Joint Distribution

Example 1| Example 2 | Useful Web Resources| Solutions

 

Definition 2.2-1:

The joint probability mass function of the discrete random variables X and Y is a function p(x,y) defined by

p(x,y) = P( X=x, Y=y)

where (X= x, Y= y) denotes the intersection of the events (X= x) and (Y= y).

 

Example 1:

Consider an experiment that studies the number of people with colourblindness in a group of 300 people. Let X represent the gender of the subject (0= Male, 1=Female), and let Y represent whether or not someone is colourblind (0=Not Colourblind, 1= Colourblind). The joint probability mass function of X and Y is given below:

p(x,y) Male=0 Female=1
Not Colourblind=0 112/300 140/300
Colourblind=1 33/300 15/300

*Referenced from http://www-stat.stanford.edu/~susan/courses/s116/node65.html

 

So p(0,1)=112/300 is the probability that a randomly selected male is not colourblind.

From the joint probability distribution the distributions of X and Y can be found. The probability of being colourblind can be found by summing all entries in the table for which Y=1.

So P(Y=1) = 33/300+15/300 = 48/300

 

Round all answers to 2 decimal places.

A: What is the probability of being a male?

B: What is the probability of being a female?

C : What is the probability of not being colourblind?

D: What is P(Y=1|X=1)?

Solution

To find probablities such as P(X=0) and P(Y=0) we added the entries in the table over a row or a column to obtain the marginal total. In the context of joint probability distributions, the probability mass functions of the individual random variables are called marginal probability mass functions.

 

Definition 2.2-2: Marginal Probability Mass Functions

Let X and Y be discrete random variables with joint probability distribution P(X=x, Y= y). The marginal probability mass functions of X and Y are

 

    and

     

The marginal mass functions for X and Y in Example 1 are added to the table:

    p(x,y)
    Male=0 Female=1 Py(Y)
    Not Colourblind=0
    112/300
    140/300
    252/300
    Colourblind=1
    33/300
    15/300
    48/300
    Px(X)
    145/300
    155/300
    1

Definition 2.2-3: Conditional Probability Mass Function

 

    The conditional probability mass function of X given Y= y is defined for all y such that
    py(y) >0 as

The conditional probability mass function of Y given X= x is defined for all x such that px(x)>0 as

 

Example 2:

Refer to Example 2.2-2 on page 53. Answer the follwing questions.

 

Round all answers to 2 decimal places.

A: What is P(X+Y)?

B: What is P(Y<3)?

C: What is P(X>=2)?

D: What is P(Y>=2 |X=2)?

Solution

Definition 2.2-4:

The discrete random variables X and Y are independent if, for all values of x and y,

Otherwise the random variables X and Y are dependent.

 

Example 3:

Refer back to Example 2.2-2 on page 53. Are X and Y independent?

Solution:

p(3,3)=1/16. P(X=3)=1/2 and P(Y=3)=5/32. Therefore p(3,3) does not equal p(X=3,Y=3). So X and Y are dependent.

 

Definition 2.2-5

 


Useful Web Resources

Joint, marginal, and Conditional Distributions-Statistical Engineering

Joint Distributions

Joint Distributions- Wikipedia

Conditional Distributions- Wikipedia

Discrete Conditional Distributions- www.math.mcmaster.ca/canty/ teaching/stat2d03/lectures9.pdf


 

Solutions

 

Solution to Example 1

 

A: To find the probability of being a male, you have to add up the values in the column pertaining to X=0. So we get 112/300 +33/300=145/300=0.48

B: To find the probability of being a female, you have to add up the values in the column pertaining to X=1. So we get 140/300+15/300=155/300=0.5166=0.52

C: To find the probability of not being colourblind, you have to add across the values in the row pertaining to Y=1. So we get 112/300 + 140/300 =252/300=0.84

D: P(Y=1|X=1) is interpreted as the probability that someone is colourblind given that they are a female. We know that P(Y=1|X=1)= P(Y=1,X=1)/P(X=1) =(15/300) /(155/300) =15/155=0.096=0.10

Solution to Example 2

A: P(X+Y)= P(2,2)+ P(3,1)+P(1,3)=3/16 +1/16+1/32=9/32=0.28125=0.28

B: P(Y<3) =P(2,1)+P(2,2)+P(2,3)+P(2,4)+P(1,1)+P(1,2)+P(1,3)+P(1,4)

= Py(1)+Py(2)=5/32+11/16=27/32=0.84375=0.84

C: P(X>=2)=Px(2)+Px(3)+Px(4)=1/4+1/2+1/8=7/8=0.875=0.88

D: P(Y>=2 |X=2)=P(2,2)+P(2,3)=3/16+1/32=7/32=0.21875=0.22

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