81

JOINT DISTRIBUTIONS
 82

Joint Distribution:
Example 2, Pg. 144 (text)
A box contains three tickets numbered 1, 2 and 3
respectively. Two tickets are drawn at random from the box,
one by one, without replacement. X = value on the first
ticket, Y = value on the second ticket.

The possible values of (X,Y) are:

The corresponding probabilities are:

The list/table of values of (X,Y) with probabilities

P(X=x,Y=y) is called the joint distribution of X and Y.
 83

Joint Distribution
It is a list of joint probabilities: P((X=x) (Y=y)), or simply,
P(X=x,Y=y).
Marginal probability:
P X=x = P(X=x,Y=y)
y

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

Conditional probability: P(X=x|Y=y) = P(X=x,Y=y)/P(Y=y)

etc.
 84

Joint Distribution of X X
and Y 1 2 3
1 0 1/6 1/6
Y 2 1/6 0 1/6
3 1/6 1/6 0

a) What is the distribution of X? What is E(X)? V(X)?

b) What is E(X2)?
c) What is the distribution of Y? What is E(Y)? V(Y)?
d) What is the probability P(X<Y)?
e) What is the probability that X is 2 given Y is 1?
f) What is the conditional distribution of X given Y is 1?
g) What is E(X+Y)? What is E(XY)?
h) Are X and Y same?
 85

Independence
Two variables X and Y are independent if
P(X=x|Y=y) =P(X=x) for all x and y, or
P(X=x,Y=y) = P(X=x)P(Y=y) for all x and y.

Are X and Y independent in the previous example?

Notice that independence means that E(XY) =E(X)E(Y).

However, the opposite may not be true.

Now solve Exercise 1 (a)-(c), Ch. 6 from Case Mat (Pg.

45).
 86

Multinomial Distribution
Consider a random experiment with more than 2 possible
outcomes. Assume that successive trials are independent
with probability of each outcome remaining fixed.
Example: Repeated throws of a die, shots fired at a dart
board
The multinomial distribution gives the joint distribution
of the number of occurrences of all possible outcomes in
the above experiment.
 87

Multinomial Distribution (Example Based

on Exercise 1, Casemat Pg. 45)
A 6 faced fair die has 2 faces numbered 1, 3 faces numbered
2 and 1 face numbered 3. The die is cast 10 times.
Xj = No. of times j appears out of 10 throws.
a) Are X1 and X2 independent? Why or why not?
b) Write down the probability P(X1=2, X2=3, X3=5).
c) What is the joint distribution of (X1, X2, X3)?
d) What is the marginal distribution of X1?
e) What is the distribution of X1+X2?
f) What is the probability P(X1=3, X2=3| X3 =4)?
g) What is the conditional distribution of X1| X3=4?