概率论与数理统计(英文) 第五章.pdf

5.RandomvectorsandJointProbabilityDistributions

随机向量与联合概率分布

5.1ConceptofJointProbabilityDistributions

(1)DiscreteVariablesCase离散型

Ofen,rialsareconducedwhereworandomvariablesareobserved

simulaneouslyinorderodeerminenoonlyheirindividualbehavior

bualsohedegreeofrelaionshipbeweenhem.

(X,Y)

ForwodiscreerandomvariablesXandY,wewrieheprobabiliy

haXwillakehevaluexandYwillakehevalueyasP(X=x,Y=y).

Consequenly,P(X=x,Y=y)isheprobabiliyofheinersecionofhe

evensX=xandY=y.

(X=x,Y=y)(X=x)∩(Y=y)

Thedisribuionofprobabiliyisspecifiedbylisingheprobabiliies

associaedwihallpossiblepairsofvaluesxandy,eiherbyformulaorin

aable.Wereferohefuncionp(x,y)=P(X=x,Y=y)andhe

correspondingpossiblevalues(X,Y)ashejointprobability

distribution(联合分布)ofXandY.

1

XYy1y2…yj…

X

x1p11p12…p1j

x2p21p22…p2j

…

Xipi1pi2…pij…

…

Theysaisfy

p(x,y)0,p(x,y)1,

xy

wherehesumisoverallpossiblevaluesofhevariable.

Example5.1.1Calculatingprobabilitiesfromadiscretejoint

probabilitydistribution

LeXandYhavehejoinprobabiliydisribuion.

XY01

00.10.2

10.40.2

20.10

P(XY1)

(a)Find;

p(x)P(Xx)

(b)