0 ratings0% found this document useful (0 votes) 28 views20 pagesTwo Dimensional Random Variables
U will get here all proofs and numerical based on 2d random variables and various topic information linked to advance probability
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content,
claim it here.
Available Formats
Download as PDF or read online on Scribd
aod wit
+ Who diversi enal vrondenn vasfable :- Let E be on ep Cunt
. oy eee ond S Ceo comple araastoted
wine. Let x(s) and: y+ r(e) be 4wo fineHtan dia
oecigiy a weal we-, 10 each outcome SES. The (x74)
tc a two sipen tena. | pondem yasfoble
ae :
is
1 Ge |
‘Poo Dimen'sfonat Sesercte nondam vartoble:— Spake eb d, pesdible.
Be ee ee ee ee ° eo
Volues wa Bmenctanol perder Nanfable C4) ts-ivtle (
an combat Bp bte + en (xy) fs ented tue dimensvonell
Alsexete sordom Vasfolle (Xi) . THe posdile volue | Gy)
oe be rap runertad os Cahyf) whee Cota Fe a2, ye
¢
Cy) + FObyi) baa pg fea emt
Festa Suppose tee unblased dice axe @dbat sisted taytthen.
ox be the no on peat Bee ond Y be the ne on"
Second dfee. “he sci possible Values ab De f
FCs) G2)--- (85) F mc) cane.
* Taxe_aimercional coninueus ondom varFable:— Le xy a
OSsume alt volun ts Some non- countoble sets ah
420 dimenctonal qyne then eo fs cabled twa dimmsions!
Continuous — srondom varsolle . meas a Ge 7H) adsumes
volua in ote fins
eal Cr) Fgh » cer ed » ceyedt ther Gry) ts
called tua dlmensbonol Mond am Norfoble
+ Taknt Prorabiti sense ees Te Let Ct)
be 0 two dfmenstonal a’serete Handom ~asveble . “Then toy
poe * posstole Volua CF ad) Cay ee piace.
% < ae, i.
treve assacde 0 sxal wo IG 8) bey Mutenting» PCx xa 4) ts walled ow joc Tee, dentfon
y Gay). aie solely the pvootny condivans :-
»& Pe a) 20 Jon at? (my)
y & 2% PCa idea
fa
wh Ze z 6 nai LP eyiden
y ee
y SEP TSplets Fad, y PC, 4d F Cbd p es Sle
fs cated (fe Peet wan funchlan.
© Touk ent atcsbe ty ndty freien: “lee (x rt) bea Iwo
dimensfonal conCirou BV: agermning all value o same
Fegtene R of he Euchdeon plone. he jot post
’
' function ) fs a dnc thok ogi +e follouting—
conditions —
«) ha) > O° fon evo! Guy)
&) ate ae bGuy) dy ana
, , eZ
TO aw is pisexelt Ct”
Nite taginsl qeunsistiy furaifeda Gh Rott Uasturten 6
Aimensiona dAfecsek randon
V vowlobsle CY) fe given) then taal dS cktbutfen io) xis —
Pardo P rae) pce ee ox Xow, Yue? ‘)
\ Sinatlondy massed Afctudbublon arr a
PCa o ves Plom, Y- y or YX Yd)
od) - [Era
ily Coultmmous casei Let F bethe [ast salut pal al twa
dUimentona conbnyaut sev. (ae 4) + We
dd jee 4 ond Wo the wore Prahodiithy dente Jrrdtons
oh % ond ¥ once peavey OneAe [Theo Hy
Fas JP hp Grex
5
* Condit mal Dectstbule — funchfon
cy Disertte case :— Let (ibe o tule dimensional (x/y) wth
Jetur Protearittey, prretion P(x) then
cendiHonad, dichtbuive ala ,
Qthen 2
Pst ag) =P Gox naw) 2 PCex, yeu)
© PGE) PCa)
> P Gis)
“P (ai)
Sintlordy the condivonal di setbutive o} 4 ges
PCy lees) + PGent, Yea),
P (tx)
Remark).- © PGS)
"For DD Discnele Hondom -vasvobl! (x7)
z P(e] yea
wee
ad 2 Cal) ea
(iby Continuous Case Let (x71) be a 2D) continent By with
A pa pGry) . Ren conaitfonad pay of
X aten yy ts ae by |
a :
=| ): Ye) . nid>o
« K Len) ly ) j
gtadianty Cul) * ea a GooRemark 2 ty Jac aust
J" ela) dye
* Joh cap s— Lee x,y be ord Hv, the cdf on Didetbubve
uealton 2 Hondom Vaniole (x7) Us difved
a Play)? P(xE% s 144)
a z 2 plan) 2 Diseowe
“ ea SS hay) ae dy > Convinneus
+ Monatnal pishtbulve Funcifen:- Ea
w& Discwle core t- The worgival. Uaributive jpneton ¥ Bqve
by
F(x)? gue - £ P(ten Yeu)
whet box) cs the fobs AF gheibutive furctfon 4 CM) -
e Cy)? 2 FG) . Z P(x cued)
deol Aidt uutie. funcfon efx
ghee by
a
£a~ al f \" ees
>o
i Continuous Coser a
eNews
a a mongol A dribubive a He gues by
Fou) > J; 14. pons) a] dy i
7 ndepridendh ie) Random Nudd alse tr
U7 Bisel coce- Lek (t)Y) (be a 25D dischele iy they we
Wek Lond Y ase Crdependent ww 4
and ovty th
DPC GY)» P Gerd) PCA 43)
Be P(A ras)? PCw) Pui) for eraty sant yD: PCat wd> wor)
mt Cuil By)
& Cortinueus Case, to Leb X em Y be a 2-D conbiwuouc ov
then we say thot Kand Y ane
7 brdependent’ SN: i ond only 1
© LOW) QGIeG) ag ay
yg Gly) + ae)
Siw tonty Wale) HCY) F dey
Ql Wwe per Dichibutve of Co ts given iy the jattowng
soble .
Xx? + LM
© fac} n fox fe
a kK} UK K uk }
WK
Delesuine -the value we. Gt tek
ch Plxen, 922), P(verd, PCa), P42, ya)
ay Maxginel dishvoulwe 6) Xena.
(Bh ondSforol Derby AL Y qhen X=1.
(IN) Condifenal Disbibutfen 4x gro Yt:
GW) Ans Kandy independent %
ol 2 pl, wie
FO oon
oKed
lo
WP Uke L YeL) > PO Yaa) 4 Pea ra)
> W407
203
PO CxeD>d> PCxx0)+ P(xt-4) +P (ye)
+ OY OS+03) > OPCy-3) 2 OM
PUrer ,yes)s POe0, ye dye hOts ¥ 23)
7 PL Geo poy +P (407-4) POEL, 420) +
Pers Asay]
2 03 4 VL4+OL 402
+ OF
ty Marg onal Niskibulien Of Kandi +
PO ae)» PGod) EPC way POE)» RE
PO wd? PCye SPCI YL 0
Con dimivonal Dis + 7 QeeCen)
PCn al ays POF wines)
PGs)
2 ONeOr 2g
O33
Carditional ict: 4 Rque (ys)
Plea Let) > PCa a yey!
ro)
> CADDO) Cy
: Ou :
> PCL, ai) > OGY. Pui)
+See) Te the alo ave table we absewed ot 0 (D> eCy,)
FPO? Puy
eae ee Jo on wala de andy
vere ward y one vot SiteIt We fat Pay af 4wW0 Divenslonnl sondem Jonfane, (wy)
egies Gy at) es 5 eo? Ketan.
+ D5 Aheawhere
Ey evaluole tre volue af hk and hence obtain
ty Pea n¥«3)
Wy PGS 44 J yen y
ws) Margival pdb of % ond y
OY Conditional, pa of X qiven ¥
O) Ave % ond Y one inepended 2
S71 Vow aay
2
cs
lye
a
&
fe
e
K
ee
e
Rees yary a : Vibert
sea Yoo
a ee
\6 e-
e ryt
gh lie.
=2, y
(yer | Yt) 2 PR lve es) + Noa
& (3 ‘) Gera yes) x zt,
P Gyat)> sls ("35 oo, aeSam
ee
and
St A
way Mong inh Pad of x ghry
2) wren xem = goede PbOw) 44
2 2 pe
Le
Pe
Tec [ex 4
2 Qo) eK
8
eye TE
er Zz
b) wren ye her > My)> | b@w) de
Ty (ate hy oo
° ee or
ee,
UY) Conditional Pah ob x given ¥
nGea) ade nLy/,) : % 2 Ey
4a Gh) » how) . sy : &
one : al Sal
Oy), j
YA
(Vv) $Omy)s 4
a
acl x ays
mn) Ps
bows a BC): bly)
So they one Leaepended i83. Let tre Random Vorfoble y baste densiy pension
Lap Ke (j- e*) 220. \n jhe value ob
Sud, aot hm te a densily function.
Sohi— CS By
\; bear-2
set
; Tae ony es
cae = et ceo k Ja eran
‘fe Sy
; © Me '
} ee
. Expect ation Ta Dimensional Randem Varfobl. i Let Ky) bea '
2 eh as Se oereereee
us dimension al
ev: ot glx be a weol Valued freien, then
Elle] ee faG-u) Pas RED ts deere
ry , oO coy
E [ace] te [sew pO) dy de 53D Oya) és continous
OH gced)= xy FO): | aerac
Ly =) =
€C*4) oo PG )e deus ew). Fetrantyy ay
E(%)> ils {ng $oy)oy da ¢ contfnow cae
+ feopentea :- Ba x ona y or Hwa RY, then
EE Gry EO) sew@> For nw tondom Vassallo xX, %1, XR, --- Me
E it tee vy ---. MH) + EGE EO) E E(x) —- +E (in)
) Let Gay) be a two dimensimal Hordem vasfable
ond Suppose thok X ond YY one Cndepend el , then
For w THtependert Hondem yatoble Xi, Xp. = Xe
E uh ma) ECD EM) EK) EC)
* Conditional Sapectation:— aI C4) be a two dimenstanal
tondem Vosiaie then cond onal
Cepectobfon ot, XK ond y % debine by
EX/)* a Rexly) — AX andy one discnele
. [xan dx <4 Xondy axe Cenkinuoul
Stoclenty '
EQ*)+ - Ur Ca/n) = 9 Kandy are dfcoule
i lia ACSA) aye Sh Hand f axe conknueuds
+ Neworce of spe Dptnencionel Rendan, Yenfate cba Ohl) Kaya.
two dimensianol
Hondon vosuoble then
NG&EY) 7 NCDVEVG) 4 2 Cov iM)
VG): € Le EM) ]~
> Ee)- (eon)
VQ@)> Efr ey]
. £6) -Erm)*
con Cx) = € FX EOCY-ECN)
> E(x) -E~D EY)Sh X and ¥ ane trdependert , thon
Cor (4,4) +0 Ele y)+ E&)-E(y)
thevtore NGty) + NWetv(y)
* Condilfenal Vanfance 1 he condiifend Vonvance
VC7p) ET | LEC a5),
Stud londy condifand vanforce ofx ame 7 ts gives w-
YOY): EM LEC Iya]
» Connelation cocbifciont: gf (xy) be a tune dimensional xv,
a NY ger os
aiven by-
fhe consialolfan cadficsort 3. ba x ancy
te aie a
Sag ONS oF
——_,
eye) o% 6y
Remark :- ©) ah Xond 7 one Crdependert ther
| peas sh sp
&
day +0
oO Vole 4, P ts dtu bpo +o a, Plea.
By
Let X andy ane two sandom vanfarlos eash oe
tesee Volueh - 40,4 © and a {sir ‘Preeedty
Bicirioulian.
SS sea +
4 0 oF or | o
° Ow Or Or 0-6
i 0 oO-) 0.) lod
rete som ay er,grr E (4) & *P(x)
—
2 Ax024 040-4 4+ 0-4%1
+ -Or + Qi4 8 OY
250
EL) £4 Ply)e ©
ECxy)= £4 He P Ga)
LA RAYO H -P ROOD 4 TKI XO) + OKO KO AKI XOIEO
: # pelo
20
4
) Compile Compu CX), E(Y) ond Evy)
UH) Shaw tat Xond ¥ one un commeded.
St Ping 2 COA) Gs cotdays EGE LOE)
Neste yVent¥) © 0-0 .0
Puy 2d y
Sine Ely 40 the tahoe ei Cxe Un coasilaled .
Hence K ond Yo cow independ exts
q- Suppose trot two divencaral uandem \asoble. (“¥)
Veos te fafut pat ;
} Gy) > ty j Oks
0 5 Otherwise
ObCain the’ comsned dan Con eefent byw x od 4
MS ae) Voor € 20) feo]
Lvov ey voyee (et) fen ]>mea) [| (H+ Jax dy - |. ae) axx( be) dy
Cr € (xy) -Fooe@]
UO)" [Gry Jay
_jgeatyn
Ett)» {eG dx eat ayty
EG) {x Ca) a4 = Ms (urd ) dy Pe yte pe
4 Sy
EOD |ly hla) dy
, E(Ky¥)e fo!
age ey!
EG) il: wag tr) dy
°
blu) Jouyar
eA” y
= axl!
Ca) mes
+
3
sity
*
sh
sa
re
@[x
A+ 3?
4 6°
gees
(eu
je
ie
J 24 Gu) da dy
(eye et apt
ae ae I, dy
ar L
erat 4
22 A eae ee a
Iz Ta4 sat ee
> Geb
> zt ES
Sess MS Ge) wet e
we
a 58 2b Lug
ses Sy
gl tr eter if
oe
lect
* > 48-44
baa
4 @ tay
on
wee * as
© ay
ae
Wy, 2 =1 \
ed P tay ua
2 ay NW MW
oe m4 yay at
ft ae
by See WORD at
: ®
Heater SHEA) be a tw0 dimencfonal — grandom vandatde, hen
€fe clyyy-e&y
@® ETECyY/x) ] £0)
Ansty For conlinuau cae— bola) hu)
ELEM] | We (x) Hou) 84
E CHa) [aCe . (* [P* aC) "OD 44 ax
Yo
Aap eee ae~ {oe | bowen
> fx away
xe) EG)» sao ow dx
Hence [eCpy T+ €&)| Proved
a ele) » [Me Cr)acy ar
ELEC) Vata s (uC) a0 44 oy
ee a0T
a 4 J wb) 4say
atl
a)
BT Ces ao
» Paseo 4g
9
hewe Te (%)] 4 ew] Py eve
©or Lanke 3
satan ie Yon ~ 2
The Savane 4 SComdord woswal vate Ce Kuourd
z Dishibutten an 70 vata wih, ane bas +}
Furedom ,
Let A, %,---) Xe be a tandem Sample of siee Token
}row worwal Pepulolian hortug meu oat vastana oh
ie: X~N(M, ot) , en Ze ken ~A(0 )
= enon [ee met lt ont ate gf
Th General a eden whic
Xt N “Y ) a hc
2 Zt 2 (& a) 25 oe [et sqeme 4 DOE]
Reman) Oh x ote Cet drew X~ Ly Lo
2) a RN et) ther X © Xe) Squans wrth y vor |
Dunas of Frudom Us the wea Nolen tn Ane [oa
Coboulatt on stotidtic trak ane faut to Nowy be
e 4 or sunmoval al et Value (axiotie))
dou vol Hh the sedi tohog VosSolsies.
+ Pah qui- Squat Seiten et x Ke eae ten (and,
india, Lee oot 9 Xan)
By Aa iden Wermave yur, ea zi | xe as a
oh oe )*
Now, Aue, Ce ghar &
Y Be,
MeO Ea) qe] 6 +) |eere te" | .
fC) | 7®
| & (24y pos
=
Mf poe VA ct ( #4)
> pore é a
Je ft ce JO fiw ce
oo
[ce (nt) |
Let owe -@ ye
yas
ge. ame
=a
Ll Oe
ae e
en ea oe
ot => \ Ah age
LOR ae Te
>, Seger te
2a
(as) wer
ry)
tes
&
an
toy
*(&
\y
roa (ax) o)
“Feeseh one equ @ lotcomea
My) te (<7 L pee
tolls C6 te aa
amma, Dvehilou on, Whity
Cig aparece ns see poner (yy) ond scl
Paranueer o4('7). X~ GQ, p)
Mead (Ley “ep
By tee Tes tat *} mp We can couclude
tot yt ge aan tuutd.orn CS Some O4 A ouwie,
Aishibutlon wit qawmmdon “h aad yy. posh oe
pay “4, WO Usktouten with uw dug
ts geen ar hye > &) +
Renter 1 of x~Gi («BD
chen tne pa * Gamma, Dishoution te gee Op
= aRS qe" - pt 270
Na oP
wich Ce euvlan +o 2 Disktbulen fh aur ene
rake PB al
2 2
. Applications +t cue Square Dishipution:—
@- Te Test te portrertoo aud eh toe popular‘on
Valance te Bs oy” (S04)
@: To tect me epodueds 4 pre
@ Tetat sre Ludepentence i atteiowe.
Conditions’ Jor Ane Vakialihy 4 chat squane _DBteWibtc on —
on yy a ee
GD We somple Bu obsevolior sould be tod ependent” anal
moswally Didibuled -
@ Wwe sh conshainls tmpest upan tke Sesewation ‘b
showld be Luton ,
a cult
@: Ne Trovel’col gett, peer Abeuld be Jen tray
5.)- Tre total cell ora | Bhowd be Seosonaby foge
(se wore ton 50),
* ASAI rape of 92 Dishfoustien i= The sum of Saepodest
DW venti is aie aud
Newote Ob X, Gyo, MK one Gedepend ud "20" von‘ale
as Ww deqnin o} Pecedorn “espeetively yen “the gum
Zé xe U3 obo Se Nortole lutte BM Ab:
a
Oneal We Kuew hak M+ a iM % a Saucy ce Lge boy Mart,
Mai (ary Ceba-w
“Ren Mae of Hee cum ob exe Se qe
a 5 ors,
onn0
2M 2x6) = ys) MG) 2 =~ Me)
ae Qorese xeva + XK ae tadep.)
7M Ex (e) > Qa Gs oxy eee (x) a
-2 mh
ia
PPAnAPnAnnAna
(ale ae):
J
+ Tutus -- sad
sy
wierd Ce dine Qe a Nadole with Unttet-- abe
on oF Freedom + Hence &y ae Hestem of NGF
exe is ales a XiVeNale With Sant Ab C dene of Frecton),
Remon wee 83h Xow ane Ilepedet vorfabler 2 X~K A
yet.
en | Ry Mitt,
©: 4, wens Byes es Ludep ed ont” Neale thon,
xn fr Ges
Y
94 -h (SF
uw aS )
rrr rrrApp ii ns oe Deshtioulion :-
Ok Ses fronce he Nonfonce © Le Xi. Xp p= = 7 XK eM (Me),
We Wow +o Tat tre
Hor ote 06 (seq)
Ns Hui f+ oO”
o> oor
ak
o¢
aH Bots Kuown thence We Kuen tral sample valance us
ge £ (Keay
wid
o£ ( 8)
= as
pa Lec =)
o
a wa fs wel Known $0 we rave Ce calatolt
win Somple cote &S dose of + DEQ
x
Sample wenn +
yh Mese Ay:
fo Teo y
as
all efoltcic well be
Tear under Ho
sie ice is et
whe ee =) ~ Coot
on is
“ pedeten Bale By comparing “toe coleuloted value
ab udokad volue +h 2 with ) ap: al
conte devel stg feource. we a accept es weed He,
a > 7
sii wggeree 60 o) og wr Xeny CBs), we sefeth
wall bypothats .
with the