§3.5distributionofspecialfunctions.pptVIP

§3.5 Distribution of Special Functions Functions of discrete random vectors * * Sum and difference  Z=X+Y, Z=X-YProduct and quotient Z=XY, Z=Y\X Suppose that (X, Y)～P(X＝xi, Y＝yj)＝pij ，i, j＝1, 2, … then Z＝g(X, Y)～P{Z＝zk}＝ ＝pk , k＝1, 2, … g(xi,yj) pij (xi,yj) g(x1,y2) g(x1,y1) Z=g(X,Y) p12 p11 pij … … (x1,y2) (x1,y1) (X,Y) or EX Suppose that X and Y are independent, and the pmfs of X and Y are Find the pmf of Z=X+Y. Because X and Y are independent, so Solution then EX Suppose that X and Y are independent and both are uniformly distributed on 0-1 with law X 0 1 P q p Try to determine the distribution law of W＝X＋Y ; (2) V＝max(X, Y)； (3) U＝min(X, Y); (4)The joint distribution law of w and V . U＝min(X, Y) V＝max(X, Y) W＝X＋Y pij (1,1) (1,0) (0,1) (0,0) (X,Y) 0 1 1 2 0 1 1 1 0 0 0 1 V W 0 1 0 1 2 0 0 0 Example Suppose and are independent of each other, then Example Suppose and are independent of each other , then Proof then i = 0 , 1 , 2 , … j = 0 , 1 , 2 , … Example Suppose and are independent of each other, then r = 0 , 1 , … then a) Sum and difference Let X and Y be continuous r.v.s with joint pdf f (x, y), Let Z=X+Y ,Find the pdf of Z=X+Y. D={(x, y): x+y ≤z} The cdf of Z is : Let x=u-y, then Then the pdf of Z=X+Y is : Or In particular, if X and Y are independent, then which is called the convolution of fx(.) and fy(.).