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.

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Presentation transcript:

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 Joint Probability Distributions

5-1 Two Discrete Random Variables 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 Conditional Probability Distributions

5-1 Two Discrete Random Variables 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, f Y|x (y) in Example 5-6.

5-1 Two Discrete Random Variables 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 Independence

5-1 Two Discrete Random Variables Multiple Discrete Random Variables Definition: Joint Probability Mass Function

5-1 Two Discrete Random Variables Multiple Discrete Random Variables Definition: Marginal Probability Mass Function

Example Two Discrete Random Variables Figure 5-5 Joint probability distribution of X 1, X 2, and X 3.

5-1 Two Discrete Random Variables Multiple Discrete Random Variables Mean and Variance from Joint Probability

5-1 Two Discrete Random Variables Multiple Discrete Random Variables Distribution of a Subset of Random Variables

5-1 Two Discrete Random Variables Multiple Discrete Random Variables Conditional Probability Distributions

5-1 Two Discrete Random Variables Multinomial Probability Distribution

5-1 Two Discrete Random Variables Multinomial Probability Distribution

5-2 Two Continuous Random Variables 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 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.

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 Conditional Probability Distributions Definition

5-2 Two Continuous Random Variables 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 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

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 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

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