MAT 2001- Statistics for Engineers

TWO DIMENSIONAL RANDOM VARIABLE:

Suppose X and Y be two random variables defined on the same sample space (S). With every
w  S we can associate Z  w    X  w  , Y  w   , Z  w   R 2 . Under certain conditions Z is called a
two dimensional random variable.

Joint, Marginal and Conditional Discrete Probability Distribution or Bivariate

Discrete Probability Distributions
Suppose X and Y be two discrete random variables defined on the same sample space S. Let X
takes ‘m’ values say x1, x2, ….. xm; and Y takes ‘n’ values say y1, y2, ……. yn. We have, a two
dimensional discrete random variable (X, Y) which takes ordered pairs of values (x1, y1), (x1, y2),
…., (x1, yn), (x2, y1) , ….. (x2, yn), …. , (xm, yn) the probability of ordered pair (xi, yi) is given by
pij  P  X  xi and Y  yi  Generally pij is known as the joint probability function of X and Y . Thus
the joint discrete probability distribution of (X, Y) can be represented in the following table.

Joint probability Function of X and Y

Y
X y1 y2 … yj …. yn Total
…. …. p
j
1j  p1.
x1 p11 p12 p1j p1n
…. …. pj
2j  p2
x2 p21 p22 p2j p2n

. . . . . . . .
. . . . . . . .
. . . . . . . .

…. …. p j
ij  pi
xi pi1 pi2 pij pin
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

. . . . . . . .
. . . . . . . .
. . . . . . . .

…. …. p
j
mj  pm
xm pm1 pm2 pmj pmn
Tota p
i
i1  p1  pi 2  p2
i
…. pi
im  pm …. p
i
in  pn
l 1

a). Marginal probability distribution of X:

The sum of the probabilities of X taking a particular value xi and y taking all possible values, is
called the Marginal probability function of X, which is given by
P  X  xi   P  X  xi , y  y1   P  X  xi , Y  y2   ...  P  X  xi , Y  yn 

= Pi1  Pi 2  ...  Pin = P

i
ij  Pi

Thus, the pairs of values  xi , P  X  xi   give the Marginal probability Distribution of X;

X x1 x2 ………………. xm
P(X = xi) p1. p2. ……………….. pm.

a) Marginal probability Distribution of Y:

The sum of probabilities of Y taking a particular value yj and X taking all possible values, is called
the Marginal Probability Function of Y, which is given by
P Y  y j  = P  X  x1 , Y  y j   P  X  x2 , Y  y j   ...  P  X  xm , Y  y j 

= P1 j  P2 j  ......  Pmj  P ij
 P. j
i

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Thus, the pairs of values  y j , P Y  y j  give the Marginal Probability Distribution of Y

Y y1 y2 …………… Yn
P(Y = yi) p.1 p.2 …………… p.n

b) Conditional Probability Distribution of X given Y

The probability of X taking a value xi, given Y takes a value yj is known as the conditional
probability function of X given Y = yj and is defined as

P  X  xi / Y  y j  =

P X  xi , Y  y j  P ij

P Y  y j  P. j

Similarly, the Conditional probability function of Y given X = xi is defined as

P  X  xi , Y  y j  Pij
P Y  y j / X  xi   
P  X  xi  Pi .
Remarks:
1.  pi.  p1.  p2.  ......  pm.  1
i

2. j p j  p.1  p.2  ..... p.n  1

pij p1 j  p2 j  ......  pmj p. j
3. i p. j

p. j

p. j
1

p pi1  pi 2  .....  pin pi.

4. j piji.  pi.

pi.
1

Joint probability distribution function or bivariate continuous probability

distribution function

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Suppose (X, Y) be a two dimensional continuous random variable, then the joint probability
distribution function of (X, Y) is denoted by F(x, y) and is defined as
F ( x , y )  P  X  x, Y  y 
x y

=   f  x, y  dx dy
 

 

where f(x, y)  0 and   f  x, y  dx dy  1

 

Marginal Probability Distribution Functions:

For a given joint probability distribution function F(x, y), the marginal probability
distribution functions of X and Y are given by

(a) FX ( x)  P  X  x, Y     F  x,  
x

 

=   f  x, y  dy  dx
 

FY ( y )  P  X  , Y  y   F  , y  or


y


=    f  x, y  dx  dy

  


Conditional probability distribution function:

Let (X, Y) be a two dimensional random variable whose joint probability distribution
function is given by F(x, y). The conditional probability distribution function of Y given X
= x, can be denoted by F(y/x) and is defined as
F(y/x) = P[Y  y/X= x].
Now, the probability distribution function F(x, y) may be expressed in terms of the
conditional distribution function F(y/x) as
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers
x
F(x, y) =

 F  y / x d
2 FX  x 

x
=  F ( y / x) f

2 X ( x) dx

dFX ( x)
where  f X ( x) is the marginal p.d.f. of X.
dx
Similarly, we have
y y

F(x, y) =

 F  x / y  d F  y    F  x / y  f  y  dy
1 Y

1 Y

dFY ( y )
where  fY ( y ) is the marginal p.d.f. of Y.
dy
Here, F(x/y) = P  X  x / Y  y 
F1  x / y  , F2  y / x  are respectively the conditional distribution function of X and Y.

Joint Probability Density Function:

Suppose (X, Y) be a two dimensional continuous random variable, whose joint probability
distribution function is given by F(x, y). If f(x, y) is any continuous function of x and y, for -  <
x < , -  < y < , such that
 2 F  x, y  y x

f  x, y   or F  x, y     f  x, y  dx dy
x y  

then f(x, y) is called the joint probability density function of (X, Y). It should be noted that f(x,
 

y) > 0 and   f  x, y  dx dy  1
 

Marginal probability density function:

The marginal probability density functions of X and Y can be obtained by differentiating

their corresponding Marginal distribution functions as follows:

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

d FX  x  
1. fX(x) =   f  x, y  dy
dx 

d FY  y  
2. fY(y) =   f  x, y  dx
dy 

Conditional probability Density Functions

Suppose f(x, y) be the joint probability density function of a two dimensional random
variable (X, Y); and fX(x) and fY(y) be the marginal probability density function of X and Y
respectively. Then the conditional probability density function of X given Y = y, is
f  x, y 
f(x/y) = , provided fY(y)  0
fY  y 
Similarly, the conditional probability density function of Y given X = x is defined as
f  x, y 
f(y/x) = , provided fX (x) 0
fX  x
Remarks: We have,

(i) f(x/y) = F  x / y
x

(ii) f(y/x) = F  y / x
y

Problems on discrete probability distribution functions

Problem : In the experiment of rolling two dice, two random variables X and Y are
defined as follows:
X: Sum of the scores on the upper most faces of the dice
Y: Product of the scores on the upper most faces of the dice.
Find the probability that X=5 and Y=6

Solution: Consider the event : [X=5, Y=6]

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 MAT 2001- Statistics for Engineers

This event occurs if either (2, 3) or (3, 2) occurs

2 1
P [X=5, Y=6] = 
36 18

Problem : Given below is the joint probability distribution of two random variables X and
Y:
X 1 2 3
Y
1 1/12 1/6 0
2 0 1/9
1/5
3 1/18 1/4
2/15
Derive the conditional distribution of Y given X=2.

Solution: P[X=2]=P[X=2, Y=1]+P[X=2, Y=2]+P[X=3, Y=2]

1 1 1 19
=   
6 9 4 36
P[ X  2, Y  1] 1/ 6 6
P[Y  1/ X  2]   
P[ X  2] 19 / 36 19
P[ X  2, Y  2] 1/ 9 4
P[Y  2 / X  2]   
P[ X  2] 19 / 36 19
P[ X  2, Y  3] 1/ 4 9
P[Y  3/ X  2]   
P[ X  2] 19 / 36 19

These conditional probabilities define the conditional probability distribution of Y given X=3.

Problem : Let X1 and X2 be two random variables whose joint probability mass function
is given by,
x1  x2
P[X1=x1, X2=x2] = ; x1=1, 2, 3; x2=1, 2
21
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 MAT 2001- Statistics for Engineers

Derive the marginal probability distributions

Solution: P[X1=x1]=  P [ X 1  x1 , X 2  x2 ]
x2

x1  1 x1  2 2 x1  3
=  
21 21 21
2x  3 2 1  3 5
P[ X1  x1 ]  1 ; P[ X1  1]  
21 21 21
Marginal probability distribution of X1:
X1 1 2
3
P[X1=x1] 5/21 7/21
9/21

 
x1  x2 
P[ X 2  x2 ]   P[ X 1
 x1 , X 2  x2 ] 
21 

x1 x1

1  x2 2  x2 3  x2
  
21 21 21
3 x2  6
=
21
9
P[ X 2  1] 
21

Marginal probability distribution of X2:

X2 1 2
P[X2=x2] 7/21 12/21

2
Problem : X and Y are discrete random variables, for which, P[X=0, Y=0]= ; P[X=0,
9
1 1 5
Y=1]= : P[X=1, Y=0]= ; P[X=1, Y=1]= . Examine whenever X and Y are independent.
9 9 9

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 MAT 2001- Statistics for Engineers

Solution:
P [X=0]= P[X=0, Y=0] + P [X=0, Y=1]
2 1 3
=  
9 9 9
P [X=1]= P [X=1, Y=0] + P [X=1, Y=1]
1 5 6
=  
9 9 9
2 1 3
P [Y=0] = P [X=0, Y=0] + P [X=1, Y=0] = 
9 9 9
1 5 6
P [Y=1] = P[X=0, Y=1] + P[X=1, Y=1] =  
9 9 9
3 3 1 2
P [X=0] P [Y=0] =    = P [X=0, Y=0]
9 9 9 9
X and Y are not independent

Problem : Two cards are randomly drawn (without replacement) from an arbitrary deck
of 52 playing cards. X and Y are number of aces obtained in the first draw and number of aces
drawn in both draws. Find. (a). the joint probability distribution of X and Y; (b) the marginal
distribution of X; (c) The conditional distribution of Y given X=1

Solution: Let X = Number of acess obtained in first draw X=0, 1, 2

Y = Number of aces obtained in both draws
Y=0, 1, 2, 3, 4

(a) Consider [X=0, Y=0]

This event occurs if no ace occurs in either of the two draws
4
C0 48 C2 4
C0 46 C2
P [X=0, Y=0] = 52
 50
C2 C2
4
C0 48 C2 4
C1 46 C1
P (X=0, Y=1) = 52
 50
C2 C2

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

4
C0 48 C2 4
C2 46 C0
P(X=0, Y=2) = 52
 50
C2 C2
P [X = 0, Y = 3] = P [X = 0, Y = 4] = 0
P [X = 1, Y = 0] = 0
4
C1  48C1 3
C0  47C2
P [X = 1, Y = 1] = 52
 50
C2 C2

C1  C1 C1  C1
4 48 3 47

P [X = 1, Y = 2] = 52
 50
C2 C2

C1  C1 C 2  C0
4 48 3 47

P [X = 1, Y = 3] = 52
 52
C2 C2

P [X = 1, Y = 4] = 0

P [X = 2, Y = 0] = 0

P [X = 2, Y = 1] = 0

4
C2 48 C0 2 C0 48 C1
P [X = 2, Y = 2] = 52
 50
C2 C2

4
C2  48C0 2
C1  48C1
P [X = 2, Y = 3] = 52
 50
C2 C2

C2  48C0
4 2
C2  48C0
P [X = 2, Y = 4] = 52
 52
C2 C2

These probabilities specify the joint probability distribution of X and Y

(b) Marginal distribution of X:

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

4
C0  48C2
P [X=0]= 52
C2
C1  48C1
4
P [X=1]= 52
C2
C2  48C0
4
P [X=2]= 52
C2
(c) The conditional distribution of Y given X = 1:
P [ X  1, Y  0] 0
P [Y = 0 / X = 1] =  0
P [ X  1] P[ X  1]
P[ X  1, Y  1]
P [Y=1/X=1] =
P [ X  1]
4
C1 48 C1 3C0  47C2 4
C1  48C1 C0  47C2
3

 52
 50 52
= 50
C2 C2 C2 C2

P [ X  1, Y  2] C1  47C1
3

P [Y = 2 / X = 1] = 
P [ X  1] 50
C2

P [ X  1, Y  2] 8
C0  47C0
P [Y = 3 / X = 1] = 
P [ X  1] 50
C2
P [X = 4 / X = 1] = 0

Problem 6.20.6 : X and Y are two random variables whose joint probability distribution is given
by
X 1 2 3
Y
1 0.1 0.1 0.2

2 0.2 0.3 0.1

Find (a) the conditional distribution of X given Y=2; (b) P[X+Y<4]

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Solution: P [Y = 2] = 0.2 + 0.3 + 0.1 = 0.6

P  X  1, Y  2 0.2 2
(a) P [X = 1 / Y = 2]   
P Y  2 0.6 6
P  X  2, Y  2 0.3 3
P [X = 2 / Y = 2]   
P Y  2 0.6 6
P  X  3, Y  2 0.1 1
P [X = 3 / Y = 2]   
P Y  2 0.6 6

X 1 2 3
P  X  x Y  2 2 3 1
6 6 6

(b)  X  Y  4   X  1, Y  1   X  1, Y  2   X  2, Y  1

P  X  Y  4  P  X  1, Y  1  P  X  1, Y  2  P  X  2, Y  1
=0.1+0.2+0.1=0.4
P  X  Y  4  0.4

Problem : Two unbiased dice are rolled. X and Y represent the scores on first and second
dice respectively, find the probabilities given below:
(a) P  X  Y  6 (b) P  X  Y  10
(c) P X  Y  (d) P  X  Y  6 Y  4
Solution:
 a   X  Y  6   X  1, Y  5   X  2, Y  4   X  3, Y  3   X  4, Y  2   X  5, Y  1
5
P  X  Y  6 
36
 b   X  Y  10   X  Y  10   X  Y  11   X  Y  12

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 MAT 2001- Statistics for Engineers

  X  4, Y  6   X  5, Y  5   X  6, Y  4   X  5, Y  6   X  6, Y  5   X  6, Y  6
6 1
 P  X  Y  10  
36 6
(c)  X  Y    X  1, Y  1   X  2, Y  2  ........   X  6, Y  6
6 1
P X  Y   
36 6
(d)  X  Y  6 Y  4   X  2, Y  4
1
P X  Y  6 Y  4  P  X  2, Y  4 
36

Problem : The joint probability mass function of two random variables X and Y is
specified as follows:
1
P  X  x, Y  y    2x  y  , x  0,1, 2; y  0,1, 2.
27
Find the conditional distribution Y for given X.

Solution :
Y
0 1 2 P[X=x]
X
1 2 3
0 0 
27 27 27
1 2 3 4 9

27 27 27 27
2 4 5 6 15

27 27 27 27

1
f  x, y    2 x  y  , x  0,1, 2; y  0,1, 2
27
Marginal distribution of X:
3 9 15
P  X  0  ; P  X  1  ; P  X  2  ;
27 27 27
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Conditional probability P Y  y / X  0 ;
P  X  0, Y  0
P Y  0 / X  0  0
P  X  0
1/ 27 1
P Y  1 X  0  
3/ 27 3
2 / 27 2
P Y  2 X  0  
3/ 27 3

Conditional probabilities : P Y  y X  1
2 / 27 2
P Y  0 X  1  
9 / 27 9
3/ 27 3
P Y  1 X  1  
9 / 27 9
4 / 27 4
P Y  2 X  1  
9 / 27 9

Conditional Probabilities : P Y  y X  2
4 / 27 4
P Y  0 X  2  
15 / 27 15

5 / 27 5
P Y  1 X  2  
15 / 27 15
6 / 27 6
P Y  2 X  2  
15 / 27 15
Conditional distribution of Y for X  x :

X
0 1 2
Y
0 0 1/3 2/3
1 2/9 3/9 4/9
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

2 4/15 5/15 6/15

Problem : X and Y are two random variables whose joint probability density function is
given by,

x  y if 0<x<1, 0<y<1
f  x, y   
0 otherwise

Find (a) the joint distribution function (b) marginal density functions and (c) conditional density
functions

Solution : The region of integration is as furnished below :

(a) Let (x, y) belong to region – I

0<x<1
0<y<1

x y

x y

F  x, y      u  v  du dv     u  v dv  du
0 0 0 0 

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

y
 x
v2 
x
 y2 
  uv   du   uy   du
0
2 0 0
2

x
 u 2 y y 2u  x 2 y xy 2 xy
      x  y
 2 2  0 2 2 2

xy
F  x, y    x  y  , 0  x  1, 0  y  1
2

Let (x, y) belong to region – II

x  1, 0  y  1
x y

1 y
 
x y

F  x, y      u  v  du dv     u  v dv  du     u  v dv  du
0 0 0 0  1 0 

1
 y2 
  uy   du  0
0 
2

1
 1
y2   u 2 y uy 2   y y2  y
F  x, y    uy   du       1  y 
0 
2  2 2  0  2 2  2

y
F  x, y   1  y  , x  1, 0  y  1
2
Let (x, y) belong to region – III

x  1, y  1

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

x y

1 1 y
 
x 1 y

F  x, y      u  v  du dv     u  v dv   u  v  dv  du     u  v dv   u  v  dv  du
0 0 0 0 1  1 0 1 


1 1

     u  v dv  du  0  0
0 0 

1 1
1
 u2 
1
 1  u2 1  1 1
  uv   du  u   du        1
0
0
2 0 2  2 2 0 2 2

Let (x, y) belong to region – IV

0  x  1, y  1


x 1

F  x, y       u  v dv  du
0 0 

1
 x
v2 
  uv   du
0
2 0
x
 1
x
 u2 u  x2 x
   u   du      
0 
2  2 2 0 2 2

x
F  x, y   1  x  , if 0  x  1, y  1
2

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

0 if x  0 or y  0
 xy
  x  y if 0  x  1, 0  y  1
2

y
F  x, y    1  y  if x  1, 0  y  1
2
1 if x  1, y  1
x
 1  x  if 0  x  1, y  1
2


(b) Marginal probability density function of X :

1
1
 y2  1
f1  x     x  y  dy   xy 0     x 
1

0  2 0 2

1
f1  x   x  if 0  x 1
2

Marginal density function of Y :

1
1
 x2  1
f 2  y     x  y  dx      xy 0  y 
1

0  2 0 2

1
f2  y   y  if 0  y 1
2

(c) Conditional density function of X given Y :

f  x, y  x  y
g1  x / y   
f1  y  y ½

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

2 x  y
 if 0  x  1
g1  x / y    2 y  1
 0
 otherwise

Conditional density function of Y given X :

f  x, y  x  y
g2  y / x   
f2  x  x
1
2

2 x  y
 if 0  y  1
g2  y / x    2 x  1
 0
 otherwise

Problem : The joint probability density function of two random variables X and Y is
given by,
8 xy, 0  x  y  1
F  x, y   
0 otherwise
 1  1 
Find (a) P  X     Y    ,(b) marginal and conditional distributions
2 
4  

Solution: The region of integration is as shown below:

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

(a) The dotted area is the region of integration.

 1  1 
P  X     Y    is the integral value of the joint probability density function
 2  4 
evaluated over OAB .
The horizontal grid in OAB gives the interval of integration for x as
1
0  x  y, 0  y 
4
 1  1 
1/ 4
y 
P  X     Y    
 2  4     8 xy dx dy
0 0 
1/ 4
y 
  8 y   x dx dy
0 0 
1/ 4
 y2 
 0  2  dy
8 y

1/ 4
1/ 4
 y4 
  4 y dy  4  
3

0  4 0
1

256

 1  1  1
P  X     Y    
 2  4   256

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

(b) Margined density of X:

The perpendicular grid explains the variation of Y.

x  y 1
The joint density, if integrated w.r.t. y over this range, the marginal density of X is obtained.
1
1 1
 y 2  8x
f1 ( x)   8xy dy  8x  y dy  8x    (1  x 2 )
x x  2 x 2
f1  x   4 x 1  x 2  , 0  x  1
Marginal density of Y:

The horizontal grid explains the variation of x.

0 x y
y
 x2 
y y

f 2 ( y )   8 xy dx  8 y  x dx  8 y  
0 0  2 0
=4y3
f2 ( y)  4 y3 , o  y  1
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

(c) Conditional density of X given Y:

f ( x, y ) 8 xy 2 x
g1  x / y     2
f2 ( y) 4 y3 y
2x
g1  x / y   ; 0  x  y, 0  y  1
y2
Conditional density of Y given X:

f ( x, y ) 8 xy 2y
g2  y / x    
f1 ( x) 4 x(1  x ) 1  x 2
2

2y
g2  y / x   ; x  y  1, 0  x  1
1  x2

Problem : The joint density of X and Y is given as follows:

2 if x  y  1, x  0 and y  0
f  x, y   
0 otherwise
Find the conditional distribution of Y, given X=x.

Solution:

2 if ( x, y) { x, y  : x  0, y  0, x  y  1

F  x, y   

0 otherwise
Vertical variation:

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

0  y  1 x
1 x
Density of X: f1 ( x)   2dy  2(1  x)
0

2(1  x), if 0  x  1
f1 ( x)  
0
Conditional density of y given x:
f ( x, y ) 2 1
g  y / x   
f1 ( x) 2(1  x) 1  x
1
g  y / x  ;0  y  1  x , 0  x  1
1 x

Problem : The joint probability density function of X and Y is given by,

6(1  x  y ) if x  0, y  0, x  y  1
f  x, y   
0 otherwise
Examine if X and Y are independently distributed.

Solution: Marginal density function of X:

1 x
f1 ( x)   6(1  x  y)dy  3 1  x 
2

f1 ( x)  3(1  x)2 , 0  x  1
Marginal density function of Y:
f 2 ( y )  3(1  y )2
Product of marginal densities: f1 ( x) f 2 ( y )  9 1  x  1  y 
2 2

 f ( x, y )
X and Y are not independently distributed.

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Problem : The following expression stands for a joint probability density function:
k x  x  y  ,if 0  x  1,  x  y  x

f  x, y    find the value of k.

0 otherwise
1 x
Solution:   kx  x  y  dx dy  1
0 x

1
x 
k    x( x  y )dy dx  1
0  x 
1
k  2 x3dx  1
0

k
1 k  2
2
2 x( x  y ) if 0  x  1,  x  y  x
f  x, y   
0 otherwise

Problem : Given below is the distribution function of the random variables X and Y:
1  e  x  e  y  e  x  y , x  0, y  0
F  x, y   
0 , otherwise
Find P(X+Y>3)

 2 F ( x, y)
Solution:  e x  y
xy
e  x  y , x  0, y  0
f  x, y   
0 , otherwise
To find the required probability we use the change of variable technique
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

Let x  y  v
yu
 x u  v  x  v u
Since x>0, v>u
u  v
If x and y are replaced by u and v we obtain,
G (u , v)  e  v J
Usually when a transformation of variables takes place, to bring equality between integrals of the two
functions, the transformed function should be multiplied by , |J|,called the modulus of Jacobian
transformation.
If two variables are involved
x x
u v
J
y y
u v
In the present case, we have,
x  v u
yu
x x y y
 1;  1;  1;  0
u v u v
1 1
J  1
1 0
|J| = 1
G  u, v   ev
 e  v , 0  u  v, 0  v  
G  u, v   
0 , otherwise
Let f2(v) be the marginal density of v.
v u
f 2  v    e du  e
v v
 du  ve
v

0 0

Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

v e  v , v  0
f2  v   
0 , otherwise
The desired probability is P  X  Y  3

P  X  Y  3  P  V  3   v e v dv
3


  v e v    e v dv
3
3

 3e3  e3  4e3  0.1991

P  X  Y  3  0.1991 .

Problem : The joint probability density function of X and Y is given by

1
 1  xy  , x  1, y  1
f  x, y    4
0 otherwise
Prove that X2 and Y2 are independently distributed.

Solution: Marginal distribution of X:

1
1 1
f1  x    4 1  xy  dy  2
1

1
 x 1
f1  x    2
0 otherwise
1
1 1
f2  y   1  xy dy 
1
4 2
1
 , y 1
f2  y    2
0 otherwise
x
1
P  X  x   P  x  X  x   
2
dx
 x
2
Dr.Mokesh Rayalu,M.Sc,Ph.D.,
 MAT 2001- Statistics for Engineers

x
x
   x
 2  x

P  X 2  x   x 1
P Y 2  y   y  2
Consider the event,  X 2  x, Y 2  y    x  X  x ,  y  Y  y 
x  y 1 
P  X 2  x, Y 2  y    4
 1  xy  dy  dx  x y
 x
 y 

P  X 2  x, Y 2  y   P  X 2  x  P Y 2  y  (from 1 and 2 )

X2 and Y2 are independently distribution.

Dr.Mokesh Rayalu,M.Sc,Ph.D.,