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1.7 2d Random Variable

This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

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188 views44 pages

1.7 2d Random Variable

This document discusses two-dimensional random variables. It defines a two-dimensional random variable as two functions (X,Y) whose values are determined by the outcome of a random experiment. There are two types of two-dimensional random variables: discrete and continuous. For discrete random variables, the joint probability mass function defines the probabilities of all combinations of values for X and Y. For continuous random variables, the joint probability density function defines these probabilities. The document also discusses independent and dependent random variables, conditional probability functions, mathematical expectations, and covariance.

Uploaded by

SHarves AUdi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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SRI KRISHNA COLLEGE OF ENGINEERING AND TECHNOLOGY

Kuniamuthur, Coimbatore, Tamilnadu, India


An Autonomous Institution, Affiliated to Anna University,
Accredited by NAAC with “A” Grade & Accredited by NBA (CSE, ECE, IT, MECH ,EEE, CIVIL& MCT)

Course:

Module/Topic: / Two Dimensional


Random Variable

www.skcet.ac.in
INTRODUCTION
TWO DIMENSIONAL RANDOM VARIABLE
Let S be the sample space. Let X=X(s) and Y=Y(s) be two
functions whose value was determined by the outcome of a
random experiment. Then (X,Y) is a two dimensional random
variable.
• For e.g. If we consider the chemical experiment which measure
the pressure P and volume V of the fluid flow out of certain
pipe, it gives rise to the two-dimensional sample space
consisting of outcomes (P,V). Here the two random variables P
and Q involve simultaneously.
TYPES OF TWO DIMENSIONAL RANDOM VARIABLE
There are two basic types of two dimensional random variables
• Discrete Random Variable
• Continuous Random Variable
INTRODUCTION
Discrete Random Variable
If the random variables (X,Y) assumes only finite or countably
infinite number of real values, then it is called two dimensional
discrete random variable.
Joint Probability mass function (pmf)
The function is called the joint probability mass function of the
discrete random variable (X,Y) if it satisfy the following
conditions:

P( X  xi , Y  y j )  0, where i  1, 2,3, , n and j  1, 2,3, , m


n m


i 1 j 1
P( X  xi , Y  y j )  1

where P ( X  xi , Y  y j )  P ( xi , y j )  pij .
Marginal Probability Mass Functions

The marginal probability mass functions of X and Y,


denoted pX(x) and pY(y) are given by

p X ( x)   p( x, y ) pY ( y )   p( x, y )
y x
Joint Probability Density Function
Let X and Y be continuous rv’s. Then f (x, y) is a joint
probability density function for X and Y if for any two-
dimensional set A

P  X , Y   A   f ( x, y )dxdy


A
Independent Random Variables

Two random variables X and Y are said to be independent if


for every pair of x and y values

p( x, y )  p X ( x)  pY ( y )

when X and Y are discrete or

f ( x , y )  f X ( x )  fY ( y )

when X and Y are continuous. If the conditions are not


satisfied for all (x, y) then X and Y are dependent.
Conditional Probability Function
Let X and Y be two continuous rv’s with joint pdf f (x, y) and
marginal X pdf fX(x).
Then for any X value x for which fX(x) > 0, the conditional
probability density function of Y given that X = x is
f ( x, y )
fY | X ( y | x)    y  
f X ( x)
If X and Y are discrete, replacing pdf’s by pmf’s gives the
conditional probability mass function of Y when X = x.
Mathematical Expectations
Let X and Y be two dimensional random variables, then their
expectations are given as follows:
COVARIANCE

If X and Y are two random variables, then the covariance


between them is

Cov (X,Y)  E(XY)-E(X) E(Y)

Results on Covariance:
(iii) Conditional Distributions
THANK YOU

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