Indian Institute of Space Science and Technology
Activity-I
MA 311 - Probability and Statistics
Date : 6th Nov 2025 Time: 5:30 pm to 6.30 pm Max. Points : 10
Let (X, Y ) be a vector random variable which, in general, take values in R2 , i.e.,
the values of (X, Y ) look like (x, y) ∈ R2 . The variables X and Y may or may
not be dependent to each other. It means, in case of a vector random variable like
(X, Y ), we do not have events like “X ≤ x0 ” only involving x-values. It is because
whenever we want to talk about “X ≤ x0 ”, the corresponding values x of X do not
come alone, they come along with values y of Y as (x, y). Here one should note
that each (x, y) has a “frequency” and “sum” of all of them is 1. So, when (X, Y )
is a vector random[variable and we talk about the event X = x0 , then it refers to
the event Ex0 := “(X, Y ) = (x0 , y)′′ , means it consists of all the values (x, y) of
y∈R
(X, Y ) where x0 appeared as a 1st coordinate value.
We shall say the variables X and Y are independent if X and Y appears as random
variables from two independent random experiments, and therefore, any event related
to X is independent of any event related to Y and vice versa. We can define X and
Y independent if P (X ≤ x, Y ≤ y) = P (X ≤ x)P (Y ≤ y) for all (x, y) ∈ R2 .
Note that here all the values of (X, Y ) may form any region in xy-plane, need not
be just a rectangle.
1. Show that if X and Y are independent, then the vector random variable (X, Y )
always takes value in a rectangle (which need not be a finite rectangle).
2. Give a real life example of an experiment which generates a pair of discrete
random variables (X, Y ) such that the values of (X, Y ) do not form a rectangle
(may be triangular/circular etc). Find P ((X, Y ) = (x, y)) for all (x, y).
3. Assume that (X, Y ) is a pair of discrete random variables such that the mass
function f(X,Y ) (x, y) = P (X = x, Y = y) is known for each point (x, y) and
we want to find the probability of the event ′′ X = x′′0 . Explain, how will you
find it. What should be the formula?
4. Assume that for each such x you have fond the value P (X = x) and that
makes a function, which as if, it finds probability of X taking value x alone.
We call this function as marginal mass function of X and denote it by fX , i.e.,
fX (x) = P (X = x) for all x ∈ R. Can you express it this function graphically
(no need to plot), assuming the values of (X, Y ) lying in a irregular region?
5. The notation fX may look confusing as if you are considering X without con-
sidering the effect of Y . But look at the formula you have got for fX (x) and
note that it is in a certain way the effect of Y in X has been nullified. Please
explain why after the calculation of fX (x) is done, its value no longer depend
onX Y and it purely feels like the probability of X taking x alone! [Hint: What
is P (X = x)?]
x∈R
6. Now you must guess why fX is called marginal mass function! What is marginal-
ized here?
7. Now assume that X and Y are independent. Show that the above marginal
mass function fX you have achieved is truly the mass function of X, i.e., if gX
is the mass function of X, then fX (x) = gX (x) for all x ∈ R or values of X.
8. Assume that (X, Y ) is a pair of discrete random variable. The function F(X,Y ) (x, y) =
P (X ≤ x, Y ≤ y) = P ((X, Y ) = (u, v) | u ≤ x & v ≤ y) is called joint
distribution function. If X takes values x1 < x2 < · · · and Y takes values
y1 < y2 < · · · , then, show that
f(X,Y ) (xi , yj ) = F(X,Y ) (xi , yj )−F(X,Y ) (xi−1 , yj )−F(X,Y ) (xi , yj−1 )+F(X,Y ) (xi−1 , yj−1 ).
May use graphical representation.
9. Now show that X and Y are independent, then f(X,Y ) (x, y) = fX (x) = fY (y).
Note that in the independent case, it does not matter whether fX is marginal
or the original one, both are same!
***