MODULE NO.
5
JOINT PROBABILITY DISTRIBUTIONS
JOINT PROBABILITY DISTRIBUTION
The function 𝑓 𝑥, 𝑦 is a joint probability function of the
discrete random variables 𝑋 and 𝑌 if:
𝑖. 𝑓 𝑥, 𝑦 ≥ 0; for all 𝑥, 𝑦
𝑖𝑖. 𝑓 𝑥, 𝑦 = 1
𝑥 𝑦
𝑖𝑖𝑖. 𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝑓 𝑥, 𝑦 ;
𝐴
for any region 𝐴 in the 𝑥𝑦 plane
The function 𝑓 𝑥, 𝑦 is a joint density function of the
continuous random variables 𝑋 and 𝑌 if:
𝑖. 𝑓 𝑥, 𝑦 ≥ 0; for all 𝑥, 𝑦
∞ ∞
𝑖𝑖. න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 = 1
−∞ −∞
𝑖𝑖𝑖. 𝑃 𝑋, 𝑌 ∈ 𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦;
for any region 𝐴 in the 𝑥𝑦 plane
EXAMPLES
1. From a sack fruit containing 3 oranges, 2 apples, and 3
bananas; a random samples of 4 pieces of fruit is selected, if
𝑋 is the number of oranges and 𝑌 is the number of apples in
the sample; find: (a) the joint probability distribution of 𝑋 and
𝑌, and (b) 𝑃 𝑋, 𝑌 ∈ 𝐴 where 𝐴 is the region ሼ 𝑥, 𝑦 | 𝑥 + 𝑦 ≤
Solution:
a. determine 𝑓 𝑥, 𝑦
Solving for 𝑓 0,1 ; 0 orange, 1 apple, 3 bananas
𝑛
𝑓 0,1 =
𝑁
where:
n = 3C0 ∙ 2C1 ∙ 3C3 = 2
N = 8C4 = 70
2 1
𝑓 0,1 = =
70 35
Solving for 𝑓 0,2 ; 0 orange, 2 apples, 2 bananas
𝑛
𝑓 0,2 =
𝑁
where:
n = 3C0 ∙ 2C2 ∙ 3C2 = 3
N = 8C4 = 70
3
𝑓 0,2 =
70
Solving for 𝑓 1,0 ; 1 orange, 0 apple, 3 bananas
𝑛
𝑓 1,0 =
𝑁
where:
n = 3C1 ∙ 2C0 ∙ 3C3 = 3
N = 8C4 = 70
3
𝑓 1,0 =
70
Solving for 𝑓 1,1 ; 1 orange, 1 apple, 2 bananas
𝑛
𝑓 1,1 =
𝑁
where:
n = 3C1 ∙ 2C1 ∙ 3C2 = 18
N = 8C4 = 70
18 9
𝑓 1,1 = =
70 35
Solving for 𝑓 1,2 ; 1 orange, 2 apples, 1 banana
𝑛
𝑓 1,2 =
𝑁
where:
n = 3C1 ∙ 2C2 ∙ 3C1 = 9
N = 8C4 = 70
9
𝑓 1,2 =
70
Solving for 𝑓 2,0 ; 2 oranges, 0 apple, 2 bananas
𝑛
𝑓 2,0 =
𝑁
where:
n = 3C2 ∙ 2C0 ∙ 3C2 = 9
N = 8C4 = 70
9
𝑓 2,0 =
70
Solving for 𝑓 2,1 ; 2 oranges, 1 apple, 1 banana
𝑛
𝑓 2,1 =
𝑁
where:
n = 3C2 ∙ 2C1 ∙ 3C1 = 18
N = 8C4 = 70
18 9
𝑓 2,1 = =
70 35
Solving for 𝑓 2,2 ; 2 oranges, 2 apples, 0 banana
𝑛
𝑓 2,2 =
𝑁
where:
n = 3C1 ∙ 2C2 ∙ 3C0 = 3
N = 8C4 = 70
3
𝑓 2,2 =
70
Solving for 𝑓 3,0 ; 3 oranges, 0 apple, 1 banana
𝑛
𝑓 3,0 =
𝑁
where:
n = 3C3 ∙ 2C0 ∙ 3C1 = 3
N = 8C4 = 70
3
𝑓 3,0 =
70
Solving for 𝑓 3,1 ; 3 oranges, 1 apple, 0 banana
𝑛
𝑓 3,1 =
𝑁
where:
n = 3C3 ∙ 2C1 ∙ 3C0 = 2
N = 8C4 = 70
2 1
𝑓 3,1 = =
70 35
Hence
𝒚/𝒙 0 1 2 3
0 3/70 9/70 3/70
𝑓 𝑥, 𝑦 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
1 1/35 9/35 9/35 1/35
2 3/70 9/70 3/70
b. determine 𝑃 𝑋, 𝑌 ∈ 𝐴
Solving for 𝑃 𝑋, 𝑌 ∈ 𝐴
𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝑓 0,1 + 𝑓 0,2 + 𝑓 1,0 + 𝑓 1,1 + 𝑓 2,0
1 3 3 9 9
= + + + +
35 70 70 35 70
1
𝑃 𝑋, 𝑌 ∈ 𝐴 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
2
2. The amount of kerosene, in thousands of liters, in a tank at
the beginning of any day is a random variable 𝑌 from which a
random amount 𝑋 is sold. Suppose that the tank is not
resupplied during the day so that 𝑥 ≤ 𝑦, and assume that the
joint density function of these variables is
2 0 < 𝑥 < 𝑦, 0 < 𝑦 < 1
𝑓 𝑥, 𝑦 = ቊ
0 elsewhere
∞ ∞
Verify න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 = 1
−∞ −∞
Solution:
∞ ∞ 1 𝑦
න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 = න න 2 𝑑𝑥𝑑𝑦
−∞ −∞ 01 0
𝑦
= න 2𝑥 𝑑𝑦
0
0
1
= න 2𝑦 − 0 𝑑𝑦
0
𝑦2 1
=2
2 0
= 1 2− 0 2
∞ ∞
න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 = 1
−∞ −∞
MARGINAL AND CONDITIONAL DISTRIBUTION
a. The marginal distribution of 𝑋 alone 𝑌 alone are
𝑔 𝑥 = 𝑓(𝑥, 𝑦)
𝑦
for discrete case
ℎ 𝑦 = 𝑓(𝑥, 𝑦)
𝑥
and ∞
𝑔 𝑥 = න 𝑓 𝑥, 𝑦 𝑑𝑦
−∞
∞ for continuous case
ℎ 𝑦 = න 𝑓 𝑥, 𝑦 𝑑𝑥
−∞
b. The conditional distribution of the random variable 𝑌 given
that 𝑋 = 𝑥 is defined by
𝑓 𝑥, 𝑦
𝑓 𝑦│𝑥 = ; 𝑔 𝑥 >0
𝑔 𝑥
Similarly, the conditional distribution of the random variable 𝑋
given that 𝑌 = 𝑦 is defined by
𝑓 𝑥, 𝑦
𝑓 𝑥│𝑦 = ; ℎ 𝑦 >0
ℎ 𝑦
EXAMPLES
1. Suppose that the random variables 𝑋 and 𝑌 have the
following joint probability distribution shown in the table:
y x 1 2 3
1 0 1/6 1/12
2 1/5 1/9 0
3 2/15 1/4 1/18
Evaluate the marginal and conditional probability distribution.
Solution:
a. Determine 𝑔 𝑥
3
𝑔 𝑥 = 𝑓 𝑥, 𝑦 ; 𝑥 = 1, 2, 3
𝑦=1
𝑔 1 = 𝑓 1,1 + 𝑓 1,2 + 𝑓 1,3
1 2
𝑔 1 =0+ +
5 15
1
𝑔 1 =
3
𝑔 2 = 𝑓 2,1 + 𝑓 2,2 + 𝑓 2,3
1 1 1
= + +
6 9 4
19
𝑔 2 =
36
𝑔 3 = 𝑓 3,1 + 𝑓 3,2 + 𝑓 3,3
1 1
= +0+
12 18
5
𝑔 3 =
36
Hence
𝑥 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑔 𝑥 1/3 19/36 5/36
b. Determine ℎ 𝑦
3
ℎ 𝑦 = 𝑓 𝑥, 𝑦 ; 𝑦 = 1, 2, 3
𝑥=1
ℎ 1 = 𝑓 1,1 + 𝑓 2,1 + 𝑓 3,1
1 1
=0+ +
16 12
1
ℎ 1 =
4
ℎ 2 = 𝑓 1,2 + 𝑓 2,2 + 𝑓 3,2
1 1
= + +0
5 9
14
ℎ 2 =
45
ℎ 3 = 𝑓 1,3 + 𝑓 2,3 + 𝑓 3,3
2 1 1
= + +
15 4 12
79
ℎ 3 =
180
Hence
𝑦 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
ℎ 𝑦 1/4 14/45 79/180
c. Determine 𝑓 𝑥│𝑦
𝑓 𝑥, 𝑦
𝑓 𝑥│𝑦 = ; ℎ 𝑦 >0
ℎ 𝑦
𝑓 𝑥, 1
𝑓 𝑥│1 = ; 𝑥 = 1, 2, 3
ℎ 1
𝑓 𝑥, 1
𝑓 𝑥│1 =
1
4
𝑓 𝑥 │1 = 4𝑓 𝑥, 1
𝑓 1│1 = 4𝑓 1, 1
=4 0
𝑓 1│1 = 0
𝑓 2│1 = 4𝑓 2, 1
1
=4
6
2
𝑓 2│1 =
3
𝑓 3│1 = 4𝑓 3, 1
1
=4
12
1
𝑓 3│1 =
3
Hence
𝑥 1 2 3
𝑓 𝑥│1 0 2/3 1/3 ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑥, 2
𝑓 𝑥│2 = ; 𝑥 = 1, 2, 3
ℎ 2
𝑓 𝑥, 2
𝑓 𝑥│2 =
14
45
45
𝑓 𝑥 │2 = 𝑓 𝑥, 2
14
45
𝑓 1│2 = 𝑓 1, 2
14
45 1
=
14 5
9
𝑓 1│2 =
14
45
𝑓 2│2 = 𝑓 2, 2
14
45 1
=
14 9
5
𝑓 2│2 =
14
45
𝑓 3│2 = 𝑓 3, 2
14
45
= 0
14
𝑓 3│2 = 0
Hence
𝑥 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑥│2 9/14 5/14 0
𝑓 𝑥, 3
𝑓 𝑥│3 = ; 𝑥 = 1, 2, 3
ℎ 3
𝑓 𝑥, 3
𝑓 𝑥│3 =
79
180
180
𝑓 𝑥 │3 = 𝑓 𝑥, 3
79
180
𝑓 1 │3 = 𝑓 1, 3
79
180 2
=
79 15
24
𝑓 1│3 =
79
180
𝑓 2 │3 = 𝑓 2, 3
79
180 1
=
79 4
45
𝑓 2│3 =
79
180
𝑓 3 │3 = 𝑓 3, 3
79
180 1
=
79 18
10
𝑓 3│3 =
79
Hence
𝑥 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑥│3 24/79 45/79 10/79
d. Determine 𝑓 𝑦│𝑥
𝑓 𝑥, 𝑦
𝑓 𝑦│𝑥 = ; 𝑔 𝑥 >0
𝑔 𝑥
𝑓 1, 𝑦
𝑓 1│𝑥 = ; 𝑦 = 1, 2, 3
𝑔 1
𝑓 1, 𝑦
𝑓 1│𝑥 =
1
3
𝑓 1│𝑥 = 3𝑓 1, 𝑦
𝑓 1│1 = 3𝑓 1, 1
=3 0
𝑓 1│1 = 0
𝑓 2│1 = 3𝑓 1, 2
1
=3
5
3
𝑓 2│1 =
5
𝑓 3│1 = 3𝑓 1, 3
2
=3
15
2
𝑓 1│3 =
5
Hence
𝑦 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑦│1 0 3/5 2/5
𝑓 2, 𝑦
𝑓 𝑦│2 = ; 𝑦 = 1, 2, 3
𝑔 2
𝑓 2, 𝑦
𝑓 𝑦│2 =
19
36
36
𝑓 𝑦│2 = 𝑓 2, 𝑦
19
36
𝑓 1│2 = 𝑓 2, 1
19
36 1
=
19 6
6
𝑓 1│2 =
19
36
𝑓 2│2 = 𝑓 2, 2
19
36 1
=
19 9
4
𝑓 2│2 =
19
36
𝑓 3│2 = 𝑓 2, 3
19
36 1
=
19 4
9
𝑓 3│2 =
19
Hence
𝑦 1 2 3 ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑦│2 6/19 4/19 9/19
𝑓 3, 𝑦
𝑓 𝑦│3 = ; 𝑦 = 1, 2, 3
𝑔 3
𝑓 3, 𝑦
𝑓 𝑦│3 =
5
36
36
𝑓 𝑦│3 = 𝑓 3, 𝑦
5
36
𝑓 1│3 = 𝑓 3, 1
5
36 1
=
5 12
3
𝑓 1│3 =
5
36
𝑓 2│3 = 𝑓 3, 2
5
36
= 0
5
𝑓 2│3 = 0
36
𝑓 3│3 = 𝑓 3, 3
5
36 1
=
5 18
2
𝑓 3│3 =
5
Hence
𝑦 1 2 3
← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑓 𝑦│3 3/5 0 2/5
3. The amount of kerosene, in thousands of liters, in a tank at
the beginning of any day is a random variable 𝑌 from which a
random amount 𝑋 is sold. Suppose that he tank is not
resupplied during the day so that 𝑥 ≤ 𝑦, and assume that the
joint density function of these variables is
2 0 < 𝑥 < 𝑦, 0 < 𝑦 < 1
𝑓 𝑥, 𝑦 = ቊ
0 elsewhere
1 1 1
Find 𝑃 <𝑋< │𝑌 = .
4 2 4
Solution:
1 1 1
Determine 𝑃 <𝑋< │𝑌 =
4 2 4
Solving for 𝑓 𝑥│ 𝑦
𝑓 𝑥, 𝑦
𝑓 𝑥│ 𝑦 =
ℎ 𝑦
where
∞ 𝑦
ℎ 𝑦 =න 𝑓 𝑥, 𝑦 𝑑𝑥 = න 2 𝑑𝑥
−∞ 0
𝑦
ℎ 𝑦 = 2𝑥 = 2 𝑦 − 0
0
ℎ 𝑦 = 2𝑦
hence
𝑓 𝑥, 𝑦 2
𝑓 𝑥│ 𝑦 = =
ℎ 𝑦 2𝑦
1
𝑓 𝑥│ 𝑦 =
𝑦
1 1 3
Solving for 𝑃 < 𝑋 < │𝑌 =
4 2 4
1
1 1 3 2 1
𝑃 < 𝑋 < │𝑌 = =න 𝑑𝑥
4 2 4 1 𝑦
4
𝑥 1Τ2
=
3Τ4 1Τ 4
4 1 1
= −
3 2 4
1 1 3 1
𝑃 < 𝑋 < │𝑌 = = ← 𝐴𝑛𝑠𝑤𝑒𝑟
4 2 4 3
EXERCISE NO. 2
1. From a box containing four black balls and two green balls,
three balls are drawn in succession, each ball being replaced in
the box before the next draw is made. Find the probability
distribution for the number of green balls.
2. Find the probability distribution for the number of jazz records
when four records are selected at random from a collection
consisting of five jazz records, two classical records, and three
polka records. Express the results by means of a formula.
3. Suppose, in an eight-round match between two boxers,
the number of rounds that the match lasts has the following
distribution:
Number of
1 2 3 4 5 6 7 8
rounds
Probability 0.05 0.15 0.20 0.20 0.15 0.10 0.10 0.05
Find the probability that a match will last (a) more than four
rounds, (b) less than six rounds, (c) more than two rounds
and less than or equal to five rounds. Also, determine the
expected number of rounds that a match lasts and the
variance of the number of rounds.
4. A continuous random variable 𝑋 that can assume values between
𝑥 = 1 and 𝑥 = 3 has a density function given by 𝑓 𝑥 = 1/2. (a) Show
that the area under the curve is equal to 1. (b) Find 𝑃 2 < 𝑋 < 2.5 . (c)
Find 𝑃 𝑋 ≤ 1.6 . (d) Find 𝐹 𝑥 and use it to evaluate 𝑃 2 < 𝑋 < 2.5 .
5. Consider the density function
𝑓 𝑥 =ቊ 𝑘 𝑥 0<𝑥<1
0 elsewhere
(a) Evaluate 𝑘.
(b) Find 𝐹 𝑥 and use it to evaluate 𝑃 0.3 < 𝑥 < 0.6 .
6. The proportion of people who respond to a certain mail-order
solicitation is a continuous random
2
𝑓 𝑥 = ቐ5 𝑥 + 2 0<𝑥<1
0 elsewhere
(a) Show that 𝑃 0 < 𝑋 < 1 = 1.
(b) Find the probability that more than 1/4 but fewer than 1/2 of
the people contacted will respond to this type of solicitation.
7. The shell life, in days, for bottles of a certain prescribed
medicine is a random variable having the density function.
20,000
𝑥>0
𝑓 𝑥 = ቐ 𝑥 + 100 3
0 elsewhere
Find the probability that a bottle of this medicine will have a shell
life of (a) at least 200 days and (b) anywhere from 80 to 120 days.
8. Let 𝑋 denote the number of heads and 𝑌 denote the number of
heads minus the number of tails when three coins are tossed. Find
the joint probability distribution of 𝑋 and 𝑌.
9. Two refills for a ballpoint pen are selected at random from a
box that contains four green refills, three blue refills, and five
red refills. If 𝑋 is the number of green refills and 𝑌 is the
number of blue refills selected, find (a) the joint probability
function 𝑓 𝑥, 𝑦 and (b) 𝑃 𝑋, 𝑌 ∈ 𝐴 where 𝐴 is the region
𝑥, 𝑦 | 𝑥 + 𝑦 ≤ 3 .
10. Two random variables have the joint density given by
4𝑥𝑦 0 < 𝑥 < 1, 0 < 𝑦 < 1
𝑓 𝑥, 𝑦 = ቊ
0 elsewhere
Find the probability that 0 ≤ 𝑋 ≤ 3/4 and 1/8 ≤ 𝑌 ≤ 1/2.
11. The joint density of the function of the random variables 𝑋
and 𝑌 is
6𝑥 0 < 𝑥 < 1, 0 < 𝑦 < 1 − 𝑥
𝑓 𝑥, 𝑦 = ቊ
0 elsewhere
Find 𝑃 𝑋 > 0.30 │𝑌 = 0.50 .
12. Consider the following joint probability density function of
the random variables 𝑋 and 𝑌.
3𝑥 − 𝑦
𝑓 𝑥, 𝑦 = ቐ 9 0 < 𝑥 < 3, 1 < 𝑦 < 2
0 elsewhere
Find the marginal distribution of 𝑋 and 𝑌.