Chapter Five

5. Two-dimensional Random Variables

5.1 Two-dimensional Random Variables

Definition (Two-dimensional Random Variables): Let S be a sample space associated with a random
experiment E. Let X(s) =x and Y(s) =y be two functions each assigning a real number to each outcome s
element of S, we call (x, y) a two-dimensional random variable. Equivalently, we call X and Y bivariate
random variables.
Examples: It may be of one’s interest to measure
- The amount of precipitate (P) and volume (V) of a gas from controlled experiment (P,V).
- The total rain fall (R) and the average temperature (T) off locality during a specified period (R,T).
5.2 Joint Distributions For Discrete and Continuous Random Variables
Definition (Two-dimensional Discrete Random Variables): Let(X,Y) is a two-
dimensional discrete random variable if the possible values of (X,Y) are finite or countable
infinite, i.e. if the possible values of (X,Y) can be written as (xi, yj); i,j=1,2….
Definition: Let (X,Y) be a two-dimensional discrete random variable with each possible
outcome (xi,yj) we associate a number P(xi,yj)=P(X=xi,Y=yj) satisfying the following conditions;
i) P(xi,yj)> 0

∑ ∑ P ( X=x i , Y = y j ) =1
ii) x y

The function P is called the joint probability function of (X,Y).

The set of triplets (xi, yj, P(xi, yj)) is called the joint probability distribution of (X,Y).

Example1: Two production lines manufacture a certain type of item. Suppose that the capacity per day is
5 items for line I, and 3 items for line II. Assume that the number of items actually produced by either
production line is a random variable. Let (X,Y) represents the two-dimensional random variable yielding
the number of items produced by line I and II respectively.

Total
0 1 2 3 4 5
Y
0.25
0 0 0.01 0.03 0.05 0.07 0.09

0.26
1 0.01 0.02 0.04 0.05 0.06 0.08

0.25
2 0.01 0.03 0.05 0.05 0.05 0.06

0.24
3 0.01 0.02 0.04 0.06 0.06 0.05

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5. Two-dimensional Random Variables

Total
0.03 0.08 0.16 0.21 0.24 0.28 1

a) Show that the above probability distribution is a legitimate probability distribution.

Solution:
a) To show the legitimacy of the given probability distribution, we are expected to show the two
conditions that a probability distribution should satisfy. As can be seen from the given table all the
values P(xi,yj) are non-negative. Therefore, the first condition P(x i,yj)>0 is satisfied. Moreover, the
second condition is also satisfied because

∑ ∑ P ( X=x i , Y = y j ) =1 ⇒
x y 0+0.01+…+0.05=1

Example2: Let (X,Y) be a two-dimensional random variable with probability distribution f(x,y)=2 -(x+y)

x, y=1,2,3,…

a) Show that f(x,y) is a joint probability distribution

Solution:

a) This amounts to checking the two conditions for a probability distribution is checked as follows;
i) Clearly, f(x,y)> 0 for all (x,y) because f is an exponential function, whose range is non-negative.

∑ ∑ P ( X=x i , Y = y j ) =1
ii) To show the second condition x y we proceed as follows;

∑ ∑ f ( x , y )=1 ∑ ∑ 2−( x+ y )=1

x y Implies x y

( ) ∑( ) ( )( )
∞ ∞ ∞ x ∞
1 1 y 1 1 1 1
∑ ∑ 2−( x+ y)= ∑ 2−x ∑ 2− y = ∑ 2 2 2
=
1 2 1
=1
x y x=1 y=1 x=1 y=1 1− 1−
2 2
But
Thus since both conditions are fulfilled, we conclude that f(x,y) is a joint probability distribution.

Definition (Two-Dimensional Continuous Random Variables): Let (X,Y) is a two-dimensional

continuous random variable if it assumes all values in some region R of the Euclidian plane.
Definition: Let (X, Y) be a two-dimensional continuous random variable, then the joint probability
density function (joint p.d.f) of (X, Y) is a function that satisfies the following two conditions;

i)
f ( xi , y j )≥0 ∀ i, j

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5. Two-dimensional Random Variables

∬ f (x , y) dxdy =1
ii) R
Example1: Suppose that a two-dimensional random variable (X,Y) has joint p.d.f given by

f(x, y)=¿ {e
−(x+y)
,0<x<∞ ,0<y<∞ ¿ ¿¿¿
a.) Show that f(x,y) is a joint p.d.f

Solution:

a) Two show that the above function is a joint p.d.f we check whether or not the two conditions are
fulfilled or not.

i) Clearly, f ( x , y )≥0 for every (x,y) in R which is the first quadrant.

[ ] [ ]
∞ ∞ ∞ ∞
−1 ∞ x −1
∬ f (x , y) dxdy = ∫ ∫ e e dydx = e y ∫ e dx=(1) e x =(1)(1)=1
−x − y

ii) R 0 0 0 0 0

5.3 Marginal and Conditional Distributions

5.3.1 Marginal Distributions

Definition (Marginal Distribution (Discrete case)): Let (X,Y) be a two-dimensional discrete random
variable with joint probability function P(X=x i, Y=yj) .Then, the marginal probability functions of X and
Y are:
∞
P( x i ) =P( X =xi ) =∑ P ( X=x i , Y = y j )
j=1
∞
and P( y j ) =P(Y = y j ) = ∑ P( X =xi , Y = y j ) respectively
i=1

Example: The following table represents the joint probability distribution of the random variable (X,Y).

X
0 1 2
Y
Total
0 0.25 0.15 0.10 0.5

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5. Two-dimensional Random Variables

1 0.10 0.08 0.10 0.28

2 0.05 0.07 0.10 0.22

0.40 0.30 0.30 1

Total
Find the marginal distribution of X and Y

Solution:

3
P( X =0 ) = ∑ P( X=0 , Y = y j )=0 .25+0. 10+0 . 05=0. 4
j=1
3
P( X =1) =∑ P( X =1 ,Y = y j ) =0 .15+0 .08+0 .07=0 . 3
j=1
3
P( X =2) =∑ P( X =2 ,Y = y j ) =0 . 10+0 .10+0. 10=0 .3
j=1

Thus, the marginal distribution of X can be written as;

X 0 1 2

P(X=x) 0.4 0.3 0.3

Or

From joint probability distribution

table, the marginal distribution of X
is the column total for each entry as
shown below.

X
0 1 2
Y
Total
0 0.25 0.15 0.10 0.5

1 0.10 0.08 0.10 0.28

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2 0.05 0.07 0.10 0.22

0.40 0.30 0.30 1

Total

Marginal distribution of X

In a similar manner the marginal distribution of Y is also determined as follows;

3
P(Y =0) = ∑ P( X=x i , Y =0 )=0 . 25+0 .15+ 0 .10=0 .50
i=1
3
P(Y =1) =∑ P ( X=x i , Y =1 ) =0 . 10+0 . 08+0 . 10=0 . 28
i=1
3
P( X =2) =∑ P( X =xi ,Y =2) =0 . 05+0 .07 +0 .10=0 . 22
i=1

Therefore, the marginal distribution of Y can be written as;

Y 0 1 2

P(Y=y) 0.5 0.28 0.22

Or

From joint probability distribution table, the marginal distribution of Y is the row totals for each
entry as shown below.

X
0 1 2
Y
Total
0 0.25 0.15 0.10 0.5

1 0.10 0.08 0.10 0.28

2 0.05 0.07 0.10 0.22 Marginal distribution of Y

0.40 0.30 0.30 1

Total

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5. Two-dimensional Random Variables

Definition (Marginal Distribution (Continuous Case)): Let (X,Y) be a two-dimensional continuous

random variable with joint p.d.f f(x,y). Then, the marginal distribution of X and Y are respectively;
∞ ∞
g( x)= ∫ f ( x, y)dy and h( y)= ∫ f (x , y) dx
−∞ −∞ Note
 To find the marginal p.d.f of X, integrate the joint p.d.f f(x, y) w
for all values of y in R.
 To find the marginal p.d.f of Y, integrate the joint p.d.f f(x,y) wi
for all values of x in R.

Example: Two characteristics of a rocket engine’s performance are thrust X and mixture ratio Y.
Suppose that (X, Y) is a two-dimensional continuous random variable with joint p.d.f given by

f(x, y)=¿ {2(x+y−2xy) if 0<x<1 , 0<y<1¿¿¿¿

Find the marginal p.d.f of X and Y

Solution:

Let the marginal P.d.f of X and Y be given by g(x) and h(y) respectively. Then, using the definition of the
marginal P.d.f we get the following results.

[ ]
∞ 1 1 1
y2 2
g( x ) = ∫ f (x , y )dy =∫ 2( x+ y −2 xy )dy=2∫ ( x + y−2 xy )dy= 2 xy + xy =1
−∞ 0 0 2 0

Thus, the marginal p.d.f of X is given as follows;

g(x)=¿ {1 , 0<x<1¿¿¿¿
In a similar manner the marginal p.d.f of Y is also given as follows;

[ ]
∞ 1 1 1
x2
h( y ) = ∫ f ( x , y )dx =∫ 2( x + y−2 xy )dx=2 ∫ ( x + y−2 xy )dx =2 +xy − yx 2 =1
−∞ 0 0 2 0

h(y)=¿ {1 , 0<y<1¿¿¿¿

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