Joint Density FN
Joint Density FN
Joint Density FN
(x y) , 0 x, y .
1. The jpdf of (X,Y) is given by f (x, y) e
Are X and Y are independent?
The marginal density function of X is given by
f ( x) e ( x y ) dy e x e y e x , 0 x
0
0
f ( x , y ) f ( x ). f ( y )
e(x y) e xe y e(x y)
X and Y are independent.
1 1
x 1
i) P( X 1) f (x)dx e dx 1 e Dr.K.Kavitha(SAS)
0 0
11 y 1 1 y
P(X Y 1) e(x y)dxdy e y ex dy [e1 e1 1] 1 2e1
ii)
0 0 0 0
Y
Y=1
X+Y=1
X=0 X=1-Y
X
Y=0
3. Suppose the pdf of X, Y is
6 2
( x y ), 0 x 1 , 0 y 1
f (x, y) 5
0 , otherwise
Marginal pdf of X:
1 1
6 6 1
f ( x) f ( x , y ) dy ( x y 2 ) dy ( x )
5 5 3
0 0
Marginal Pdf of Y
1 1
6 2 )dx 6 [ 1 y 2 ]
f ( y) f (x, y)dx 5 ( x y 5 2
0 0
3/ 4 3/ 4
1 3 6 1
P( Y ) f ( y ) dy ( y 2 ) dy 37 / 80
4 4 5 2
1/ 4 1/ 4
Practice problems:
4. X and Y are two random variable with joint pdf
13
Hint: 1) P ( X 1 Y 3) f ( x , y ) dydx 3 / 8
02
P ( X 1 Y 3)
2) P(X<1/Y<3)= P (Y 3 )
3 3
1
P(Y 3) f ( y)dy 8
(10 2 y)dy 5 / 8
2 2
3
P ( X 1 Y 3) 3
8
P(X<1/Y<3)= P (Y 3 ) 5 5
8
5. The Joint probability mass function of X and Y is
Y 0 1 2
X
0 0.1 0.04 0.02
1 0.08 0.2 0.06
2 0.06 0.14 0.3
1) Compute the marginal pmf of X and Y.
2) P[ X 1, Y 1]
3) Check if X and Y are independent.
=0.42
Dr.K.KAVITHA(SAS)