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Agenda
1 Session 9
Joint PDFs
2 References
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
p = 1/36
px,y [1, 3] = 1/12
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
E (X ) = 1[fXY (1, 1) + fXY (1, 2) + fXY (1, 3) + fXY (1, 4) + fXY (1, 5) +
fXY (1, 6)] + 2[fXY (2, 1) + fXY (2, 2) + fXY (2, 3) + fXY (2, 4) +
fXY (2, 5) + fXY (2, 6)] + 3[fXY (3, 1) + fXY (3, 2) + fXY (3, 3) +
fXY (3, 4) + fXY (3, 5) + fXY (3, 6)] + 4[fXY (4, 1) + fXY (4, 2) +
fXY (4, 3) + fXY (4, 4) + fXY (4, 5) + fXY (4, 6)] + 5[fXY (5, 1) +
fXY (5, 2) + fXY (5, 3) + fXY (5, 4) + fXY (5, 5) + fXY (5, 6)] +
6[fXY (6, 1) + fXY (6, 2) + fXY (6, 3) + fXY (6, 4) + fXY (6, 5) +
fXY (6, 6)] = 1 × [1/6] + 2 × [1/6] + 3 × [1/6] + 4 × [1/6] + 5 × [1/6] +
6 × [1/6] = 1/6 × (1 + 2 + 3 + 4 + 5 + 6) = 1/6 × 21 = 7/2 = 3.5
E (X ) = 3.5
E (Y ) =? = 3.5
Session 9 References
X
V (X ) = σX2 = (x − µX )2 fX (x) =
x
X X∞ ∞
XX
2
(x − µX ) ( pXY [xk , yj ]) = (x − µX )2 (pXY [xk , yj ]) =
x j=1 x j=1
XX X
(x − µX )2 (pXY [x, y ]) = (x − µX )2 pXY [x, y ] =
x y R
6
X
(x − 3.5)2 × 1/6 = 2.9167
x=1
Session 9 References
X
V (X ) = σX2 = (x − µX )2 fX (x) =
x
X X∞ ∞
XX
2
(x − µX ) ( pXY [xk , yj ]) = (x − µX )2 (pXY [xk , yj ]) =
x j=1 x j=1
XX X
(x − µX )2 (pXY [x, y ]) = (x − µX )2 pXY [x, y ] =
x y R
6
X
(x − 3.5)2 × 1/6 = 2.9167
x=1
Session 9 References
X
V (X ) = σX2 = (x − µX )2 fX (x) =
x
X X∞ ∞
XX
2
(x − µX ) ( pXY [xk , yj ]) = (x − µX )2 (pXY [xk , yj ]) =
x j=1 x j=1
XX X
(x − µX )2 (pXY [x, y ]) = (x − µX )2 pXY [x, y ] =
x y R
6
X
(x − 3.5)2 × 1/6 = 2.9167
x=1
Session 9 References
X
V (X ) = σX2 = (x − µX )2 fX (x) =
x
X X∞ ∞
XX
2
(x − µX ) ( pXY [xk , yj ]) = (x − µX )2 (pXY [xk , yj ]) =
x j=1 x j=1
XX X
(x − µX )2 (pXY [x, y ]) = (x − µX )2 pXY [x, y ] =
x y R
6
X
(x − 3.5)2 × 1/6 = 2.9167
x=1
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
When two random variables are defined in a random
experiment, knowledge of one can change the probabilities
that we associate with the values of the other.
Recall that the definition of conditional probability for events
A and B is P(B|A) = P(A ∩ B)/P(A)
P(Y = 1|X = 3) = P(X = 3, Y = 1)/P(X = 3)
P(Y = 1|X = 3) = fXY (3, 1)/fX (3) = 1/36/1/6 = 1/6
P(Y = y |X = x) = fY |x (y )
fY |x (y ) = fXY (x, y )/fX (x) for fX (x) > 0
fY |x (y ) ≥ 0
X
fY |x (y ) = 1
Rx
Session 9 References
Conditional Probability
Conditional Probability
Conditional Probability
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
Independence
In some random experiments, knowledge of the values of X
does not change any of the probabilities associated with the
values for Y .
Independence implies that fXY (x, y ) = fX (x)fY (y ) for all x
and y .
If we find one pair of x and y in which the equality fails, X
and Y are not independent.
Y = number of dots on chosen die.
X = 0 blue die chosen,
X = 1 red die chosen.
Session 9 References
red \blue 1 2 3 4 5 6
1 1/6 1/6 1/6 1/6 1/6 1/6
2 1/6 1/6 1/6 1/6 1/6 1/6
3 1/6 1/6 1/6 1/6 1/6 1/6
4 1/6 1/6 1/6 1/6 1/6 1/6
5 1/6 1/6 1/6 1/6 1/6 1/6
6 1/6 1/6 1/6 1/6 1/6 1/6
is it independent?
Session 9 References
Independence
For discrete random variables X and Y , if any one of the following
properties is true, the others are also true, and X and Y are
independent.
1 fXY (x, y ) = fX (x)fY (y ) for all x and y
2 fY |x (y ) = fY (y ) for all x and y with fX (x) > 0
3 fX |y (x) = fX (x) for all x and y with fY (y ) > 0
4 P(X ∈ A, Y ∈ B) = P(X ∈ A)P(Y ∈ B) for any sets A and
B in the range of X and Y , respectively.
Session 9 References
Independence
For discrete random variables X and Y , if any one of the following
properties is true, the others are also true, and X and Y are
independent.
1 fXY (x, y ) = fX (x)fY (y ) for all x and y
2 fY |x (y ) = fY (y ) for all x and y with fX (x) > 0
3 fX |y (x) = fX (x) for all x and y with fY (y ) > 0
4 P(X ∈ A, Y ∈ B) = P(X ∈ A)P(Y ∈ B) for any sets A and
B in the range of X and Y , respectively.
Session 9 References
Independence
For discrete random variables X and Y , if any one of the following
properties is true, the others are also true, and X and Y are
independent.
1 fXY (x, y ) = fX (x)fY (y ) for all x and y
2 fY |x (y ) = fY (y ) for all x and y with fX (x) > 0
3 fX |y (x) = fX (x) for all x and y with fY (y ) > 0
4 P(X ∈ A, Y ∈ B) = P(X ∈ A)P(Y ∈ B) for any sets A and
B in the range of X and Y , respectively.
Session 9 References
Independence
For discrete random variables X and Y , if any one of the following
properties is true, the others are also true, and X and Y are
independent.
1 fXY (x, y ) = fX (x)fY (y ) for all x and y
2 fY |x (y ) = fY (y ) for all x and y with fX (x) > 0
3 fX |y (x) = fX (x) for all x and y with fY (y ) > 0
4 P(X ∈ A, Y ∈ B) = P(X ∈ A)P(Y ∈ B) for any sets A and
B in the range of X and Y , respectively.
Session 9 References
References I
Kay, S. (2006).
Intuitive probability and random processes using MATLAB
.
R
Springer Science & Business Media.