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Question 1

Given a pair of discrete random variables X and Y with a joint probability distribution
f(x,y), explain the concept of a marginal distribution (of X and of Y) by a giving
suitable definition and two examples. In each example, show how you obtain the
marginal distribution of X and the marginal distribution of Y.
MARGINAL DISTRIBUTIONS
i. Definition:
If X and Y are discrete random variable and f(x,y) is the value of their joint
probability function at (x,y) the function given by
( ) ( , )
y
g x f x y

For each x within the range of X is called the marginal distribution of X.


Correspondingly, the function given by
( ) ( , )
x
h y f x y

For each y within the range of Y is called the marginal distribution of Y.


ii. Example 1:
Find the marginal distribution of X and Y the following for the given joint
probability distribution.
y/x -1 0 1
0
1
16
2
16
1
16
1
2
16
3
16
1
16
2
1
16
1
16
4
16
Solution:
First we have to find the sum for the probability distribution for the x and the
probability distribution for the y.
y/x -1 0 1
1
1
( , )
x
f x y

0
1
16
2
16
1
16
1
4
1
2
16
3
16
1
16
3
8
2
1
16
1
16
4
16
3
8
2
0
( , )
y
f x y

1
4
3
8
3
8
1
a. The marginal distribution of X is
2
0
( ) ( , ) 1, 0,1
y
g x f x y for x

( 1) ( 1, 0) ( 1,1) ( 1, 2)
1 2 1
16 16 16
1
4
g f f f + +
+ +

(0) (0, 0) (0,1) (0, 2)


2 3 1
16 16 16
3
8
g f f f + +
+ +

(1) (1, 0) (1,1) (1, 2)


1 1 4
16 16 16
3
8
g f f f + +
+ +

x -1 0 1
P(x)
1
4
3
8
3
8
b. The marginal distribution of Y is
1
1
( ) ( , ) 0,1, 2
x
h y f x y for y

(0) ( 1, 0) (0, 0) (1, 0)


1 2 1
16 16 16
1
4
h f f f + +
+ +

(1) ( 1,1) (0,1) (1,1)


2 3 1
16 16 16
3
h f f f + +
+ +

(2) ( 1, 2) (0, 2) (1, 2)


1 1 4
16 16 16
3
8
h f f f + +
+ +

y 0 1 2
P(y)
1
4
3
8
3
8
iii. Example 2:
Given the values of the joint probability distribution of X and Y shown in the
table. Find the marginal distribution of X and Y
y/x -1 1
-1
1
8
1
2
0 0
1
4
1
1
8
0
Solution:
First we have to find the sum for the probability distribution for the x and the
probability distribution for the y.
y/x -1 1
1
1
( , )
x
f x y

-1
1
8
1
2
5
8
0 0
1
4
1
4
1
1
8
0
1
8
1
1
( , )
y
f x y

1
4
3
4
1
a. The marginal distribution of X
2
0
( ) ( , ) 1,1
y
g x f x y for x

( 1) ( 1, 1) ( 1,1) ( 1, 1)
1 1
0
8 8
1
4
g f f f + +
+ +

(1) ( 1, 1) ( 1,1) ( 1, 1)
1 1
0
2 4
3
4
g f f f + +
+ +

x -1 1
P(x)
1
4
3
4
b. The marginal distribution of Y
( ) ( , ) 1, 0,1
x
h y f x y for y

( 1) ( 1, 1) ( 1,1) ( 1, 1)
1 1
8 2
5
8
h f f f + +
+

(0) ( 1, 1) ( 1,1) ( 1, 1)
1
0
4
1
4
h f f f + +
+

(1) ( 1, 1) ( 1,1) ( 1, 1)
1
0
8
1
8
h f f f + +
+

y -1 0 1
P(y)
5
8
1
4
1
8
Question 2
Given a pair of continuous random variables X and Y with a joint probability density
f (x, y), explain the concept of a marginal density (of X and of Y) by a giving suitable
definition and two examples. In each example, show how you obtain the marginal
density of X and the marginal density of Y.
MARGINAL DENSITY
When X and Y are continuous random variables, the probability distributions are
replaced by probability densities, the summations are replaced by integrals and we get
i. Definition:
If X and Y are continuous random variable and f(x,y) is the value of their joint
probability function at (x,y) the function given by
( ) ( , ) for g x f x y dy x

< <

Is called the marginal density of X.


Correspondingly, the function given by
( ) ( , ) for h y f x y dx y

< <

<
Is called the marginal density of Y.
ii. Example 1
If the joint probability density function of X and Y is given by
1
(2 ) for 0 1, 0 2
( , )
4
0
x y x y
f x y
elsewhere

+ < < < <

'

Find the marginal density of X and the marginal density of Y


Solution:
The given joint probability density function is
1
( , ) (2 ) for 0 1, 0 2
4
f x y x y x y + < < < <
The limit value for the x is from 0 to 1.
The limit value for the y is from 0 to 2.
The formula used for the marginal density of X is
2
0
2
0
2
2
0
2
( ) ( , ) for
1
( ) (2 ) for 0 1
4
1
2
4
1
2
4 2
1 2
4 0
4 2
1
(4 2)
4
( ) 0 for
g x f x y dy x
g x x y dy x
x ydy
y
xy
x
x
g x elsewhere

< <
+ < <
+
1
+
1
]
1
+
1
]
+

a) the marginal density of Y


1
0
1
0
1
2
0
2
( ) ( , ) for
1
( ) (2 ) for 0 2
4
1
(2 )
4
1 2
4 2
1
(1) 0
4
1
(1 )
4
( ) 0 for
h y f x y dx y
h y x y dx y
x y dx
x
yx
y
y
h y elsewhere

< <
+ < <
+
1 /
+
1
/
]
1 +
]
+

iii. Example 2
The joint probability density function of the two-dimensional random variable
is given by
12
for 2 4
( , ) 5
0
y
x y
f x y
elsewhere

'


Find the marginal density of X and the marginal density of Y
Solution:
The given joint probability density function is
12
( , ) for 2 4
5
y
f x y x y
The limit value for the x is from 2 to y.
The limit value for the y is from x to 4.
The formula used for the marginal density of X is
4
4
4
2
2 2
2
( ) ( , ) for
12
( ) for 2
5
12
5
12
5 2
12
4
10
6
(16 )
5
( ) 0 for
x
x
x
g x f x y dy x
y
g x dy x y
ydy
y
x
x
g x elsewhere

< <

1
]
1
]

The formula used for the marginal density of Y is


[ ]
[ ]
2
2
2
( ) ( , ) for
12
( ) for 4
5
12
5
12
5
12
2
5
12
( 2)
5
( ) 0 for
y
y
y
h y f x y dx y
y
h y dx x y
y
dx
y
x
y
y
y
y
h y elsewhere

< <
<

Question 3
Explain the concept of conditional distribution of the random variable X given a
value of the random variable Y by giving a suitable definition. Give one example
each when i) X and Y are discrete random variables and ii) X and Y are continuous
random variables.
CONDITIONAL DISTRIBUTION
i. Definition
If f(x,y) is the value of their joint probability distribution of the discrete random
variables X and Y at (x,y), and h(y) is the value of the marginal distribution of Y at
y, the function given by
( )
( , )
x y ( ) 0
( )
f x y
f h y
h y

For each x within the range of X is called the conditional distribution of X given Y=y.
Correspondingly, if g(x) is the value of the marginal distribution of X at x, the
function given by
( )
( , )
y x ( ) 0
( )
f x y
w g x
g x

For each y within the range of Y is called the conditional distribution of Y given X=x.
When X and Y are continuous random variables, the probability distributions are
replaced by probability densities, we get
If f(x,y) is the value of their joint density of the continuous random variable X and
Y at (x,y), and h(y) is the value of the marginal density of Y at y, the function
given by
( )
( , )
x y ( ) 0
( )
f x y
f h y
h y

For -< x < is called the conditional density of X given Y=y.
Correspondingly, if g(x) is the value of the marginal distribution of X at x, the
function given by
( )
( , )
y x ( ) 0
( )
f x y
w g x
g x

For -< x < is called the conditional density of Y given X=x.
ii. Example: X and Y are discrete random variables
iii. Example: X and Y are continuous random variables