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    1.7 2d Random Variable

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    SHarves AUdi
    This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

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    © All Rights Reserved
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    1.7 2d Random Variable

    Uploaded by

    SHarves AUdi
    72 views44 pages
    This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

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    Random variable notes

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    This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    72 views44 pages

    1.7 2d Random Variable

    Uploaded by

    SHarves AUdi
    This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 44

    SRI KRISHNA COLLEGE OF ENGINEERING AND TECHNOLOGY

    Kuniamuthur, Coimbatore, Tamilnadu, India


    An Autonomous Institution, Affiliated to Anna University,
    Accredited by NAAC with “A” Grade & Accredited by NBA (CSE, ECE, IT, MECH ,EEE, CIVIL& MCT)

    Course:

    Module/Topic: / Two Dimensional


    Random Variable

    www.skcet.ac.in
    INTRODUCTION
    TWO DIMENSIONAL RANDOM VARIABLE
    Let S be the sample space. Let X=X(s) and Y=Y(s) be two
    functions whose value was determined by the outcome of a
    random experiment. Then (X,Y) is a two dimensional random
    variable.
    • For e.g. If we consider the chemical experiment which measure
    the pressure P and volume V of the fluid flow out of certain
    pipe, it gives rise to the two-dimensional sample space
    consisting of outcomes (P,V). Here the two random variables P
    and Q involve simultaneously.
    TYPES OF TWO DIMENSIONAL RANDOM VARIABLE
    There are two basic types of two dimensional random variables
    • Discrete Random Variable
    • Continuous Random Variable
    INTRODUCTION
    Discrete Random Variable
    If the random variables (X,Y) assumes only finite or countably
    infinite number of real values, then it is called two dimensional
    discrete random variable.
    Joint Probability mass function (pmf)
    The function is called the joint probability mass function of the
    discrete random variable (X,Y) if it satisfy the following
    conditions:

    P( X  xi , Y  y j )  0, where i  1, 2,3, , n and j  1, 2,3, , m


    n m

    
    i 1 j 1
    P( X  xi , Y  y j )  1

    where P ( X  xi , Y  y j )  P ( xi , y j )  pij .
    Marginal Probability Mass Functions

    The marginal probability mass functions of X and Y,


    denoted pX(x) and pY(y) are given by

    p X ( x)   p( x, y ) pY ( y )   p( x, y )
    y x
    Joint Probability Density Function
    Let X and Y be continuous rv’s. Then f (x, y) is a joint
    probability density function for X and Y if for any two-
    dimensional set A

    P  X , Y   A   f ( x, y )dxdy


    A
    Independent Random Variables

    Two random variables X and Y are said to be independent if


    for every pair of x and y values

    p( x, y )  p X ( x)  pY ( y )

    when X and Y are discrete or

    f ( x , y )  f X ( x )  fY ( y )

    when X and Y are continuous. If the conditions are not


    satisfied for all (x, y) then X and Y are dependent.
    Conditional Probability Function
    Let X and Y be two continuous rv’s with joint pdf f (x, y) and
    marginal X pdf fX(x).
    Then for any X value x for which fX(x) > 0, the conditional
    probability density function of Y given that X = x is
    f ( x, y )
    fY | X ( y | x)    y  
    f X ( x)
    If X and Y are discrete, replacing pdf’s by pmf’s gives the
    conditional probability mass function of Y when X = x.
    Mathematical Expectations
    Let X and Y be two dimensional random variables, then their
    expectations are given as follows:
    COVARIANCE

    If X and Y are two random variables, then the covariance


    between them is

    Cov (X,Y)  E(XY)-E(X) E(Y)

    Results on Covariance:
    (iii) Conditional Distributions
    THANK YOU

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