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