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Chapter 3 - continued Chapter 3 sections

Chapter 3 - continuedChapter 3 Random Variables and Discrete Continuous The Cumulative Distribution Bivariate Marginal Conditional DistributionsJust skim: multivariate Distributions (generalization of bivariate- random vectors) Functions of a Random Functions of Two or More Random VariablesSKIP: Markov ChainsSTA 611 Random Variables and Distributions1 / 16 Chapter 3 - Bivariate DistributionsBivariate discrete distributionsDef: Discrete joint distribution / joint pfLetXandYbe random variables. If there are at most countablepossible outcomes(x,y)for the pair(X,Y), we say thatXandYhaveadiscrete joint probability function (joint pf)isf(x,y) =P(X=xandY=y) =:P(X=x,Y=y) (x,y) R2As for univariate case we havef(x,y) 0 and All(x,y) R2f(x,y) =1andP((X,Y) C) = (x,y) Cf(x,y)STA 611 Random Variables and Distributions2 / 16 Chapter 3 - Bivariate DistributionsExample - Three coin tossesA fair coin is tossed three times. LetX=number of heads on the first tossY=total number of headsThe pff(x,y)can be given in a table:yx01230182818010182818 Can easily see that (x,y)f(x,y) =1 STA 611 Random Variables and Distributions3 / 16 Chapter 3 - Bivariate DistributionsBivariate continuous distributionsDef: Continuous joint distribution / joint pdfTwo random variablesXandYhave acontinuous joint distributionifthere exists a non-negative functionfsuch that for everyC R2P((X,Y) C) = Cf(x,y)dxdyThe functionfis called thejoint probability density function (joint pdf).

Chapter 3 - continued Chapter 3 sections ... We have the law of total probability for random variables (Theorem 3.6.3 in the book) We also have Bayes’ theorem for random variables (Theorem ... Chapter 3 - continued 3.7 Multivariate Distributions Multivariate Distributions - extension of bivariate ...

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