Bivariate Discrete Probability
Bivariate Discrete Probability
Jerzy Neyman
Contents .
8.1 Introduction
82 Bivariate (Joint) Probability Distribution
83 Marginal Probability Distribution
8.4 Independence of Two Discrete Random Variables
8.5 Conditional Probability Distribution
8.6 Joint Distribution Function of Two Dimensional Discrete r.v.
B7 Probability Distribution of (X + Y) when Xand Yare Independent
Key Words :
Joint p.m.f., Marginal p.m.f.. Conditional p.m.f., Joint c.d.f.
Objectives :
Understand the need of bivariate random variables.
Compute probabilities of different events, marginal probabilities, conditional
probabilities etc.
Understand how conditional distribution of X given Y as univariate probability
distribution.
Understand independence of random variables through the joint p.m.f.
(8.1)
8.2 Bivariate Discrete Probability
F.Y.B.Sc. Statistics (Paper- )
8.1.Introduction
Distribution
we have learnt what is meant by a discrete random variable its probbility
So far and expectation. Throughout, we assumed that a single characteristie say X, is of
distribution
interest. For example, X was the number on the face of a die, number of heads when 3 coins
Hence, the set-up was ni
tossed, sum of two faces when two dice thrown etc.
situations when we are interested i
concerning a single r.v. However, there are many
item. That is, there an
characteristics, say X and Y at the same time related to the same
Y are two r.v.s. defined o
r.v.s. to be observed simultaneously. In other words, X and
same sample space 2. Following examples illustrate this point.
1. In a family planning survey, number of children (X), as well as number of girls (Y
in a family are recorded.
2 Sex of the person (X) as wvell as whether he is smoker or not (Y) is recorded.
3. In forestry, diseased plants from two species are identified.
X = Iif the plant is diseased and X =0 otherwise.
Y = lif the plant is of species I andY=0 otherwise.
4 X may be the sum of two numbers and Y may be the maximum of iwo numbers
when two dice are thrown.
5 X may be the sale in kg of tea of Brand A while Y may be the sale of tea of Brand B.
These situations demand handling two variables at a time. Hence, we combine them into
an ordergd pair say (X, ) and call it as a bivariate random variable or two dimensional rx.
Note that both X and Yare defined on the same sample space S2. Whenever both Xand Yare
discrete (finite in this course), we say that (X, Y) is a two-dimensional discrete r.v.
Definition 1 : Bivariate (two dimensional) discrete r.v. : Let 2 be the sample
corresponding to a random experiment. Let X and Y be two real valued functions (rv.s)
defined on 2. The ordered pair (X, Y) defined by (X, Y) (w) = (X (w), Y (w) is calleda
bivariate or two dimensional random variable on S2. If the number of possible values o
(X. Y) is finite, then (X, Y) is called as a bivariate discrete r.v.
Note that (X, Y) is discrete if and only if Xand Yare both discrete. Hence, if Xtakes
values x,, xXz, ... Xm and Ytakes values y,. yz, .. yn: then the range space of (X, Y) is
R«, y) = {(xi, y): i=1,2, ..., m; j= 1, ..., n)
and Y
R(x, y) is nothing but the cartesian product of R, and Ry. the ranges of X
respectively. R(x. y) contains m Xn points.
8.2 Bivariate (Joint) Probability Distribution
Recall that the p.m.f. P(x) of a single r.v. X, was derived by probabilitiesof
elements in 2 which gives rise to the
adding the canconstruct
the event |X= x]. On similar lines one
the joint probability mass function of the bivariate r.v. (X yy
VESC Statistics (Paper- 1) 8.3 Bivariate Discrete Probability Distributions
ninition 2: Joint Probability Mass Function of (X, Y) : Let (X. Y) be a disctete
anate defined on 2. Let the range space of (X, Y) be
Rx.y) = {(x y): i= 1, .... n:j= 1,2. ....n)
Fr each(X, y) e Ra,y) we define a function.
P(si. y) = Pij as follows :
Pj = P(Xi. yj) =P[X = X, Y =yl: i=1,2. .... m: j=1.2. ...n
if. ) P 2 0 for all i,j
Y Total
X
P Pi2 Pi Pin P
Pz P2: Po Pzn P
Pi Piz Pu Pun
Pal Pa Pm Pa
Total P P P 1
The row otals P.. P..Pn represent marginal probabilities of X while the column
Parepresent marginal probabilities of Y,
8.3 Marginal Probability Distributions
et (s y Dul: i 1, sr B j ) Fepesent a joint probabiliry distributioo of a
-dimeasional discerete t.N. (X, Y) We kaow ha by py we mean
e Can obtainthe (univariate) pobability P[XYyl Using
distribuion of X as followS
PPOXx)
Bivariate Discrete e Probability
F.Y.B.SC. Statistics (Paper -
I)
n
8.4
Distributions
j=l
P(X=x) P. P. P; Pm. 1
= PU
Li=1 X=x Y=y)
=
i=l
Pij : j=1,2, ...n
Y
Total
P(Y=) P P.:
Pj P. n
P(X =0, Y= ) = 36
Similarly. P(X=0, Y= 2) = P(2,2) = 6
Marginal
distribution 36
3
36
5
36
7
36 36 36
of Y
Bivavtate Diserete Pobabiliy Dlstviui
10
TNmial txrbuono\is give by
36
PX0Y=) 21
PN=0.Y=)
POX=1,Y-0)
PX-LYe)
KYRSC Statistics (Paper- I) 8.7 Bivariate Discrete Probability Distributions
PX= 1, Y= 2) =0 as only two beads are selected. Writing these probabilities in the
we get.
Rtt of atable,
1 2 Total
0
8
21
1 4 6
21 2
21 21
Total 10
21 21 21
P(x) 15
21
621
0 1 2
P(y) 1
21 21
(i) The event (X <)refers to the sample
points (0, 1). (0. 2). (1. 2).
P(X<Y) = PO.1) +P(0. 2) +P(1.2)
X
3k 2k 4k
1 2k 6k 4k Sk
3k 9k 6k 12k
(i) Findk.
(ii) Are X and Y independent ?
(ii)Calculate : (a) P(X2, Y 21)
(b) P(X=Y)
(c) P(X+YSl)
(d) P(X?+ Y²s4)
Solution : () The condition ) Pi= limplies
60k = 1
k
60
(i)) The joint p.m.f. as well as the marginal p.m.f.s are as
follows:
Y 1 2 3
X
P
1 3 2 4 10
60 60 60 60 60
1 2 6 4 8
60 60 60
20
60 60
2 3 9 6
60 60 60
12 30
60 60
P.j 6
18 12
60 24
60 60 60
P(X=0, Y=0) = 10 6
60 60 X60 =P (X =0) P(Y=0)
P(X=0, Y=1) = 3 1018 6060 = P(X= 0) P(Y= 1)
Verify that pij =Pi-P-j holds for all i andj in this
table.
EYSSC Statistics (Paper- ) 8.9
Bivariate Discrete Probability Distributions
Hence, Xand Yare independent.
(üi) (a) PXS2. Y 2 1) = P(XS2) - P(Y21)
= 1..54
60 = 0.9 Xand Y are independent
(b) P(X= Y) = P{(0.0) u(1, 1)U(2.2))
13
60
P (AIB) = P(AnB)
P (B) > 0
P (B)
Similarly, the conditional probability of (X = x) given that (Y= y) is defined as,
It is tabulated as follows.
Y
y Yn Total
P(Y= yi|X= x) Pi Piz Pi Pin
P. P. P P
Discrete Probability
Bivariate
F.Y.B.Sc. Statistics (Paper -
)
we
8.10
distributions.
}P
11
Pi.
Remark 2: i=l PX=N|Y=y) = } P = P.
P.j =1
P.
n
Pij P. =1
and P(Y= y; |X = x) = P.
P;.
=
j=1 j=1
These conditions have to be fulfilled as these are p.m.f.s.
Remark 3: When X and Y are independent, the conditional probability distributi
become nothing but the respective marginal distributions. For,
P(X= Xi Y=y)
P (X= x|Y= y) = P(Y= y)
P (X = x) P (Y = y)
P(Y=yj)
P;Pi
P.j Pi for i= 1,...n
Pi P;. P.j
Also, P(Y= y;lX=X) = PË. Pi
= P. j for j = 1, 2. ...
This is in consistency with P (AIB) = P (A) when A and B are
independent.
Remark 4 : For obtaining conditional probability distribution of X given Y = y;
the column of Y = y;and to each entry in this column divide by its
column total. Similari
get the conditional probability distribution of Y given X = Xi,
value in this row, divide by the row total. mark the jth row and te
llustrative Examples
Example 8.4: Following is the joint probability
Y 1 2
distribution of (X, Y).
3 4
X
24 12
1 24
12 6
2 6 12
24
12 12 24
) Bivariate Discrete Probability Distributions
eVASC. Statistics (Paper- 8.11
Total 1/3
() We want conditicnal probability distribution of Ygiven X = 1.
The row of X = 1is
Total
X=1
6
Hence,the conditional probability distribution of Ygiven X= l is as follows.
Y 2 3 4
P(Y|X= 1)1
3 6
(i) In order to calculate P (XSI|Y= ) we first obtain the conditional
dstibution of X eiven Y = l which is as given below. probability
0
P(X|Y= 1)
4
POYa3|Xzl) PX1Y2 3)
P(X21)
PX21)
Bivariate Discrete Probability
F.Y,B.Sc. Statistics (Paper- )
The marginal p.m.f. of X is
8,12
2
Distributing
(0
P ()
P(X2D=4
3/8
P(Y23|X2) = 3/4 2
evaluates the function of r.y, Xands.
To answer (v), (vi), (vii) we prepare a table which
X+ Y, V= XY and W2X-V
We are rearrange the values and write its p.m.f. Let U=
The pairs of (X, Y) we write in a column to evaluate U, V, W.
P(x, y) U=X+Y V= XY W=2X -Y+1
0 1/24 (0
1/12 2
4 1/12 3 -2
5 1/24 4 3
1/12 2 2
2 1/6 3 2
3 1/6 4 3
1/12 4
2 1/24 3 4
2 1/12 4 4 3
3 1/12 5 6 2
4 1/24 6 8 1
Total
U= X+Y 2 3 4 5 6
P(U) Total
1/24 4/24 7/24 7/24 4/24 1/24
V= XY 0 2 3 4
P(V) 6/24 2/24
6 8 Total
5/24 4/24 4/24 2/24 1/24
W= 2X -Y+1 -3 -2
2
Total
P(W) 1/24 2/24 4/24 3 4
5/24
Example 8.5 : The joint p.m.f. of (X, Y) is given 5/24
by.
4/24 2/24 1/24
P(X. y) =
C(x'+y'): C> 0
X 1, 1
0 y 2, 2
otherwise
)
LB.SC. Statistics (Paper - 8.13 Bivariate Discrete Probability Distributions
Obtain (i) C. () the marginal p.m.f.s. of X and Y, (ii) The conditional p.m.f. of Xgiven
-2.(iv) Ae Xand Yindependent ?
Solution :() To find C, consider P(x, y) = 1
Xy
2
P(x, y) = C(20) =1 C= 0
x=-1 y=-2
G) The marginal p.m.f. of Xis given by,
2
P (x) = y=-2
P(x, y)
(x?+4 + x'+4)
for x = -1, 1
10
+1
P(y)
2
Clearly Xand Y are independent since
Px. y) P()P(y) for all(x, y).
Bivariate Discrete Probability
F.Y.B.Sc. Statistics (Paper - I) 8.14
Distributions
Joint Distribution
B.6. Definition Function of Two Dimensional Discrete R
4 : Let (X, Y) be a bivariate discrete r.v. defined on 2. The joint (cumulative)
distribution function F (x. y) is defined as,
yl, X, ye R
F(x. y) = P[X<x, Y< distribution function.
the important properties of the
We state below some of
1. 0<F(x. y)s1
function is non-decrèasing in each of the variables. i.e.
2. The
(i) F(«. y) sF (x. y) ify <y
ifx <x*
(ii) F(x. y) sF (x. y)
lim
3 x’- F(x, y) = 0.
lim
4. F(x, y) =l
5 Let a, b, c, d be any real numbers with a<b, c<d. Then,
c) -F (a, d)
P [a< Xsb, c< Ys d] = F(b, d) + F(a. c) - F(b,
Y).
Example 8.6 : Following is the joint probability distribution of (X,
1 2 3
X
0
24 12 12 D4
1
12 6
2
24 12 12
Calculate () F(1, 1), (ii) F(1, 3). (ii) F (0.5, 2.5).
Solution : The joint probability dis1ribution of (X, Y) in xarnple 8.4 is as follows.
Y 1 2 4
X
0 1
24 12
1 1 1
12 6 6
2
24 24
FU. I). = P(XS1, Ysl)
= P(0, 1) u0.1) =54 +n -
Distributions
TASeStatlsthe (Paper-) 8.15 Bivarlate Discrete Probability
FO,3) e P(XSI, Ys3)
P|0, Do0,2) U0, 3) U1, 1)U0. 2) O0, S))
I5 5
248
()
F0.5, 2.5)=P(X0.5, Ys2.5)
P(XS0, Ys2)
are Independent
7Probablity Distributlon of (X+ Y) wheny),X&Y i = 1, 2, ., m;j=1, 2, ., n).
Y) be a bivariate r.v, with range space as ((x,,
Let (X, marginal p.m.fs of Xand Yrespectively.
P, (X) and P, (y) denote the
Dline Z X+ Y. Let
Consider
P(Z=z| PIX = X, Y =z - xil
P,(x) P,(2-x)
Points to Remember
compute the
bivariate probabilities on the values of one variable, one can
Summing
variable.
marginal p.m.f. of the other marginal probability of the
joint probability divided by the
Conditional p.m.f. is
given variable.
independent if and only if the joint p.m.f. is the product of
Two variables are variables.
individual marginal p.m.fs of the two
" POX=X|Y =y) =PP
P(Y =y|X= X) =
= X,, Y=y) =Pj =P, Xp, V(i, j).
Xand Yare independent random variables if PX
Exercise 8 (A)|
Theory Questions :
r.v.s, is needed.
Give some practical situations where use of bivariate
Z Define :(i) a bivariate discrete r.V,
) Range space of a bivariate discrete r.v.
)Joint probability mass function of (X, Y).
FY.B.Sc. Statistics (Paper- ) 8,16 Bivariate Discrete Probability Distributione
ENplan what is meant by marginal probability distribution of X and Y.
4 When are two discrete r.v.s,said to be independent ?
5. Explain what you understand by
() Conditional distribution of Xgiven Y=yj
(i) Conditional distribution of Ygiven X= XË.
given
Show that the conditional p.m.f. of Xgiven Y =y; and conditional p.m.f. ofY
X= satisfy the conditions of probability mass function.
distribution of X given
7 Show that when X and Y are independent, the conditional
Y=y. is the marginal distribution of X.
r.v. Also state jits
8, Define the joint distribution function of a two dimensional discrete
important properties. and Y as P, (x) and
Let (X, Y) be a discrete bivariate r.v. with marginal p.m.f.s of X
Y.
P; (y) respectively. Obtain the expression for the p.m.f. of Z=X+
Exercise 8 (B)
Numerical Problems :
of heads and Y denote
10. Suppose a fair coin is tossed thrice. Let X denote the number
the number of tails. Obtain the joint probability distribution of (X, Y). Also obtain
the marginal distributions of X and Y.
when
11. Let X and Y denote the sum and difference (absolute) of scores obtained
two fair dice are thrown. Obtain the joint p.m.f. of X and Y. Hence, calculate
() P(X = ), (ii) P(X-Y=2), (iii) P (X = 3).
12. Two fruits are to be selected at random from 4 mangoes, 2 oranges and 3 apples. Let
X and Y denote respectively the mangoes and oranges selected. Obtain the joint
probability distribution of (X, Y).
13. Let X and Y be two discrete r.v.s. having joint p.m.f.
P (x. y) = kxy X = 1,2, 3
y = 1, 2, 3
= 0 otherwise.
Find (i) k. (i) PX+ Y> 5). (ii) Are Xand Yindependent ? Justify.
14. Ar.v. (X, Y) has joint p.m.f. as follows.
Y 0 2
y = 1.2, 3
= 0 otherwise.
Y given X = 1.
Find i) Marginal p.m.f. of X. (iü)Conditional p.m.f. of (April 2012)
19. Let the joint p.m.f. of (X,. X) be.
k > 0
P(x, x) = k(2x, +5x,)
X = 1, 2
X = 1, 2
= 0 otherwise
conditional distribution
Determine (i)k. (ii) the marginal p.m.f.s. of X, and X,. (iüi)
of X,given X, = 2.
below.
Ihe joint p.m.f. of (X, Y) is given 2
Y -1 0
X
-2 1/9 1/27 1/27 1/9
1 2/9 1/9 I/9
3 1/9 4/27
Compute (i) P OX> 0), (ii) PX<0, Y >0), (iii) P (Xis odd), (iv) P(Y is odd and
positive). (v) The conditional distribution of X when Y = 1.
F.Y.B.Sc. Statistics (Paper - ) 8.18
Bivariate Discrete Probability Distributione
0
6
1
Total
Exercise 8 (C)|
Y be
23. Let the joint p.m.f. of two discrete r.v.s. X and
n
P p p-y
P(x, y) = x!y! (n -x-
h:0s (x + y)Zn:
where x, y and nare non-negative integers with 0<x<n; 0y
0<p- P2, Ps< l with p, + p, +P, = 1.
Find: (i) marginal p.m.f.s of X and Y.
(iü) conditional p.m.f. of X given Y = y.
(ii) conditional p.m.f. of Y given X = x.
24. Following is the joint p.m.f. of (X, Y).
Y 0 2 3
X
0.10 0.05 0 0.20
1 0.15 0.25 0.05 0.05
2 0.05 0.10 0 0
Find (i) the probability distribution of Z=X+Y. (i)) P (Z=2),
(ii) P(Z=1|X=), (iv). P(XsY).
25. Let (X, Y) be a bivariate discrete r.v. with joint p.m.f.
5
i y = 0, ....4
iX+ys4
Find the marginal p.m.f. of X and Y.