CL 202: Introduction to Data Analysis

Supplementary Note 3: Examples of Multivariate Random Variables

Sachin C. Patwardhan and Mani Bhushan
Dept. of Chemical Engineering, IIT Bombay

At the …rst sight, the concept of jointly distributed random variables may appear to be
just a mathematical extension of the concept of bivariate random variables. The following
examples from the engineering domain illustrate that we are more likely to encounter jointly
distributed multiple RVs in practice and thereby provide a motivation to examine their
distributions.

Example 1 [1] A packets of 20 bits is received in a digital communication system. Of the

20 bits received, what is the probability that 14 are excellent, 3 are good, 2 are fair, and 1
is poor? Assume that the classi…cations of individual bits are independent events and that
the probabilities of E, G, F, and P are 0.6, 0.3, 0.08, and 0.02, respectively. Let the random
variables X1 ; X2 ; X3 ; and X4 denote the number of bits that are E, G, F, and P, respectively.
One sequence of 20 bits that produces the speci…ed numbers of bits in each class can be
represented as
EEEEEEEEEEEEEEGGGF F P
Using independence, we …nd that the probability of this sequence is

P [EEEEEEEEEEEEEEGGGF F P ] = 0:614 0:33 0:082 0:021

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= 2:708 10 (1)

Clearly, all sequences that consist of the same numbers of E’s, G’s, F’s, and P’s have the same
probability. Consequently, the requested probability can be found by multiplying 2:708 10 9
by the number of sequences, N , with 14 E’s, three G’s, two F’s, and one P.
20!
N= = 2325600 (2)
14!3!2!1!
Therefore, the requested probability is
9
P [X1 = 14; X2 = 3; X3 = 2; X4 = 1] = 2325600 2:708 10
= 0:0063 (3)

Similarly, the probability that 12 of the bits received are E, 6 are G, 2 are F, and 0 are P is
20!
P [X1 = 12; X2 = 6; X3 = 2; X4 = 0] = 0:612 0:36 0:082 0:020
12!6!2!0!
= 0:0358 (4)

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Example 2 We can easily map the above example to problems encountered in the domain
of chemical engineering. Here are two such examples.
A key measure of product quality in a glass sheet manufacturing process is the optical
attribute known as “inclusions”— particulate ‡aws (of size exceeding 0.5 m) “included” in
an otherwise perfectly clear glass sheet [2]. Of a consignment of 25 glass sheets received from
a glass sheet manufacturer, what is the probability that 18 have 0 inclusions (Excellent), 4
have 1 inclusion (Good), 2 have 2 inclusions (Fair), and 1 has 3 inclusions (Poor)? Let us
assume that the random variables X1 ; X2 ; X3 ; and X4 denote the number of glass sheets that
are of type E, G, F, and P, respectively. The desired probability can be computed using the
probabilities of E, G, F, and P, and assuming that the classi…cations of individual glass sheet
are independent events.
Consider a pharmaceutical company that manufactures paracetamol tablets. Each tablet
is expected to have certain weight as prescribed by the FDA regulations. Based on the weight,
the tablets manufactured in the company can be categorized into three classes: within the
acceptable weight limits (A), slightly over-weight (O) and slightly under-weight (U). In a
strip of 30 tablets obtained from the company, what is the probability that 25 have acceptable
weight (A), 3 are under-weight (U) and 1 is over-weight (O) ? Let us assume that the
random variables X1 ; X2 ; and X3 denote the number of tablets that are of type A, U, and O,
respectively. The desired probability can be computed using the probabilities of A, U and O,
and, assuming that the classi…cations of individual tablet are independent events.

It may be noted that these examples are representative of a system with the multinomial
distribution. Suppose a random experiment consists of a series of N trials. Assume that

1. The result of each trial is classi…ed into one of k classes.

2. The probability of a trial generating a result in Class 1, Class 2,...., Class k is constant
over the trials and equal to p1 ; p2 ; ::::; pk , respectively.

3. The trials are independent.

The random variables X1 ; X2 ; ::::; Xk that denote the number of trials that result in Class
1, Class 2, , Class k, respectively, have a multinomial distribution and the joint probability
mass function is
N!
P [X1 = n1 ; X2 = n2 ; :::; Xk = nk ] = (p1 )n1 (p2 )n1 ::: (pk )nk
n1 !n2 !:::nk !
where

n1 + n2 + ::: + nk = N
p1 + p2 + :::: + pk = 1

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 Figure 1: Schematic representation of a reactor control system [?]

When there are only two classes, this distribution reduces to the well known binomial dis-
tribution.

Example 3 [2] The reliability of the temperature control system for a commercial stirred
tank reactor (see Figure 1) is known to depend on the lifetimes (in years) of (a) the electronic
controller, X, (b) the control valve on the cooling water ‡ow line, Y , and (c) the sensor-
transmitter assembly, Z. If one component fails, the entire control system fails. The random
phenomenon can be characterized by the following joint density function
( )
1 3
200
exp [ (0:2x + 0:1y + 0:25z)] in positive quadrant of R
fXY Z (x; y; z) =
0 otherwise

It may be noted that X; Y and Z are independent RVs, i.e.

1 0:2x 1 0:1y 1 0:25z
fXY Z (x; y; z) = e e e
5 10 4
= fX (x)fY (y)fZ (z)

Example 4 Errors in measurements of temperature (X), pressure (Y ) and level of liquid

inside the reactor system (Z) in Figure 1 are jointly distributed RVs, which are characterized
by the following joint density function
1 x2 1 y2
fXY Z (x; y; z) = p exp 2
p exp
(0:5) 2 2(0:5) (0:01) 2 2(0:01)2
1 z2
p exp
(0:02) 2 2(0:02)2

where (x; y; z) can take any values in R3 .

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References
[1] Montgomery, D. C. and G. C. Runger, Applied Statistics and Probability for Engineers,
John Wiley and Sons, 2004.

[2] Ogunnaike, B. A., Random Phenomenon: Fundamentals of Probability and Statistics for
Engineers, CRC Press, 2010.