M Tech (Data Science & Engineering)

Introduction to Statistical Methods

BITS Pilani [Link] PhD, Bangalore

Pilani|Dubai|Goa|Hyderabad
 BITS Pilani

Session No. 14: Joint Probability Distribution

 Agenda
 Joint Probability Distributions
 Discrete Joint Probability distribution
 Continuous Joint Probability distribution
 Joint Probability distribution Function
 Conditional Probability distribution Function

[Link] PhD (Stats) | Slide 3 of 70 | Former Professor of Statistics, KIMS, B’lore

 Discrete Probability distribution
• The probability that a random variable X assumes different
discrete values x is denoted by p(x)=P(X=x), called probability
mass function (pmf) ie., p(x)=P(X=x) is called a (discrete)
probability distribution, because, a total probability of one of a
random experiment is divided into different events. Hence, the
following are the properties of P(X=x)

[Link] PhD (Stats) | Slide 4 of 70 | Former Professor of Statistics, KIMS, B’lore

 Cumulative distribution function
• Let p(x) =P(X=x) is called a (discrete) probability
distribution.

• Let F(x) = P(X ≤ x). F(x) is called the Distribution

Function (DF) of the discrete random variable X. F(x)
has the following properties

[Link] PhD (Stats) | Slide 5 of 70 | Former Professor of Statistics, KIMS, B’lore

 Developing Discrete Probability Distributions
Probability distributions can be estimated from relative frequencies.
Consider the discrete (countable) number of televisions per
household (X) from India survey data …
No. of televisions No. of households X P(x) 1,218 ÷ 101,501
0 1,218 0 0.012 = 0.012
1 32,379 1 0.319
2 37,961 2 0.374
3 19,387 3 0.191
4 7,714 4 0.076
5 2,842 5 0.028
Total 101,501 1.000
e.g. P(X=4) = P(4) = 0.076 =7.6%
[Link] PhD (Stats) | Slide 6 of 70 | Former Professor of Statistics, KIMS, B’lore
 Developing Discrete Probability Distributions

What is the probability there is at least one television but no

more than three in any given household?
No. of televisions No. of households X P(x)

0 1,218 0 0.012
1 32,379 1 0.319
2 37,961 2 0.374
3 19,387 3 0.191
4 7,714 4 0.076
5 2,842 5 0.028
Total 101,501 1.000
“at least one television but no more than three”
P(1 ≤ X ≤ 3) = P(1) + P(2) + P(3) = 0.319 + 0.374 + 0.191 = 0.884
[Link] PhD (Stats) | Slide 7 of 70 | Former Professor of Statistics, KIMS, B’lore
 Problem
• A mail-order computer business has six telephone lines. Let X
denote the number of lines in use at a specified time. Suppose
that the pmf is as follows:
X=x 0 1 2 3 4 5 6
p(x) = P(X=x) 0.10 0.15 k 0.25 k 0.06 0.04
• Find the value of k and calculate the probability that
– (a) At most 3 lines are in use
– (b) Fewer than 3 line in use
– (c) At least 3 lines are in use
– (d) Between 2 and 5 lines are in use
– (e) At least four lines are not in use
[Link] PhD (Stats) | Slide 8 of 70 | Former Professor of Statistics, KIMS, B’lore
 Problem
Like mean and standard deviation are computed to
describe data measured by quantitative variable, a similar
measures viz., expected value (mean) and variance for
random variable X are computed for describing the
probability distribution using the formula

[Link] PhD (Stats) | Slide 9 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
• Let X be a discrete random variable having the
probability mass function
X=x 0 1 2 3 4 5 6 7
# Registered 150 450 1950 3750 k 2550 1500 300

• Find the value of k

• Find the probability distribution function of X
• Calculate E(X) and V(X)
• Assume that the total population is 15000

[Link] PhD (Stats) | Slide 10 of 70 | Former Professor of Statistics, KIMS, B’lore

 Continuous probability distribution
• A continuous random variable can assume any value in an
interval on the real line or in a collection of intervals.
• It is not possible to talk about the probability of the random
variable assuming a particular value.
• Instead, we talk about the probability of the random variable
assuming a value within a given interval.
• The probability of the continuous random variable assuming a
specific value is 0.
• The probability of the random variable assuming a value within
some given interval from x1 to x2 is defined to be the area under
the graph of the probability density function between x1 and x2.

[Link] PhD (Stats) | Slide 11 of 70 | Former Professor of Statistics, KIMS, B’lore

 Continuous probability distribution

• A random variable is called continuous when it

assumes values in a given interval.

• The probability that a random variable X assumes

different values x in a given interval, say [a, b], is
denoted by f(x) = P(a ≤ X ≤ b), called probability
density function (pdf).
[Link] PhD (Stats) | Slide 12 of 70 | Former Professor of Statistics, KIMS, B’lore
 Continuous probability distribution

• Indeed, the probabilities are the area under the

curve in a given interval. Thus, a function with
values f(x) defined over the set of all real numbers
(a, b) is given by

[Link] PhD (Stats) | Slide 13 of 70 | Former Professor of Statistics, KIMS, B’lore

 Continuous probability distribution

[Link] PhD (Stats) | Slide 14 of 70 | Former Professor of Statistics, KIMS, B’lore

 Continuous probability distribution
• It is important to note that f(c), the value of the pdf
of X at a constant c does not give P(X=c) as in the
discrete case and in continuous case probabilities
are always associated with intervals and P(X=c) = 0,
i.e., c
f(c)  P( X  c)  P(c  X  c)   f x  dx  0
c

[Link] PhD (Stats) | Slide 15 of 70 | Former Professor of Statistics, KIMS, B’lore

Properties of continuous probability distribution

• A f(x) is called a probability density function of a

continuous random variable if it satisfy the following
conditions:
(i)

(ii)

(iii)

[Link] PhD (Stats) | Slide 16 of 70 | Former Professor of Statistics, KIMS, B’lore

 Continuous Probability Distribution Function

• Let f(x) is called a (continuous) probability distribution.

• Let F(x) = P(X ≤ x). F(x) is called the Distribution

Function (DF) of the continuous random variable X. F(x)
has the following properties

[Link] PhD (Stats) | Slide 17 of 70 | Former Professor of Statistics, KIMS, B’lore

 Mean and Variance of Continuous
Probability Distribution

• Expected value of X:

• Variance of X:

[Link] PhD (Stats) | Slide 18 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
If X and Y are two discrete random variables, the
probability distribution of their simultaneous
occurrences can be represented by a function with
values p(x, y) for each pair of values (x, y) within
the range of X and Y. This probability distribution
is called the joint probability mass function given
by p(x, y) = P(X=x, Y=y).
[Link] PhD (Stats) | Slide 19 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint Probability Distribution
The function p(x, y) gives the probability that the outcomes x and
y occur simultaneously.
The p(x, y) is called joint probability mass function if it satisfies
the following conditions:
(i) p(x, y)  0, for each pair of values (x, y) within its domain.
(ii)

where the summation extends over all possible pair of

values (x, y) within its domain.

[Link] PhD (Stats) | Slide 20 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Example1: Two balls are selected at random from a bag
containing three green, two blue and four red balls.
If X and Y are respectively the numbers of green and blue
balls included among the two balls drawn from the bag, find
the probabilities associated with all possible pairs of value of
X and Y.
Solution: Here the possible pairs are (0, 0), (0, 1), (1, 0),
(1, 1), (0, 2), (2, 0).
[Link] PhD (Stats) | Slide 21 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint Probability Distribution
To obtain the probability associated with (1, 0), for
example, we see that we are dealing with the event of
getting one of the three green balls, no blue ball and
hence, one of the red ball is the number of ways in
3 2 4
which we get this event = c1 x c0 x c1 =12. Also, the
total number of ways in which two ball are drawn out
9
of nine = c2 = 36
[Link] PhD (Stats) | Slide 22 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint Probability Distribution
As these probabilities are equally likely, the
probability of the event associated with (1, 0) is
12/36 =1/3.
Similarly, the probability associated with (1, 1) is
3 2 4
( c1 x c0 x c1)/36=1/6.
Likewise all the probabilities can be obtained and
these values are shown in the following table
[Link] PhD (Stats) | Slide 23 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint Probability Distribution
X
y
0 1 2
0 1/6 1/3 1/12
1 2/9 1/6 0
2 1/36 0 0
The above probabilities can also be obtained by

for x  y  0, 1, 2 and 0  x  y  2

[Link] PhD (Stats) | Slide 24 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Joint Probability Distribution Function

If X and Y are random variables, the function

given by

[Link] PhD (Stats) | Slide 25 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Example 1: If

(i) Find P[X ≤ 2/3, Y ≤ 1/4]?

[Link] PhD (Stats) | Slide 26 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Discrete Marginal Distributions
If X and Y are random variables, then the marginal
distribution of X=x is given by

If X and Y are random variables, then the marginal

distribution of Y=y is given by

[Link] PhD (Stats) | Slide 27 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Example 1: If the joint probability mass function of
two discrete random variables is given below, obtain
the marginal distribution of X and Y. Also find
P(X=1/Y=0) & P(Y=1/X=1)
x
y
0 1 2
0 3/28 9/28 3/28
1 3/14 3/14 0
2 1/28 0 0

[Link] PhD (Stats) | Slide 28 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
The marginal distribution of X = x and Y = y is
x
y
0 1 2
0 3/28 9/28 3/28 P(Y=0)=15/28
1 3/14 3/14 0 P(Y=1)=3/7
2 1/28 0 0 P(Y=2)=1/28

P(X=0)=5/14 P(X=1)=15/28 P(X=2)=2/28

[Link] PhD (Stats) | Slide 29 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Summarizing the results:
The marginal distribution of X=x is
x 0 1 2
g(x) 5/14 15/28 3/28

The marginal distribution of Y=y is

y 0 1 2
h(y) 15/28 3/7 1/28

[Link] PhD (Stats) | Slide 30 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Conditional Probability Distributions
If X and Y are random variables, then the
conditional distribution of X=x given Y=y is

Similarly, the conditional distribution of Y=y given

X=x is

[Link] PhD (Stats) | Slide 31 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution
Example 1: If the joint probability mass function of
two discrete random variables is given below:
x
y
-1 0 1
P(X = -1Y = 2) = 2/5
0 1/15 2/15 1/15
1 3/15 2/15 1/15 P(X = 0 Y = 2) = 1/5
2 2/15 1/15 2/15 P(X = 2 Y = 2) = 2/5

Find the conditional distribution of X given Y = 2

[Link] PhD (Stats) | Slide 32 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint Probability Distribution
Independence of random variables
If X and Y are two random variables, with joint
probability distributions p(x, y) and the marginal
distributions g(x) and h(y) respectively, then they
are called as statistically independent if and only
if
p(x, y) = g(x)h(y) for all (x, y) within their range.

Note: X and Y may be discrete or continuous.

[Link] PhD (Stats) | Slide 33 of 70 | Former Professor of Statistics, KIMS, B’lore
 Exercise 1
A large insurance agency services a number of customers who
have purchased both a homeowner’s policy and an
automobile policy from the agency. For each type of policy, a
deductible amount must be specified. For an automobile
policy, the choices are $100 and $250, whereas for a
homeowner’s policy, the choices are 0, $100, and $200.
Suppose an individual with both types of policy is selected at
random from the agency’s files. Let X the deductible amount
on the auto policy and Y the deductible amount on the
homeowner’s policy
[Link] PhD (Stats) | Slide 34 of 70 | Former Professor of Statistics, KIMS, B’lore
 Suppose the joint pmf is given by
Y
X
0 100 200
100 0.2 0.1 0.2
250 0.05 0.15 0.3
Find
(i) Marginal probabilities of X and Y.
(ii) P(𝑌 ≥ 100)
(iii) Are X and Y independent ?
(iv) Conditional distribution of Y=100 for X=x.
[Link] PhD (Stats) | Slide 35 of 70 | Former Professor of Statistics, KIMS, B’lore
 Exercise 2

When an automobile is stopped by a roving safety

patrol, each tire is checked for tire wear, and each
headlight is checked to see whether it is properly
aimed. Let X denote the number of headlights that
need adjustment, and let Y denote the number of
defective tires.

[Link] PhD (Stats) | Slide 36 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 2
(a) If X and Y are independent with px(0) = 0.5,
px(1) = 0.3, px(0) = 0.2 and py(0) = 0.6, py(1) = 0.1,
py(2) = py(3) = 0.05 and py(4) = 0.2
Display the joint pmf of (X, Y).
b) Compute 𝑃 𝑋 ≤ 1 𝑎𝑛𝑑 𝑌 ≤ 1 from joint pmf and verify
that it equals the product 𝑃 𝑋 ≤ 1 ∙ 𝑃(𝑌 ≤ 1).
c) What is 𝑃(𝑋 + 𝑌 = 0)
d) Compute 𝑃(𝑋 + 𝑌 ≤ 1)
[Link] PhD (Stats) | Slide 37 of 70 | Former Professor of Statistics, KIMS, B’lore
 Exercise 3
X and Y are two rv’s having the joint pmf
1
𝑓 𝑥, 𝑦 = (2𝑥 + 𝑦),
27
where x and y can assume only the integer values 0,1
and 2. Find the conditional distribution of Y for X=x.

[Link] PhD (Stats) | Slide 38 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Distribution (Continuous rv ‘s)
Let X and Y be continuous rv’s. A joint probability density
function 𝑓(𝑥, 𝑦) for these two variables is a function satisfying
𝑓 𝑥, 𝑦 ≥ 0
∞ ∞
−∞ −∞
𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦 = 1
Also,
𝑏 𝑑

𝑃 𝑎 ≤ 𝑋 ≤ 𝑏, 𝑐 ≤ 𝑌 ≤ 𝑑 = 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥
𝑎 𝑐
[Link] PhD (Stats) | Slide 39 of 70 | Former Professor of Statistics, KIMS, B’lore
 The marginal probability density function of X and Y,
denoted by 𝑓𝑋 (𝑥) and 𝑓𝑌 (𝑦) are given by

∞
𝑓𝑋 𝑥 = −∞
𝑓(𝑥, 𝑦) 𝑑𝑦 for −∞ < 𝑋 < ∞

∞
𝑓𝑌 𝑦 = −∞
𝑓(𝑥, 𝑦) 𝑑x for −∞ < Y < ∞

[Link] PhD (Stats) | Slide 40 of 70 | Former Professor of Statistics, KIMS, B’lore

 Two continuous random variables X and Y are said to be
independent if for every pair of x and y values
𝑓 𝑥, 𝑦 = 𝑓𝑋 (𝑥) ∙ 𝑓𝑌 (𝑦)
If it is not satisfied, then X and Y are said to be dependent.

[Link] PhD (Stats) | Slide 41 of 70 | Former Professor of Statistics, KIMS, B’lore

 Conditional Distributions
Let X and Y be two continuous rv’s with joint pdf 𝑓(𝑥, 𝑦)
and marginal probability distribution of X is 𝑓𝑋 (𝑥).
Then for any X value of x for which 𝑓𝑋 𝑥 > 0, the
conditional probability density function of Y when
X = x is
𝑓(𝑥,𝑦)
𝑓𝑌|𝑋 (𝑦|𝑥) =
𝑓𝑋 (𝑥)

[Link] PhD (Stats) | Slide 42 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 4
A bank operates both a drive-up facility and a walk-up
window. On a randomly selected day, let X the
proportion of time that the drive-up facility is in use (at
least one customer is being served or waiting to be
served) and Y the proportion of time that the walk-up
window is in use. Suppose the joint pdf of (X, Y) is
given by

[Link] PhD (Stats) | Slide 43 of 70 | Former Professor of Statistics, KIMS, B’lore

 6 2
(𝑥 + 𝑦 ), 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
𝑓 𝑥, 𝑦 = 5
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Verify
a) Is this legitimate pdf
b) The probability that neither facility is busy more than one-
quarter of the time.
c) The marginal pdf of X, which gives the probability
distribution of busy time for the drive-up facility without
reference to the walk-up window
[Link] PhD (Stats) | Slide 44 of 70 | Former Professor of Statistics, KIMS, B’lore
 Exercise 5
A nut company markets cans of deluxe mixed nuts containing
almonds, cashews, and peanuts. Suppose the net weight of
each can is exactly 1 lb, but the weight contribution of each
type of nut is random. Because the three weights sum to 1, a
joint probability model for any two gives all necessary
information about the weight of the third type. Let X the
weight of almonds in a selected can and Y the weight of
cashews. Then the region of positive density is D {(x, y): 0 ≤
x ≤ 1, 0 ≤ y ≤ 1, x + y ≤ 1},

[Link] PhD (Stats) | Slide 45 of 70 | Former Professor of Statistics, KIMS, B’lore

 Let the joint pdf for (X, Y) be

24𝑥𝑦, 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1, 𝑥 + 𝑦 ≤ 1
𝑓 𝑥, 𝑦 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Find (i) Is f(x, y) legitimate pdf.

(ii) To compute the probability that the two types of nuts
together make up at most 50% of the can.

[Link] PhD (Stats) | Slide 46 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 6
If X and Y are two random variables having joint density
function

1
(6 − 𝑥 − 𝑦), 0 ≤ 𝑥 ≤ 2, 2 ≤ 𝑦 ≤ 4
𝑓 𝑥, 𝑦 = 8
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find (i) P(X<1 and Y<3)
(ii) P(X+Y<3)
(iii) P(X<1|Y<3)
[Link] PhD (Stats) | Slide 47 of 70 | Former Professor of Statistics, KIMS, B’lore
 Exercise 7
Each front tire on a particular type of vehicle is
supposed to be filled to a pressure of 26 psi. Suppose
the actual air pressure in each tire is a random
variable—X for the right tire and Y for the left tire, with
joint pdf
2 2
𝑘(𝑥 + 𝑦 ), 20 ≤ 𝑥 ≤ 30, 20 ≤ 𝑦 ≤ 30
𝑓 𝑥, 𝑦 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
[Link] PhD (Stats) | Slide 48 of 70 | Former Professor of Statistics, KIMS, B’lore
 a) What is the value of K?
b) What is the probability that both tires are under
filled?
c) What is the probability that the difference in air
pressure between the two tires is at most 2 psi?
d) Determine the (marginal) distribution of air pressure
in the right tire alone.
e) Are X and Y independent rv’s?

[Link] PhD (Stats) | Slide 49 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint Probability Distribution Function
Let (X, Y) be a two dimensional random variable then
their joint distribution function is given by:
In case of continuous rv’s
𝑥 𝑦
𝐹𝑋𝑌 𝑥, 𝑦 = 𝑃 𝑋 ≤ 𝑥, 𝑌 ≤ 𝑦 = 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦
−∞ −∞
In case of discrete rv’s
𝐹𝑋𝑌 𝑥, 𝑦 = 𝑃 𝑋 ≤ 𝑥, 𝑌 ≤ 𝑦 = 𝑝 𝑥, 𝑦
𝑋≤𝑥 𝑌≤𝑦
[Link] PhD (Stats) | Slide 50 of 70 | Former Professor of Statistics, KIMS, B’lore
 Marginal Distribution Function
In case of continuous rv’s
𝑥 ∞
𝐹𝑋 𝑥 = 𝑓 𝑥, 𝑦 𝑑𝑦𝑑𝑥
−∞ −∞
𝑦 ∞
𝐹𝑌 𝑦 = 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦
−∞ −∞
In case of discrete rv’s
𝐹𝑋 𝑥 = 𝑃 𝑋 ≤ 𝑥, 𝑌 = 𝑦
𝑋≤𝑥,∀𝑦

𝐹𝑌 𝑦 = 𝑃 𝑋 = 𝑥, 𝑌 ≤ 𝑦
𝑌≤𝑦,∀𝑥

[Link] PhD (Stats) | Slide 51 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 8
If the joint probability density of two continuous random
variables X1 and X2 is given by

𝑓 𝑥1, 𝑥2 = 6𝑒 −2𝑥1
−3𝑥2 , for x1 > 0 and x2 > 0
0, Elsewhere
Find the joint distribution function of two random
variables and use it to find out the probability that both
random variables will take on values less than 1.
[Link] PhD (Stats) | Slide 52 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint probability mass function of n rvs
Let X1, X2, . . ., Xn, be n discrete random variables
which are assuming the values x1, x2, . . ., xn. The
joint probability mass function of n discrete random
variables is given by
P(x1, x2, . . ., xn) = P(X1=x1, X2=x2, . . ., Xn=xn),
which satisfies the properties
(i) P(x1, x2, . . ., xn) ≥ 0
(ii) . . . P(x1, x2, . . ., xn) = 1
[Link] PhD (Stats) | Slide 53 of 70 | Former Professor of Statistics, KIMS, B’lore
 Joint probability density function of n rvs
Let X1, X2, . . ., Xn, be n continuous random variables
which are assuming the values x1, x2, . . ., xn. The joint
probability density function of n discrete random
variables is given by
P(a1 ≤ x1 ≤ b1, a1 ≤ x2 ≤ b1, . . ., a1 ≤ xn ≤ b1) =
𝑏1 𝑏2 𝑏𝑛
𝑎1 𝑎2
. . ., 𝑎𝑛
𝑓(𝑥 1, 𝑥 2, . . . , 𝑥𝑛)dx1xd2. . .dxn

[Link] PhD (Stats) | Slide 54 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint probability density function of n rvs
which satisfies the properties
(i) f(x1, x2, . . ., xn) ≥ 0
∞ ∞ ∞
(ii) −∞ −∞
. . ., −∞
𝑓(𝑥 1, 𝑥 2, . . . , 𝑥𝑛)dx1xd2. . .dxn =
1

[Link] PhD (Stats) | Slide 55 of 70 | Former Professor of Statistics, KIMS, B’lore

 Joint probability distribution function of n crvs
Let F (x1, x2, . . ., xn) denote the distribution function of
n continuous random variables, then
𝑥1 𝑥2 𝑥𝑛
−∞ −∞
. . ., −∞
𝑓(𝑥 1, 𝑥 2, . . . , 𝑥𝑛)dx1xd2. . .dxn

[Link] PhD (Stats) | Slide 56 of 70 | Former Professor of Statistics, KIMS, B’lore

 Expected Values
Let X and Y be jointly distributed rv’s with pmf p (x, y) or pdf f (x, y)
according to whether the variables are discrete or continuous. Then
the expected value of a function h (X, Y), where h (X, Y) is a random
variable is denoted by E [h(X, Y)] or 𝜇ℎ(𝑥,𝑦) and it given by

ℎ(𝑥, 𝑦) ∙ 𝑝 𝑥, 𝑦 , 𝑖𝑓 𝑋, 𝑌 𝑎𝑟𝑒 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒

𝑥 𝑦
𝐸 ℎ 𝑋, 𝑌 = ∞ ∞
ℎ 𝑥, 𝑦 ∙ 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦, 𝑖𝑓 𝑋 𝑎𝑛𝑑 𝑌 𝑎𝑟𝑒
−∞ −∞ 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

[Link] PhD (Stats) | Slide 57 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 9
Five friends have purchased tickets to a certain concert. If the tickets are for
seats 1–5 in a particular row and the tickets are randomly distributed among
the five, what is the expected number of seats separating any particular two
of the five?
Let X and Y denote the seat numbers of the first and second individuals,
respectively. Possible (X, Y) pairs are {(1, 2), (1, 3), . . . , (5, 4)} and the joint
pmf of (X, Y) is

1
𝑝 𝑥, 𝑦 = 20 , 𝑥 = 1 𝑡𝑜 5, 𝑦 = 1 𝑡𝑜 5, 𝑥 ≠ 𝑦
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
The number of seats separating the two individuals is ℎ 𝑋, 𝑌 = 𝑋 − 𝑌 − 1.

[Link] PhD (Stats) | Slide 58 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 5 (Cont.)
If 1 lb of almonds costs the company $1.00, 1 lb of
cashews costs $1.50, and 1 lb of peanuts costs $.50,
then the total cost of the contents of a can is
h(X, Y) = (1)X + (1.5)Y + (.5)(1 – X- Y)
= 0.5 – 0 .5X – Y
Find the expected total cost

[Link] PhD (Stats) | Slide 59 of 70 | Former Professor of Statistics, KIMS, B’lore

 Covariance
Cov(X, Y)= E(XY) - E(X). E(Y) where
∞
𝐸(𝑋) = −∞ 𝑥 𝑓𝑋 𝑥 𝑑𝑥
∞
𝐸(𝑌) = −∞ 𝑦 𝑓𝑌 𝑦 𝑑𝑦
∞ ∞
𝐸(𝑋𝑌) = −∞ −∞
𝑥𝑦 𝑓 𝑥, 𝑦 𝑑𝑥dy
𝑉 𝑋 =𝐸 𝑋 2 − 𝐸(𝑋) 2

𝑉 𝑌 =𝐸 𝑌 2 − 𝐸(𝑌) 2

[Link] PhD (Stats) | Slide 60 of 70 | Former Professor of Statistics, KIMS, B’lore

 Exercise 10
Two rv’s X and Y have the following joint pdf
2 − 𝑥 − 𝑦, 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
𝑓 𝑥, 𝑦 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find Co-variance between X and Y

[Link] PhD (Stats) | Slide 61 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
A company that produces fine crystal knows from
experience that 10% of its goblets have cosmetic flaws and
must be classified as “seconds”.
(a) Among six randomly selected goblets, how likely
is it that only one is a second?
(b) Among six randomly selected goblets, what is the
probability that at least two are seconds?

[Link] PhD (Stats) | Slide 62 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
If a publisher of law books takes great pains to ensure that
the books are free of typographical errors, so that the
probability of any given page containing an error is 0.0007
and errors are independent from page to page. What is the
probability that one of its 1000 page book will contain
(a) exactly one page with errors?
(b) at most three page with errors?

[Link] PhD (Stats) | Slide 63 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
If the amount of cosmic radiation to which a person is
exposed while flying by jet across India is a random
variable following normal distribution with mean of 6.05
mrem and standard deviation of 1.19 mrem. Find the
probabilities that the amount of cosmic radiation to which
a person will be exposed on such a flight is
(a) at most 4.86 mrem
(b) between 5.17 and 6.93 mrem
(c) at least 4.86 mrem

[Link] PhD (Stats) | Slide 64 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
Three persons A, B, and C appeared for an interview.
Their probability of selecting is in the ratio of [Link]. Let R
denote the event that each one reaches the interview
place on time with respective probabilities 0.09, 0.11,
and 0.1. What is the probability that B gets selected
given that he reaches on time?

[Link] PhD (Stats) | Slide 65 of 70 | Former Professor of Statistics, KIMS, B’lore

 Problem
A notice was sent to all owners of a certain type of
automobiles, asking them to bring their cars to a dealer
to check for the presence of a particular manufacturing
defect. Suppose that only 0.05% of such cars have the
defect. Consider a random sample of 10,000 cars.
(a) What are the expected value and standard
deviation of the number of cars in the sample
that have the defect?
(b) What is the (approximate) probability that more
than 10 sampled cars have the defect?
[Link] PhD (Stats) | Slide 66 of 70 | Former Professor of Statistics, KIMS, B’lore
 Problem
If a random variable has the following probability
density function given by

Find
(a) k
(b) Probability that it will take on value between 1.25
and 3
(c) E(X) and V(X)
[Link] PhD (Stats) | Slide 67 of 70 | Former Professor of Statistics, KIMS, B’lore
 Problem
If a random variable has the following probability density
function given by

(a) Show that f(x) is a probability density function

(b) Probability that it will take on value between 0.2 and 0.8
(c) Probability that it will take on value between 0.6 and 1.2
(c) E(X) and V(X)
[Link] PhD (Stats) | Slide 68 of 70 | Former Professor of Statistics, KIMS, B’lore
[Link] PhD (Stats) | Slide 69 of 70 | Former Professor of Statistics, KIMS, B’lore