Chapter 4: Multiple Random Variables - NTPU

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Chapter 4: Multiple Random Variables1Yunghsiang S. HanGraduate Institute of Communication Engineering,National Taipei UniversityTaiwanE-mail: from the lecture notes by Prof. Mao-Ching ChiuY. S. HanMultiple Random Vector Random VariablesConsider the two dimensional Random variableX= (X, Y). Find the regions of the planes correspondingto the eventsA={X+Y 10},B={min(X, Y) 5}andC={X2+Y2 100}.Graduate Institute of Communication Engineering, National Taipei UniversityY. S. HanMultiple Random Variables2Graduate Institute of Communication Engineering, National Taipei UniversityY.

Y. S. Han Multiple Random Variables 18 Joint pdf of Two Jointly Continuous Random Variables • Random variable X = (X,Y) • Joint probability density function fX,Y (x,y) is defined such that for every event A P[X ∈ A] = Z Z A fX,Y (x′,y′)dx′dy′. Graduate Institute of Communication Engineering, National Taipei University

  Variable, Continuous, Probability, Random, Random variables, Continuous random variables