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Joint Distributions

(1) The document contains information about joint probability distributions, linear functions of random variables, and properties of means and variances. (2) It provides the formulas for finding the variance of a linear function of a random variable, the mean and variance of sums and differences of random variables, and the correlation between random variables. (3) One example problem involves finding the joint probability distribution, means, variances, and correlation for two random variables X and Y where X is the number of machine malfunctions and Y is the number of emergency calls.

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chacha_420
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1K views

Joint Distributions

(1) The document contains information about joint probability distributions, linear functions of random variables, and properties of means and variances. (2) It provides the formulas for finding the variance of a linear function of a random variable, the mean and variance of sums and differences of random variables, and the correlation between random variables. (3) One example problem involves finding the joint probability distribution, means, variances, and correlation for two random variables X and Y where X is the number of machine malfunctions and Y is the number of emergency calls.

Uploaded by

chacha_420
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Determine the values of c so that the following functions

represent joint probability distributions of the random


variables X and Y:

(a) f(x, y) = cxy, for x = 1, 2, 3; y = 1, 2,3;
(b) f(x, y) = c|x y|, for x: = -2,0,2; y = - 2 , 3.
Problem
From a sack of fruit containing 3 oranges, 2 apples,
and 3 bananas, a random sample of 4 pieces of fruits
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;
(b) P[(X, Y) A], where A is {(x, y) | x + y < 2 } .


Problem
The variance of a linear function of a random variable is:
V aX b aV X a ( ) ( ) + = =
2 2 2
o
Number
of items, x P(x) xP(x) x
2
P(x)
5000 0.2 1000 5000000
6000 0.3 1800 10800000
7000 0.2 1400 9800000
8000 0.2 1600 12800000
9000 0.1 900 8100000
1.0 6700 46500000
Example:
o
o
o
o
2
2 2
2
2
2
2
2 8000
46500000 6700 1610000
1610000 126886
2 8000 2
4 1610000 6440000
2 8000
2 2 126886 2537 72
=
=
=

(
= =
= = =
=
= =
=
= = =

V X
E X E X
x P x xP x
SD X
V X V X
SD x
all x all x
x
x
( )
( ) [ ( )]
( ) ( )
( )
( ) .
( ) ( ) ( )
( )( )
( )
( )( . ) .
( )
Variance of a Linear Function of a
Random Variable
x ax
a X aE X a E = = = ) ( ) (
Mean of a Linear Function of a Random
Variable
b a b X aE b X a E
x b ax
+ = + = + =
+
) ( ) (
y x y x
Y E X E Y X E = = =

) ( ) ( ) (
Mean of a Linear Function of a Random
Variable

=
= =
0 0
) , ( ) (
x y
xy
y x f y x XY E
If X and Y are independent
y x xy
Y E X E XY E . ) ( ) ( ) ( = = =
Variance of a Linear Function of a
Random Variable
) , ( covariance 2 ) ( ) (
) (
2
Y X Y V X V
Y X V
y X
+ =
=

o
If X and Y are independent
0 ) , ( = Y X Cov
The mean or expected value of the sum of random variables
is the sum of their means or expected values:

( )
( ) ( ) ( )
X Y X Y
E X Y E X EY
+
= + = + = +
For example: E(X) = $350 and E(Y) = $200
E(X+Y) = $350 + $200 = $550
The variance of the sum of independent random variables is
the sum of their variances:
o o o
2 2 2
( ) ( ) ( ) ( ) X Y X Y V X Y V X V Y + = + = + = +
if and only if X and Y are independent.
For example: V(X) = 84 and V(Y) = 60 V(X+Y) = 144
Some Properties of Means and
Variances of Random Variables
For Multiple variables
Problem: Joint prob. distribution
Let X denote the number of times a certain numerical
control machine will malfunction: 1, 2, or 3 times on any
given day. Let Y denote the number of times a technician
is called on an emergency call. Their joint probability
distribution is given as





(a) Find g(x), h(y), E(x), E(y), E(xy),
(b) V(x), V(y), V(x+y), V(x-y), correlation between x and y

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