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DISTRIBUTIONS
Marginal Distributions
(computed from a joint distribution)
Conditional Distributions
(e.g. P (Y = y|X = x))
3
If X and Y are discrete, this distribution can be
described with a joint probability mass function.
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There are 6 possible pairs (X, Y ).
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If we are given a joint probability distribution
for X and Y , we can obtain the individual prob-
ability distribution for X or for Y (and these
are called the Marginal Probability Dis-
tributions)...
x= length
129 130 131
y=width 15 0.12 0.42 0.06
16 0.08 0.28 0.04
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x= length
129 130 131
y=width 15 0.12 0.42 0.06
16 0.08 0.28 0.04
column totals 0.20 0.70 0.10
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We can do the same for the Y random variable:
row
x= length totals
129 130 131
y=width 15 0.12 0.42 0.06 0.60
16 0.08 0.28 0.04 0.40
column totals 0.20 0.70 0.10 1
y 15 16
fY (y) 0.60 0.40
x= length
129 130 131
y=width 15 0.12 0.42 0.06
16 0.08 0.28 0.04
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Marginal Probability Mass Function
If X and Y are discrete random variables
with joint probability mass function fXY (x, y),
then the marginal probability mass functions
of X and Y are
X
fX (x) = fXY (x, y)
y
and
X
fY (y) = fXY (x, y)
x
where the sum for fX (x) is over all points in
the range of (X, Y ) for which X = x and the
sum for fY (y) is over all points in the range
of (X, Y ) for which Y = y.
Example: Batteries
Suppose that 2 batteries are randomly cho-
sen without replacement from the following
group of 12 batteries:
3 new
4 used (working)
5 defective
b) Find E(X).
ANS:
12
CASE: no new, 1 used ! !
4 5
1 1
fXY (0, 1) = ! = 20/66
12
2
13
CASE: 2 new, no used !
3
2
fXY (2, 0) = ! = 3/66
12
2
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Joint Probability Density Function
A joint probability density function for the
continuous random variable X and Y , de-
noted as fXY (x, y), satisfies the following
properties:
1. fXY (x, y) 0 for all x, y
R R
2. fXY (x, y) dx dy = 1
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Example: Movement of a particle
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b) Find P (0.5 < X < 1, 0 < Y < 0.5)
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d) Find P (0.5 < X < 1, 0.5 < Y < 1)
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Marginal Probability Density
Function
a) Find E(X)
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Conditional Probability Distributions
As stated before,
P (AB)
P (A|B) = P (B)
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row
x= length totals
129 130 131
y=width 15 0.12 0.42 0.06 0.60
16 0.08 0.28 0.04 0.40
column totals 0.20 0.70 0.10 1
P (X=130,Y =15)
ANS: P (X = 130|Y = 15) = P (Y =15)
= 0.42/0.60 = 0.70
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Once youre GIVEN that Y =15, youre in a
different space.
f (x,y)
fY |x(y) = XY
fX (x)
for fX (x) > 0.
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Because a conditional probability distribu-
tion fY |x(y) is a legitimate probability distri-
bution, the following properties are satisfied:
X
(2) fY |x(y) = 1
y
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Conditional Mean and Variance
for discrete random variables
The conditional mean of Y given X = x, de-
noted as E(Y |x) or Y |x is
X
E(Y |x) = yfY |X (y)
y
= Y |x
(y Y |x)2fY |X (y)
X
V (Y |x) =
y
y 2fY |X (y) 2Y |x
X
=
y
= Y2 |x
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Example: Continuing the plastic covers...
row
x=length totals
129 130 131
y=width 15 0.12 0.42 0.06 0.60
16 0.08 0.28 0.04 0.40
column totals 0.20 0.70 0.10 1
ANS:
We need the conditional distribution first...
y 15 16
fY |X=129(y)
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Conditional Mean and Variance
for continuous random variables
R
E(Y |x) = yfY |x(y) dy
= y fY |x(y) dy 2Y |x
R 2
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Example 1: Conditional distribution
a) Find fY |x(y).
R
b) Show fY |x(y)dy = 1.
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a)
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b)
One more...
c) What is the conditional mean of Y given
X = 0.5?
ANS:
0.5 + y
fY |X=0.5(y) = = 0.5 + y for 0<y<1
0.5 + 0.5
Z 1
7
E(Y |X = 0.5) = y(0.5 + y) dy =
0 12
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Independence
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Independence
For random variables X and Y , if any of the
following properties is true, the others are
also true, and X and Y are independent.
(4) P (X A, Y B) = P (X A) P (Y B)
for any sets A and B in the range of X and Y.
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Example 1: (discrete)
Continuing the battery example
row
x totals
0 1
y 0 0.08 0.02 0.10
1 0.72 0.18 0.90
column totals 0.80 0.20 1
y 0 1
fY |X=0(y)
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y 0 1
fY |X=1(y)
row
x totals
0 1
y 0 0.08 0.02 0.10
1 0.72 0.18 0.90
column totals 0.80 0.20 1
i.e. Does P (X = x, Y = y)
= P (X = x) P (Y = y)?
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Example 3: (continuous)
Dimensions of machined parts (Example 5-
12).
X N (10.5, 0.0025)
Y N (3.2, 0.0036)
a) Find
P (10.4 < X < 10.6, 3.15 < Y < 3.25).
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