资料资料资料Lecture_note_6__Jointly_distri9f371872-1fc5-4ae6-a060-cc847005a52b.pdfVIP

Lecturenote6:Jointlydistributedrandom

variables

FoundationofProbabilityTheory/STA203

ZhuosongZHANG

DepartmentofStatisticsandDataScience,SUSTech

Fall,2023

Jointdistributionfunctions

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Introduction

■Wehavebeenconsideringone-variaterandomvariables.

■Howtostudythedistributionsoftworandomvariablesand?

■Howtostudytheirrelationships?

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Definitionofrandomvectors

Samplespace:

Valuespace:ℝ2

((),())

()

()

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Definitionofrandomvectors

Definition1

Let(,ℱ,ℙ)beaprobabilityspace.Wesay(,)isa2-dimensionalrandomvector,or

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abivariaterandomvariableif↦→((),())isafunctionvaluedonℝ.

Example2(Someexamples)

■Let={allstudentsatSUSTech},and()=heightof,()=ageof.

■Let={allproductsinasupermarket},and()=priceof,()=

dateofmanufactureof.

■Canyougivesomeexamples?

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-dimensionalrandomvectors

Definition3

Generally,wesay(,,...,)isa-variaterandomvariable,ora-dimensionalran-

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domve