Joint Probability

Distribution
Prepared by:
Engr. Jerson A. Culla
 INTRODUCTION
The study of random variables and their probability distributions
in the preceding sections is restricted to one dimensional sample
spaces, in that we recorded outcomes of an experiment as values
assumed by a single random variable. However, it is often useful to
have more than one random variable defined in a random experiment.
In general, if X and Y are two random variables, the probability
distribution that defines their simultaneous behaviour is called a joint
probability distribution. In this module, we will investigate some
important properties of these joint probability distributions.

2 ©2017 Batangas State University

 LEARNING OBJECTIVES
At the end of this module, it is expected that the students will be
able to:
1. Understand and use joint probability mass functions and joint
probability density functions to calculate probabilities and
calculate marginal probability distributions.
2. Understand and calculate conditional probability distributions
from joint probability distributions and assess independence
of random variables.

3 ©2017 Batangas State University

 Joint Probability Distribution for Two Random Variables
In the previous module, we studied probability distributions for a single
random variable. There will be situations, however, where we may find it
desirable to record the simultaneous outcomes of several random variables.
For example, we might measure the amount of precipitate P and volume
V of gas released from a controlled chemical experiment, giving rise to a two
dimensional sample space consisting of the outcomes (p, v), or we might be
interested in the hardness H and tensile strength T of cold-drawn copper,
resulting in the outcomes (h, t).

If X and Y are two discrete random variables, the probability distribution

for their simultaneous occurrence can be represented by a function with values
f(x, y) for any pair of values (x, y) within the range of the random variables X
and Y. It is customary to refer to this function as the joint probability distribution
of X and Y.
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 Joint Probability Distribution for Two Random Variables
Hence, in the discrete case,
f (x, y) = P (X = x, Y = y)
that is, the values (x, y) give the probability that outcomes x and y occur at the
same time. For example, if an 18 wheeler is to have its tires serviced and X
represents the number of miles these tires have been driven and Y represents the
number of tires that need to be replaced, then f(30000,5) is the probability that
the tires are used over 30,000 miles and the truck needs 5 new tires.

Discrete Case. The function f ( x, y) is a joint probability distribution or

probability mass function of the discrete random variables X and Y if
1. 𝑓(𝑥,𝑦) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 (𝑥,𝑦)
2. ΣΣ𝑓(𝑥,𝑦) = 1
3. 𝑃(𝑋=𝑥,𝑌=𝑦) = 𝑓(𝑥,𝑦)
For any region A in the xy plane, 𝑃[(𝑋,𝑌)∈𝐴]= ΣΣ𝑓(𝑥,𝑦).
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 Joint Probability Distribution for Two Random Variables
Just as the probability mass function of a single random variable X is assumed to
be zero at all values outside the range of X, so the joint probability mass
function of X and Y is assumed to be zero for which a probability is not
specified.

Example 1. Two ballpoint pens are selected at random from a box that contains
3 blue pens, 2 red pens, and 3 green pens. If X is the number of blue pens
selected and Y is the number of red pens selected, find

(a) the joint probability distribution f(x,y).

(b) 𝑃[(𝑋,𝑌)∈𝐴] where A is the region{(𝑥,𝑦)|𝑥+𝑦 ≤ 1}.

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 Joint Probability Distribution for Two Random Variables
(a) the joint probability distribution f(x,y).

7
 Joint Probability Distribution for Two Random Variables
(b) 𝑃[(𝑋,𝑌)∈𝐴] where A is the region{(𝑥,𝑦)|𝑥+𝑦 ≤ 1}.

8
 Joint Probability Distribution for Two Random Variables
Example 2. From a sack of fruit containing 3 oranges, 2 apples, and 3 bananas,
a random sample of 4 pieces of fruit is selected. If X is the number of oranges
and Y is the number of apples in the sample, find
(a) the joint probability distribution of X and Y;
(b) P [(X, Y) ∈ A], where A is the region that is given by {(x, y) | x + y ≤ 2}

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 Joint Probability Distribution for Two Random Variables
Continuous Case. The case where both variables are continuous is obtained
easily by analogy with discrete case on replacing sums by integrals. Thus, the
joint probability function for the random variables X and Y (or, as it is more
commonly called, the joint density function of X and Y). The function f(x, y) is
a joint density function of the continuous random variables X and Y if
1. 𝑓(𝑥,𝑦) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 (𝑥,𝑦)
∞ ∞
2. ‫׬‬−∞ ‫׬‬−∞ 𝑓(𝑥, 𝑦) 𝑑𝑥𝑑𝑦 = 1
3. 𝑃[(𝑋,𝑌) ∈ 𝐴]= ∬ 𝑓(𝑥,𝑦) 𝑑𝑥𝑑𝑦, for any region A in the xy plane.

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 Joint Probability Distribution for Two Random Variables
A privately owned business operates both a drive-in facility and a walk-in
facility. On a randomly selected day, let X and Y, respectively, be the proportions
of the time that the drive-in and the walk-in facilities are in use, and suppose that
the joint density function of these random variables is
2
𝑓 𝑥, 𝑦 = ൝5 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1,
0
Find the following:
∞ ∞
(a) Verify condition of joint density function, ‫׬‬−∞ ‫׬‬−∞ 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 1
1 1 1
(b) Find P[(X,Y) ∈ 𝐴] 𝑤ℎ𝑒𝑟𝑒 𝐴 = { 𝑥, 𝑦 |0 < 𝑥 < , <𝑦< }
2 4 2

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 Joint Probability Distribution for Two Random Variables
∞ ∞
(a) Verify condition of joint density function, ‫׬‬−∞ ‫׬‬−∞ 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 1
The integration of f(x,y) over the whole region is
∞ ∞ 1 1
2
න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 2𝑥 + 3𝑦 𝑑𝑥 𝑑𝑦
−∞ −∞ 0 0 5

1 1 4𝑥 6𝑦
= ‫׬‬0 ‫׬‬0 + 𝑑𝑥 𝑑𝑦
5 5

1 4 𝑥2 6
= ‫׬‬0 5 2 + (𝑥𝑦) | 𝑥=1
𝑥=0
𝑑𝑦
5

12 6
= ‫׬‬0 + 𝑦 𝑑𝑦
5 5

2 6 𝑦 2 𝑦=1
= 𝑦 + ( )| 𝑦=0
5 5 2

2 6 1
= 1 + ( )
5 5 2

2 3
12
= + =𝟏
5 5
 Joint Probability Distribution for Two Random Variables
1 1 1
(b) Find P[(X,Y) ∈ 𝐴] 𝑤ℎ𝑒𝑟𝑒 𝐴 = { 𝑥, 𝑦 |0 < 𝑥 < , < 𝑦 < }
2 4 2

∞ ∞ 1/2 1/2
2
න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 2𝑥 + 3𝑦 𝑑𝑥 𝑑𝑦
−∞ −∞ 1/4 0 5

1/2 1/2 4𝑥 6𝑦
= ‫׬‬1/4 ‫׬‬0 + 𝑑𝑥 𝑑𝑦
5 5

1/2 4 𝑥 2 6
= ‫׬‬1/4 + (𝑥𝑦) | 𝑥=1
𝑥=0
𝑑𝑦
5 2 5

1/2 2 3
= ‫׬‬1/4 + 𝑦 𝑑𝑦
20 5

𝑦 3 𝑦 2 𝑦=1/2
= + ( )| 𝑦=1/4
10 5 2

1 1
2 3(1/2)2 4 3(1/4)2
= + − +
10 10 10 10
1 7 𝟏𝟑
= − =
13 8 160 𝟏𝟔𝟎
 Joint Probability Distribution for Two Random Variables
Let X and Y be two jointly continuous random variables with joint probability
density function
2 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
𝑓 𝑥, 𝑦 = ቊ𝑥 + 𝑐𝑦
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(a) Find the constant c.
1 1
(b) Find 𝑃(0 ≤ 𝑥 ≤ , 0 ≤ 𝑦 ≤ )
2 2

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 Joint Probability Distribution for Two Random Variables
(a) Find the constant c.
1 1
1 = ‫׬‬0 ‫׬‬0 𝑥 + 𝑐𝑦 2 𝑑𝑥 𝑑𝑦
1 𝑥2
= ‫׬‬0 + 𝑐𝑥𝑦 2 | 𝑥=1𝑥=0
𝑑𝑦
2
11
= ‫׬‬0 + 𝑐𝑦 2 𝑑𝑦
2
𝑦 𝑐𝑦 3 𝑦=1
= + | 𝑦=0
2 3
1 𝑐
1= +
2 3
𝟑
𝒄=
𝟐

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 Joint Probability Distribution for Two Random Variables
1 1
(a) Find 𝑃(0 ≤ 𝑥 ≤ , 0 ≤ 𝑦 ≤ )
2 2
1/2 1/2
3 2
=න න 𝑥 + 𝑦 𝑑𝑥 𝑑𝑦
0 0 2
1 𝑥2 3
= ‫׬‬0 + 𝑥𝑦 2 | 𝑥=1/2
𝑥=0
𝑑𝑦
2 2
11 3 1 2
= ‫׬‬0 + ( )𝑦 𝑑𝑦
8 2 2
𝑦 𝑦 3 𝑦=1/2
= + | 𝑦=0
8 4
1 1
= +
16 32
𝟑
=
𝟑𝟐

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 Marginal Distribution of Two Random Variables
The marginal distribution of X alone and of Y alone are

𝑔 𝑥 = ෍ 𝑓(𝑥, 𝑦) 𝑎𝑛𝑑 ℎ 𝑦 = ෍ 𝑓 𝑥, 𝑦 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑐𝑎𝑠𝑒

𝑦 𝑥

∞ ∞
𝑔 𝑥 =න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑎𝑛𝑑 ℎ 𝑦 = න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑐𝑎𝑠𝑒
−∞ −∞

The term marginal is used here because, in the discrete case, the values of g(x)
and h(y) are just the marginal totals of the respective columns and rows when
the values of f(x, y) are displayed in a rectangular table.
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 Marginal Distribution of Two Random Variables
Example: Show that the column and row totals of the previous example give the
marginal distribution of X alone and Y alone. (Example about two ballpoint
pens)
x
Row
f(x,y) 0 1 2
0 3/28 9/28 3/28 15/28
y 1 3/14 3/14 0 3/7
2 1/28 0 0 1/28
Column 5/14 15/28 3/28 1

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 Marginal Distribution of Two Random Variables
Example: Find g(x) and h(y) for the joint density function
2
𝑓 𝑥, 𝑦 = ቊ5 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1,
0
∞ 1
2
𝑔 𝑥 = න 𝑓 𝑥, 𝑦 𝑑𝑦 = න 2𝑥 + 3𝑦 𝑑𝑦
−∞ 0 5
2 6𝑦 2 𝑦=1
= 𝑦 2𝑥 + |
5 10 𝑦=0
4𝑥 3 𝟒𝒙+𝟑
= + =
5 5 𝟓

∞ 1
2
ℎ 𝑦 = න 𝑓 𝑥, 𝑦 𝑑𝑥 = න 2𝑥 + 3𝑦 𝑑𝑥
−∞ 0 5
2 6𝑥𝑦 𝑥=1
= 𝑥2 + | 𝑥=0
5 5
2 6𝑦 𝟐+𝟔𝒚
= + =
5 5 𝟓

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 Marginal Distribution of Two Random Variables
Example: Find g(x) and h(y) for the joint density function
𝑥 + 𝑐𝑦 2 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 3
𝑓 𝑥, 𝑦 = ቊ 𝑤ℎ𝑒𝑟𝑒 𝑐 =
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 2

∞ 1
3 2
𝑔 𝑥 = න 𝑓 𝑥, 𝑦 𝑑𝑦 = න 𝑥 + 𝑦 𝑑𝑦
−∞ 0 2
𝑦 3 𝑦=1
= 𝑥𝑦 + |
2 𝑦=0
𝟏
=𝒙+
𝟐

∞ 1
3 2
ℎ 𝑦 = න 𝑓 𝑥, 𝑦 𝑑𝑥 = න 𝑥 + 𝑦 𝑑𝑥
−∞ 0 2
𝑥2 3
= + (𝑥)(𝑦 2 )| 𝑥=1
𝑥=0
2 2
1 3𝑦 2 𝟏+𝟑𝒚𝟐
= + =
2 2 𝟐

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 Conditional Distribution of Two Random Variables

The conditional distribution of the random variable Y given that X = x is

𝑓(𝑥, 𝑦)
𝑓 𝑦|𝑥 = , 𝑝𝑟𝑜𝑣𝑖𝑑𝑒𝑑 𝑔 𝑥 > 0
𝑔(𝑥)

𝑓(𝑥, 𝑦)
𝑓 𝑥|𝑦 = , 𝑝𝑟𝑜𝑣𝑖𝑑𝑒𝑑 ℎ 𝑦 > 0
ℎ(𝑦)

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 Conditional Distribution of Two Random Variables
Example: Find the conditional distribution of X given that Y = 1, and use it to
determine P(X = 0 | Y= 1).

x
Row
f(x,y) 0 1 2
0 3/28 9/28 3/28 15/28
y 1 3/14 3/14 0 3/7
2 1/28 0 0 1/28
Column 5/14 15/28 3/28 1

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 Conditional Distribution of Two Random Variables
Example: Find the conditional distribution f(x|y) and f(y|x) for the joint density
function
2
𝑓 𝑥, 𝑦 = ቊ5 2𝑥 + 3𝑦 , 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1,
0
2
𝑓(𝑥, 𝑦) 5 (2𝑥 + 3𝑦) 4𝑥 + 6𝑦 𝟐 + 𝟑𝒚
𝑓 𝑥y = = = =
ℎ(𝑦) 2 + 6𝑦 2 + 6𝑦 𝟏 + 𝟑𝒚
5

2
𝑓(𝑥, 𝑦) 5 (2𝑥 + 3𝑦) 𝟒𝒙 + 𝟔𝒚
𝑓 𝑦x = = =
𝑔(𝑥) 4𝑥 + 3 𝟒𝒙 + 𝟑
5

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 Conditional Distribution of Two Random Variables
Example: Find the conditional distribution f(x|y) and f(y|x) for the joint density
function
𝑥 + 𝑐𝑦 2 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 3
𝑓 𝑥, 𝑦 = ቊ 𝑤ℎ𝑒𝑟𝑒 𝑐 =
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 2

3 2
𝑓(𝑥, 𝑦) 𝑥 + 2 𝑦 𝟐𝒙 + 𝟑𝒚𝟐
𝑓 𝑥y = = 2 =
ℎ(𝑦) 1 + 3𝑦 𝟏 + 𝟑𝒚𝟐
2

3 2
𝑓(𝑥, 𝑦) 𝑥 + 2 𝑦 𝟐𝒙 + 𝟑𝒚𝟐
𝑓 𝑦x = = =
𝑔(𝑥) 1 𝟐𝒙 + 𝟏
𝑥+
2
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 Statistical Independence
Let X and Y be two random variables, discrete or continuous, with joint
probability distribution f(x,y) and marginal distribution g(x) and h(y),
respectively. The random variables X and Y are said to be statistically
independent if and only if

𝑓 𝑥, 𝑦 = 𝑔 𝑥 ℎ 𝑦

For all (x,y) within their range.

25
 Statistical Independence
Example: Show that random variables are not statistically independent from the
previous Example of discrete case.
x 𝑓 0,1 = 3/14
Row
f(x,y) 0 1 2
5 3
0 3/28 9/28 3/28 15/28 𝑔 0 = ℎ 1 =
y 1 3/14 3/14 0 3/7
14 7
2 1/28 0 0 1/28
Column 5/14 15/28 3/28 1
Checking:

𝑓 0,1 = 𝑔 0 ℎ 1
3 5 3
= ( )
14 14 7
𝟑 𝟏𝟓
≠
𝟏𝟒 𝟗𝟖
Therefore X and Y are not statistically independent.
26