Joint distribution function

Tuesday, 2 July 2019

2:38 PM

Sometimes we may wish to jointly analyse two random variables, in order to understand the degree of relationship between them.

 

 

 

Discrete Random Variables

If  and  are both discrete, the joiny probability mass function is given by

 

The marginal probability mass function can be obtained by

 

Continuous Random Variable

 

 

The function  is the joint probability density of  and

 

Machine generated alternative text: The marginal densities follow from fx(x)dx P(X e A) = e A, Y e SY) — Thus, fx(x) = and fY(Y) = fxy(x, y)dy dx fxy(x, y)dx

 

 

Created with Microsoft OneNote 2016.