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Sta 311 L2

The document discusses jointly

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ABDULQUADRI SULAIMAN
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19 views14 pages

Sta 311 L2

The document discusses jointly

Uploaded by

ABDULQUADRI SULAIMAN
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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EXPECTED VALUE OF A RANDOM VARIABLE

Let x be a random variable with density function f(x). The expected value of x is denoted by E(x) is given by

PROPERTIES
Let x represents a random variable, and a and b are constants.
Class Activities Continue
9. Proof the properties of Expected value.
10. Given that a random variable x has the density function

i. Find the constant k


ii. Find E(x)
iii. Find P(0<x<1)
UNIFORM DISTRIBUTION

Definition: A continuous random variable X is said to have a uniform


distribution, if its probability density function f(x) is given by

Find the mean and variance


EXPONENTIAL DISTRIBUTION

Definition: A continuous random variable X is said to have an exponential


distribution with parameter , if the probability density function f(x) is given by

Find the mean and variance


Exercise
1. If a random variable X has the density function f(x) is given by

Find the mean and variance.

2. If a random variable X is exponentially distributed with parameter 20. Find

i. The mean and variance of x

ii. P(x<8)
JOINTLY CONTINUOUS RANDOM VARIABLE
We have seen that if X is a continuous random variable, its probabilities are found by
integrating its probability density function. We say that the random variables X and Y are
jointly continuous if their probabilities are found by integrating a function of two variables,
called the joint probability density function of X and Y. To find the probability that X and Y
take values in any region, we integrate the joint probability density function over that
region.
Class Activities
Class Activities Continue
The jdf of two continuous random variable X and Y is

Find
Conditional Probability

If x and y are two continuous rv with pdf f(x,y), is said to be the conditional probability
density function of Y given X, where

, such that is the marginal pdf of X

Similarly, the conditional pdf of is given by

, where is the marginal pdf of Y


Class Activities
The joint density function of X and Y is given by

Find

i. The constant k

ii. The marginal density function of x

iii. The conditional density function of x/y

iv. The conditional density function of y/x


EXPECTATION VALUE AND VARIANCE OF JOINT DISTRIBUTION
If x and y are two continuous random variables having jdf, the expectation (mean) of x and y are given
respectively below

The variance of x and y are also given by


Class Activities
If x and y are two continuous random variables with jdf

Find
i. E(x)
ii. E(y)
iii. Var(x)
iv. Var(y)
Conditional Expectation
Definition: If x and y have two density function f(x,y). The conditional expectation
(mean) of y/x is given by

where

Also, the conditional expectation (mean) of x/y is given by

where
Note: E(Y/X) is the same as the regression curve of Y on X, and
E(X/Y) is the same as the regression curve of X on Y
Class Activities
1. If x and y are two continuous random variables with jdf

Find
i. Regression Curve of Y on X
ii. Regression Curve of X on Y

2. If x and y are two continuous random variables with jdf

Find
i. Regression Curve of Y on X
ii. Regression Curve of X on Y

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