JointDistributions演示文件修改版.pptVIP

8. Joint Distributions 8.1 Bivariate distribution Def Let X and Y be 2 discrete random variables defined on the same sample space. Let the sets of possible values of X and Y be A and B, respectively. The function p(x, y)=P(X=x, Y=y) is called the joint probability mass function of X and Y. Bivariate distribution Def Let X and Y have joint probability mass function p(x,y). Let the sets of possible values of X and Y be A and B, respectively. Then the functions are called, respectively, the marginal probability mass functions of X and Y. Bivariate distribution Ex 8.1 A small college has 90 male and 30 female professors. An ad hoc committee of 5 is selected at random to write the vision and mission of the college. Let X and Y be the number of men and women on this committee, respectively. (a) Find the joint probability mass function of X and Y. (b) Find pX and pY, the marginal functions of X and Y. Bivariate distribution Sol: Corollary of Thm 8.1 E(X+Y)= E(X)+E(Y) Proof: Bivariate distribution Def Two r. v.’s X and Y, defined on the same sample space, have a continuous joint distribution if there exists a nonnegative function of 2 variables, f(x,y) on RXR, such that for any region S in the xy-plane that can be formed from rectangles by a countable number of set operations, The function f(x,y) is called the joint (probability) density function of X and Y. Bivariate distribution Def Let X and Y have joint density function f(x,y), then the functions are called, respectively, the marginal density functions of X and Y. Bivariate distribution Def Let X and Y be two r. v.’s (discrete, continuous, or mixed). The joint distribution function of X and Y, is defined by Bivariate distribution 8.2 Independent random variables Def Two random variables are called independent if, fo