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Chapter 6 lecture notes Math 431, Spring 2011
 

Summary: Chapter 6 lecture notes
Math 431, Spring 2011
Instructor: David F. Anderson
Chapter 6: Jointly Distributed Random Variables
Really need to be reading book now. Formally discuss the possibility of more than
one random variable at a time.
Case 1: Discrete Random Variables.
Suppose that X and Y are discrete random variables "built" on same sample space
(experiment). Thus, X, Y : S R.
We define the joint probability mass function for X and Y by
p(x, y) = P{X = x, Y = y}.
Note that
pX(x) = P{X = x} = P{X = x, Y R} =
y:p(x,y)>0
p(x, y),
and
pY (y) =
x:p(x,y)>0
p(x, y)
Example 1. Flip a fair coin twice.

  

Source: Anderson, David F. - Department of Mathematics, University of Wisconsin at Madison

 

Collections: Mathematics