P(X =4, ¥=2) +P(X=5, ¥=3)+P(K=6,¥=4) ate a 36 36 36 36 eos Example 9, Two dice are rolled. Let X denotes the sum on the two faces ‘and Y the absolute value of their difference. Assuming that the dice are far, find 3 9 MK=yNW=n) Gy PIK=NNW=3) ii) PAX=y) (iv) PK + ¥=4) NK - Y=2)). f ‘Since denotes the sum of the two faces and Y the abacatevleof ti diference, therefore X is distributed over the integers 2, 3, is distributed over O25: el b> ‘Sanned wih CamScanner ) 420 RAPIDSOL PROBABILITY THEORY Example 14. The joint pA. of two dimensional random (X, ¥)is pg y ane me, O (P.U.2010 (9) Sol. Given joint p.d.f. is 2 en xt42%, O4) = J [ronda 2 pRIATE RANDOM VARIABLES, BW) 424 >X [Using (9) ‘Scanned wih Camscanner ao. RAPIDSOL PROBABILITY THEOR CF f : Y “ Bxanple 15. Let two dimensional continuous random variable (x Y)h, _joint p.d.f. given by ay _f6x?y, O Y). () Find P(X <1|¥ <2). Sol. Given joint pdf. is 6x7y, O ‘Seanned wih CamScanner ] RAPIDSOL a 424 : PUK <1). (¥<2)) Ry, a PKSHY <= pry ca) Example 16. Let p.d.f. of continuous random variable (x, Yyp xa e ern O

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