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Joint Density FN

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Joint density function

(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

The marginal density function of Y is given by


 
 ( x  y )  y   x   e y , 0  y  
f ( y)  e  dx  e

e
 0
0

f ( x , y )  f ( x ). f ( y )
e(x y)  e xe y  e(x y)
 X and Y are independent.

2. If the joint density function of the two random variables X and Y


be
 e  ( x  y ) , x  0 , y  0
f (x, y)  
 0 , otherwise
Find (i) P(X 1) (ii)P(X+Y<1)

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  ex  dy  [e1  e1 1] 1 2e1
 
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

Obtain the marginal pdf of X and Y.


1 3
Find P [  y  ]
4 4

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

f (x, y)  1 (6 x  y),0  x  2, 2  y  4


8
Find 1) P(X 1Y  3) 2)P(X<1/Y<3)

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

(Marginal probability density function of y=


2
1
f ( y)   f ( x, y )dx  (10  2 y ) )
8
0

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.

1) P(X)=0.16 0.34 0.5 P(Y)=0.24 0.38 0.38

P[ X  1,Y  1]  P[ X  1,Y  0]  P[ X  1,Y  1]


2)
 P[ X  0,Y  0]  P[ X  1,Y  0]  P[ X  0,Y  1]  P[ X  1,Y  1]

=0.42

3) To test whether X and Y are independent:


P[X=0]. P[Y=0]=0.16 .0.24  1
P[X=0]. P[Y=0]  P[X=0,Y=0]
 X and Y are not independent.

Dr.K.KAVITHA(SAS)

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