5-1 Two Discrete Random Variables
Example 5-1
5-1 Two Discrete Random Variables
Figure 5-1 Joint probability distribution of X and Y in
Example 5-1.
5-1 Two Discrete Random Variables
5-1.1 Joint Probability Distributions
5-1 Two Discrete Random Variables
5-1.2 Marginal Probability Distributions
• The individual probability distribution of a random variable is
referred to as its marginal probability distribution.
• In general, the marginal probability distribution of X can be
determined from the joint probability distribution of X and
other random variables. For example, to determine P(X = x),
we sum P(X = x, Y = y) over all points in the range of (X, Y )
for which X = x. Subscripts on the probability mass functions
distinguish between the random variables.
5-1 Two Discrete Random Variables
Example 5-2
5-1 Two Discrete Random Variables
Figure 5-2 Marginal probability distributions of X and Y
from Figure 5-1.
5-1 Two Discrete Random Variables
Definition: Marginal Probability Mass Functions
5-1 Two Discrete Random Variables
5-1.3 Conditional Probability Distributions
5-1 Two Discrete Random Variables
5-1.3 Conditional Probability Distributions
5-1 Two Discrete Random Variables
Definition: Conditional Mean and Variance
Example 5-4
Figure 5-3 Conditional probability distributions of Y given
X, fY|x(y) in Example 5-6.
5-1 Two Discrete Random Variables
5-1.4 Independence
Example 5-6
Example 5-8
Figure 5-4 (a)Joint and marginal probability
distributions of X and Y in Example 5-8. (b) Conditional
probability distribution of Y given X = x in Example 5-8.
5-1 Two Discrete Random Variables
5-1.4 Independence
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Definition: Joint Probability Mass Function
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Definition: Marginal Probability Mass Function
5-1 Two Discrete Random Variables
Example 5-8
Figure 5-5 Joint
probability distribution
of X1, X2, and X3.
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Mean and Variance from Joint Probability
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Distribution of a Subset of Random Variables
5-1 Two Discrete Random Variables
5-1.5 Multiple Discrete Random Variables
Conditional Probability Distributions
5-1 Two Discrete Random Variables
5-1.6 Multinomial Probability Distribution
5-1 Two Discrete Random Variables
5-1.6 Multinomial Probability Distribution
5-2 Two Continuous Random Variables
5-2.1 Joint Probability Distribution
Definition
5-2 Two Continuous Random Variables
Figure 5-6 Joint probability density function for random
variables X and Y.
5-2 Two Continuous Random Variables
Example 5-12
5-2 Two Continuous Random Variables
Example 5-12
5-2 Two Continuous Random Variables
Figure 5-8 The joint probability density function of X and Y is
nonzero over the shaded region.
5-2 Two Continuous Random Variables
Example 5-12
5-2 Two Continuous Random Variables
Figure 5-9 Region of integration for the probability that X <
1000 and Y < 2000 is darkly shaded.
5-2 Two Continuous Random Variables
5-2.2 Marginal Probability Distributions
Definition
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
Figure 5-10 Region of
integration for the
probability that Y < 2000
is darkly shaded and it is
partitioned into two
regions with x < 2000
and and x > 2000.
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
Example 5-13
5-2 Two Continuous Random Variables
5-2.3 Conditional Probability Distributions
Definition
5-2 Two Continuous Random Variables
5-2.3 Conditional Probability Distributions
5-2 Two Continuous Random Variables
Example 5-14
5-2 Two Continuous Random Variables
Example 5-14
Figure 5-11 The
conditional probability
density function for Y, given
that x = 1500, is nonzero
over the solid line.
5-2 Two Continuous Random Variables
Definition: Conditional Mean and Variance
5-2 Two Continuous Random Variables
5-2.4 Independence
Definition
5-2 Two Continuous Random Variables
Example 5-16
5-2 Two Continuous Random Variables
Example 5-18
5-2 Two Continuous Random Variables
Example 5-20
5-2 Two Continuous Random Variables
Definition: Marginal Probability Density Function
5-2 Two Continuous Random Variables
Mean and Variance from Joint Distribution
5-2 Two Continuous Random Variables
Distribution of a Subset of Random Variables
5-2 Two Continuous Random Variables
Conditional Probability Distribution
Definition
5-2 Two Continuous Random Variables
Example 5-23
5-2 Two Continuous Random Variables
Example 5-23
5-3 Covariance and Correlation
Definition: Expected Value of a Function of Two
Random Variables
5-3 Covariance and Correlation
Example 5-24
5-3 Covariance and Correlation
Example 5-24
Figure 5-12 Joint
distribution of X and
Y for Example 5-24.
5-3 Covariance and Correlation
Definition
5-3 Covariance and Correlation
Figure 5-13 Joint
probability
distributions and the
sign of covariance
between X and Y.
5-3 Covariance and Correlation
Definition
5-3 Covariance and Correlation
Example 5-26
Figure 5-14 Joint distribution
for Example 5-26.
5-3 Covariance and Correlation
Example 5-26 (continued)
5-3 Covariance and Correlation
Example 5-28
Figure 5-16 Random variables
with zero covariance from
Example 5-28.
5-3 Covariance and Correlation
Example 5-28 (continued)
5-3 Covariance and Correlation
Example 5-28 (continued)
5-3 Covariance and Correlation
Example 5-28 (continued)
5-4 Bivariate Normal Distribution
Definition
5-4 Bivariate Normal Distribution
Figure 5-17. Examples of bivariate normal
distributions.
5-4 Bivariate Normal Distribution
Example 5-30
Figure 5-18
5-4 Bivariate Normal Distribution
Marginal Distributions of Bivariate Normal Random
Variables
5-4 Bivariate Normal Distribution
Figure 5-19 Marginal
probability density
functions of a
bivariate normal
distributions.
5-4 Bivariate Normal Distribution
5-4 Bivariate Normal Distribution
Example 5-31
5-5 Linear Combinations of Random
Variables
Definition
Mean of a Linear Combination
5-5 Linear Combinations of Random
Variables
Variance of a Linear Combination
5-5 Linear Combinations of Random
Variables
Example 5-33
5-5 Linear Combinations of Random
Variables
Mean and Variance of an Average
5-5 Linear Combinations of Random
Variables
Reproductive Property of the Normal Distribution
5-5 Linear Combinations of Random
Variables
Example 5-34
5-6 General Functions of Random
Variables
A Discrete Random Variable
5-6 General Functions of Random
Variables
Example 5-36
5-6 General Functions of Random
Variables
A Continuous Random Variable
5-6 General Functions of Random
Variables
Example 5-37
