Joint Probability Distributions PDF

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MATH 4:

ENGINEERING DATA ANALYSIS


COLLEGE OF ENGINEERING
WCC AERONAUTICAL AND TECHNOLOGICAL COLLEGE
BINALONAN CAMPUS

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor


INTRODUCTION
Our study of random variables and their probability
distributions in the preceding chapters is restricted to
one-dimensional sample spaces, in that we recorded
outcomes of an experiment as values assumed by a
single random variable. There will be situations,
however, where we may find it desirable to record the
simultaneous outcomes of several random variables.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 2


INTRODUCTION
For example, we might measure the amount of precipitate
P and volume V of gas released from a controlled
chemical experiment, giving rise to a two-dimensional
sample space consisting of the outcomes (𝑝, 𝑣), or we
might be interested in the hardness H and tensile strength
T of cold-drawn copper, resulting in the outcomes (𝑕, 𝑡).
In a study to determine the likelihood of success in college
based on high school data, we might use a three-
dimensional sample space and record for each individual
his or her aptitude test score, high school class rank, and
grade-point average at the end of freshman year in college.
Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 3
Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 4
JOINT PROBABILITY MASS FUNCTION
The function 𝑓(𝑥, 𝑦) is a joint probability distribution or
probability mass function of the discrete random variables X
and Y if
1. 𝑓 𝑥, 𝑦 ≥ 0 for all 𝑥, 𝑦 ,
2. 𝑥 𝑦 𝑓 𝑥, 𝑦 = 1 ,
3. 𝑃 𝑋 = 𝑥, 𝑌 = 𝑦 = 𝑓 𝑥, 𝑦 .
For any region 𝐴 in the 𝑥𝑦 plane,
𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝑓 𝑥, 𝑦
𝐴

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 5


JOINT PROBABILITY MASS FUNCTION: EXAMPLE 1
Determine the values of c so that the following functions
represent joint probability distributions of the random variables
X and Y:
1. 𝑓 𝑥, 𝑦 = 𝑐𝑥𝑦, for 𝑥 = 1,2,3; 𝑦 = 1,2,3
2. 𝑓 𝑥, 𝑦 = 𝑐 𝑥 − 𝑦 , for 𝑥 = −2, 0,2; 𝑦 = −2,3

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 6


JOINT PROBABILITY MASS FUNCTION: EXAMPLE 2
Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens. If X is the
number of blue pens selected and Y is the number of red pens
selected, find
a) the joint probability function 𝑓 𝑥, 𝑦 ,
b) 𝑃 𝑋, 𝑌 ∈ 𝐴 , where 𝐴 is the region 𝑥, 𝑦 |𝑥 + 𝑦 ≤ 1 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 7


JOINT DENSITY FUNCTION
The function 𝑓(𝑥, 𝑦) is a joint density function of the continuous
random variables X and Y if
1. 𝑓 𝑥, 𝑦 ≥ 0 for all 𝑥, 𝑦 ,
∞ ∞
2. −∞ −∞
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 1,
3. 𝑃 𝑋, 𝑌 ∈ 𝐴 = 𝐴
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦, for any region A in the 𝑥𝑦-
plane.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 8


JOINT DENSITY FUNCTION: EXAMPLE 2
A privately owned business operates both a drive-in facility and a
walk-in facility. On a randomly selected day, let X and Y ,
respectively, be the proportions of the time that the drive-in and the
walk-in facilities are in use, and suppose that the joint density function
of these random variables is
2
𝑓 𝑥, 𝑦 = 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
5
a) Verify the second condition of a joint density function.
1 1 1
b) 𝑃 𝑋, 𝑌 ∈ 𝐴 , where 𝐴 = 𝑥, 𝑦 |0 < 𝑥 < , <𝑦<
2 4 2

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 9


JOINT DENSITY FUNCTION: EXAMPLE 2
Each rear tire on an experimental airplane is supposed to be filled to a
pressure of 40 pounds per square inch (psi). Let X denote the actual air
pressure for the right tire and Y denote the actual air pressure for the
left tire. Suppose that X and Y are random variables with the joint
density function
𝑓 𝑥, 𝑦 = 𝑘 𝑥 2 + 𝑦 2 , 30 ≤ 𝑥 < 50, 30 ≤ 𝑦 < 50
a) Find k.
b) Find the probability that both tires are underfilled.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 10


MARGINAL DISTRIBUTION
The marginal distributions of X alone and of Y alone are
𝑔 𝑥 = 𝑦 𝑓 𝑥, 𝑦 and 𝑕 𝑦 = 𝑥 𝑓 𝑥, 𝑦
for the discrete case, and
∞ ∞
𝑔 𝑥 = −∞
𝑓 𝑥, 𝑦 𝑑𝑦 and 𝑕 𝑦 = −∞
𝑓 𝑥, 𝑦 𝑑𝑥
for the continuous case.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 11


MARGINAL DENSITY: EXAMPLE 1
Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens. If X is
the number of blue pens selected and Y is the number of red
pens selected, find the marginal density of X alone and of Y
alone.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 12


MARGINAL DENSITY: EXAMPLE 2
Find 𝑔 𝑥 and 𝑕 𝑦 for the density function
2
𝑓 𝑥, 𝑦 = 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1.
5

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 13


CONDITIONAL DISTRIBUTION
Let X and Y be two random variables, discrete or continuous. The
conditional distribution of the random variable Y given that X = x is
𝑓 𝑥,𝑦
𝑓 𝑦|𝑥 = , provided 𝑔 𝑥 > 0.
𝑔 𝑥
Similarly, the conditional distribution of X given that Y = y is
𝑓 𝑥,𝑦
𝑓 𝑥|𝑦 = , provided 𝑕 𝑦 > 0.
𝑕 𝑦

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 14


CONDITIONAL DISTRIBUTION: EXAMPLE 1
Referring to Example 1 of joint probability mass function, find the
conditional distribution of X, given that 𝑌 = 1 and use it to
determine 𝑃 𝑋 = 0 𝑌 = 1 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 15


CONDITIONAL DISTRIBUTION: EXAMPLE 2
The joint density for the random variables (𝑋, 𝑌), where 𝑋 is the unit
temperature change and 𝑌 is the proportion of spectrum shift that a
certain atomic particle produces, is
𝑓 𝑥, 𝑦 = 10𝑥𝑦 2 , 0<𝑥<𝑦<1
a) Find the marginal densities 𝑔 𝑥 , 𝑕 𝑦 , and the conditional
density 𝑓 𝑦 𝑥 .
b) Find the probability that the spectrum shifts more than half of the
total observations, given that the temperature is increased by 0.25
unit.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 16


HOMEWORK
1. Determine the value of c such that the function 𝑓 𝑥, 𝑦 = 𝑐𝑥 2 𝑦 for
0 < 𝑥 < 3 and 0 < 𝑦 < 2 satisfies the properties of a joint probability
density function.
2. 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) Evaluate the marginal distribution of 𝑋 and marginal distribution of Y.


b) Find 𝑃 𝑋 = 2 𝑌 = 3 .

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 17


HOMEWORK
3. A candy company distributes boxes of chocolates with a mixture of
creams, toffees, and cordials. Suppose that the weight of each box is 1
kilogram, but the individual weights of the creams, toffees, and
cordials vary from box to box. For a randomly selected box, let X and
Y represent the weights of the creams and the toffees, respectively,
and suppose that the joint density function of these variables is
𝑓 𝑥, 𝑦 = 24𝑥𝑦, 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1, 𝑥 + 𝑦 ≤ 1
a) Find the probability that in a given box the cordials account for
more than 1/2 of the weight.
b) Find the marginal density for the weight of the creams.
c) Find the probability that the weight of the toffees in a box is less
than 1/8 of a kilogram if it is known that creams constitute 3/4 of
the weight.

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 18


PHILIPPIANS 4:8 (NLT)
“Fix your thoughts on what is TRUE, and
HONORABLE, and RIGHT, and PURE, and
LOVELY, and ADMIRABLE. Think about
things that are EXCELLENT and WORTHY of
PRAISE.”

Engineering Data Analysis -- Jan Homarl T. Alambra, Instructor 19

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