Joint probability is the probability of two different events occurring at the same time.
Joint
probability is calculated by taking the proportion of times that occurs divided by total number
of frequencies.
Marginal probability is the probability of a single event irrespective of any other event. For
example, the probability of a coin flip giving head is considered a marginal probability because
here we are not considering any other events.
Conditional probability is the probability of an event x occurring when a secondary event y
is true. Mathematically, it is represented as P(X|Y)
Now we have to calculate these probabilities by using a two-way table.
If you are given a pmf=pXY(x,y) and we will calculate the marginal probabilitypY(y)
.To calculate the marginal probability we will use the formula py(y)=∑ip(xi,y)
Joint Probability Distribution
Let A, B, …., be the random variables which are defined on a probability space. The probability
distribution that gives the probability that each of A, B, …. falls in any particular range or
discrete set of values specified for that variable is defined as the joint probability distribution
for A, B, ….. In the case of only two random variables, this is called a bivariate distribution,
otherwise, it is a multivariate distribution.
The joint probability distribution can be expressed in different ways based on the nature of the
variable. In case of discrete variables, we can represent a joint probability mass function. For
continuous variables, it can be represented as a joint cumulative distribution function or in
terms of a joint probability density function.
Joint Probability Examples
Let us see some examples of how to find the joint probability with solutions.
Example: Find the probability that the number three will occur twice when two dice are rolled
at the same time.
Solution:
Number of possible outcomes when a die is rolled = 6
i.e. {1, 2, 3, 4, 5, 6}
Let A be the event of occurring 3 on first die and B be the event of occurring 3 on the second
die.
Both the dice have six possible outcomes, the probability of a three occurring on each die is
1/6.
P(A) =1/6
P(B )=1/6
P(A,B) = 1/6 x 1/6 = 1/36