MAT3003 Probability, Statistics and Reliability
Bivariate Random Variables
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Asst Professor, Dept of Mathematics
VIT Bhopal University
Spring 2024-25
Module 3 [Link]
Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Syllabus
Joint density function, Joint probability distribution, Marginal Probability
Distribution, Conditional Probability Distribution, Covariance, Correlation
Coefficient, Regression Analysis (partial and multiple correlation).
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Joint Distributions of Discrete Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Two Dimentional(Joint) Random Variable-Discrete
If all values of ( X, Y ) are countable (discrete random variable),then its probability mass
function defined as P( X , Y ) with following conditions are satisfies
1. P xj , yj ≥ 0, ∀ i, j
2. xi yi P xi , yi = 1
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
𝐋𝐢𝐬𝐭 𝐨𝐟 𝐅𝐨𝐫𝐦𝐮𝐥𝐚
1. Marginal Functions
𝑎) 𝑃𝑋 𝑥𝑖 = 𝑃(𝑥𝑖 , 𝑦𝑖 ) 𝑏) 𝑃𝑌 𝑦𝑖 = 𝑃(𝑥𝑖 , 𝑦𝑖 )
𝑦𝑖 𝑥𝑖
2. Conditional Distribution
𝑃(𝑋=𝑥𝑖 ,𝑌=𝑦𝑖 ) 𝑃(𝑋=𝑥𝑖 ,𝑌=𝑦𝑖 )
a) P(𝑋/𝑌) = b) P(𝑌/𝑋)=
𝑃𝑌 𝑦𝑖 𝑃𝑋 𝑥𝑖
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𝑃(𝑋 = 𝑥𝑖 , 𝑌 = 𝑦𝑖 )= 𝑃𝑋 𝑥𝑖 * 𝑃𝑌 𝑦𝑖
[Link] Distribution Function of ( X, Y ) is defined as
𝐹𝑋 𝑥𝑗 , 𝑦𝑗 = 𝑥𝑖 𝑦𝑖 𝑃(𝑥𝑖 ≤ 𝑥𝑗 , 𝑦𝑖 ≤ 𝑦𝑗 )
5. Formula
𝑎) 𝐸 𝑋/𝑌 = 𝑥𝑖 𝑃(𝑋 /𝑌) 𝑏) 𝐸 𝑋 = 𝑥𝑖 𝑃𝑋 𝑥𝑖
𝑥𝑖 𝑥𝑖
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example3:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example4:
From the following joint distribution of X and Y find the marginal distributions.
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example5:
Ans2: 1/6
Example6
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example7:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example8:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example9:
Example10:
Three fair coins are tossed. Let 𝑋 denote the number of heads on the first two coins,
let Y denote the number of tails on the last two coins .let Z denote the number of heads on
the last two coins.
a) Find the joint probability mass function of 𝑋 and Y and X and Z
b) Find the Probability of Y given X=1
c) Find the Probability of X given Z=1
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
JOINT DISTRIBUTIONS OF CONTINUOUS RANDOM VARIABLES
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Two Dimentional(Joint) Random Variable − Continuous
If all values of ( X, Y ) are countable (continuous random variable),then its probability joint
density function defined as f( x , y ) or 𝑓𝑥𝑦 𝑥, 𝑦 with following conditions are satisfies
1. f x, 𝑦 ≥ 0, ∀ x,y
∞ ∞
2. −∞ −∞
f( x , y )𝑑𝑥𝑑𝑦 = 1
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
𝐋𝐢𝐬𝐭 𝐨𝐟 𝐅𝐨𝐫𝐦𝐮𝐥𝐚
1. Marginal Functions
∞ ∞
𝑎) 𝑓𝑋 𝑥 = 𝑓 𝑥 = 𝑓 𝑥, 𝑦 𝑑𝑦 𝑏) 𝑓𝑌 𝑦 = 𝑓 𝑦 = 𝑓 𝑥, 𝑦 𝑑𝑥
−∞ −∞
2. Conditional Distribution
𝑓(𝑥,𝑦) 𝑓(𝑥,𝑦)
a) f(𝑋/𝑌) = b) f(𝑌/𝑋) =
𝑓𝑌 𝑦 𝑓𝑋 𝑥
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𝑓 𝑥, 𝑦 = 𝑓𝑋 𝑥 * 𝑓𝑌 𝑦
[Link] Distribution Function of ( X, Y ) is defined as
𝑥𝑗 𝑦𝑗 𝜕2 𝐹𝑋𝑌 𝑥,𝑦
𝐹𝑋𝑌 𝑥𝑗 , 𝑦𝑗 = −∞ −∞
f( x , y )𝑑𝑥𝑑𝑦 Note: = 𝑓(𝑥, 𝑦)
𝜕𝑥𝜕𝑦
5. Formula 𝑎 ∞
𝑃(𝑋 < 𝑎, 𝑌 > 𝑏) −∞ 𝑏
f( x , y )𝑑𝑥𝑑𝑦
𝑎) 𝑃 𝑋 < 𝑎/𝑌 > 𝑏 = = ∞ ∞
𝑃(𝑌 > 𝑏) f( x , y )𝑑𝑥𝑑𝑦
−∞ 𝑏
∞
b)P(X>a)= 𝑎
𝑓𝑋 𝑥 𝑑𝑥
∞
c) E( Y/𝑋)= −∞
𝑦𝑓 𝑦/𝑥 𝑑𝑦
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example1
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Example2:
Example3:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example1
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Example2:
Example3:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example4:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example5:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example6:
Example7:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example8:
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Example9: Verify the following
i)
ii)
iii)
Example10:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
Example11:
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Probability, Statistics and Reliability Module-3; Bivariate Random Variables
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