• Marginal Density (Marginal Distribution in case of continuous random variables) :

In case of continuous random variables, the probability distributions are replaced by

probability densities, and the summations are replaced by integrals.
 Example 19: Given the joint probability density function as
2
𝑓 𝑥, 𝑦 = ቐ3 𝑥 + 2𝑦 , 𝑓𝑜𝑟 0 < 𝑥 < 1, 0 < 𝑦 < 1
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find marginal densities of X and Y.
Solution:
Marginal density of X (integrate with respect to y)
∞ 12 2 𝑦=1 2
𝑔 𝑥 = ‫׬‬−∞ 𝑓 𝑥, 𝑦 𝑑𝑦 = ‫׬‬0 3 𝑥 + 2𝑦 𝑑𝑦 = (𝑥𝑦 + 𝑦2) = 𝑥 + 1 for 0 < x < 1
3 𝑦=0 3

and g(x) = 0 elsewhere.

Marginal density of Y (integrate with respect to x)
𝑥=1
∞ 12 2 𝑥2 1
h 𝑦 = ‫׬‬−∞ 𝑓 𝑥, 𝑦 𝑑𝑥 = ‫׬‬0 3 𝑥 + 2𝑦 𝑑𝑥 = ( + 2𝑦𝑥) = 1 + 4𝑦 for 0 < y < 1
3 2 𝑥=0 3

and h(y) = 0 elsewhere.

• Conditional Distribution
Conditional probability of event A, given event B is given as:

By considering events A and B as X = x and Y = y, we can deduce

Joint probability distribution

of X and Y at (x,y)

provided P(Y = y) = h(y) ≠ 0 Marginal Distribution of

Y at y

Note: Conditional distribution f(x | y) tells us the remaining probability distribution of a

random variable X, when probability distribution of another random variable Y is known.
• Conditional Distribution Cont…
Example 6: (Recall Example 5)
Joint and Marginal probability distribution of X and Y was given by
(Red)

Marginal distribution of Y

(Green)

Marginal distribution of X

Find the conditional distribution of X given Y = 1 i.e., f(x | y=1).

Also, Find conditional distribution of X given Y = y i.e., f(x | y).
Solution:
Conditional distribution of X given Y=1 is:

, and

Conditional distribution of X given Y=y is:

(Red)

f(x | y)

(Green)
Expectation and Moments
• Expectation:
Mathematical expectation of a random variable is the sum of the products obtained by
multiplying each value of the random variable by the corresponding probability.

Discrete → Summation , Continuous → Integration

Example 1: Find out the expected value of a random variable 𝑿 containing the
total number of heads in flipping of a balanced coin three times.
Elements of S Probability x
Solution: H-head, T-tail, then Sample space
S = {HHH,HHT,HTH,HTT,THH,THT,TTH,TTT} HHH 1/8 3
As each outcome of S is equal probable , HHT 1/8 2
So, probability of each outcome is: ½. ½ . ½ = 1/8. HTH 1/8 2
HTT 1/8 1
Now, Probability distribution of X is:
THH 1/8 2
P(X=0)=1/8 THT 1/8 1
P(X=1) = (1/8)+(1/8)+(1/8) = 3/8 TTH 1/8 1
P(X=2) = (1/8)+(1/8)+(1/8) = 3/8 TTT 1/8 0
P(X=3)=1/8
Now, Expected value is
E(X) = σ𝑥 𝑥. 𝑓(𝑥)
1 3 3 1 3 6 3 12 3
= 0. + 1. + 2. + 3. = + + = =
8 8 8 8 8 8 8 8 2
Example 2: A lot of 12 television sets includes 2 with white cords. If 3 of the sets are
chosen at random for shipment to a hotel, how many sets with white cords can the
shipper expect to send to the hotel? With white cords Without white cords
Solution:
0 3
Let X be a random variable indicating television sets 1 2
with white cords. So, X can have values 0,1 or 2.
2 1
Now, probability distribution of X is:
2 10 2 10 2 10
6 9 1
𝑃 𝑋=0 = 0
12
3
= ,𝑃 𝑋=1 = 1
12
2
= , 𝑃 𝑋=2 = 2
12
1
=
3 11 3 22 3 22
In Tabular form,
Now, Expected value is

E(X) = σ𝑥 𝑥. 𝑓(𝑥)
6 9 1
= 0. + 1. + 2.
11 22 22
1
=
2
Example 3: Certain coded measurements of the pitch diameter of threads of a fitting
have the probability density
4
𝑥 𝑓𝑜𝑟 0 < 𝑥 < 1
𝑓 𝑥 = ൝𝜋
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the expected value of this random variable.
Solution:
Expected value of a continuous random variable is given by
∞
𝐸 𝑋 = න 𝑥. 𝑓 𝑥 𝑑𝑥
−∞
1
4
= න 𝑥. 𝑥 𝑑𝑥
0 𝜋
4 1 2
= න 𝑥 𝑑𝑥
𝜋 0
4
=
3𝜋
• Properties of Expectation:
✓ If a and b are constants, then E(aX + b) = a E(X) + b
✓ If a is a constant, then E(aX) = a E(X)
✓ If b is a constant, then E(b) = b
✓ If c1 , c2 , … , cn are constants, then

Example 4: If X is the number of points rolled with a balanced die, find the expected
value of g(X) = 𝟐𝑿𝟐 +1.
Solution:
Six outcomes of X : 1, 2 , 3 , 4 , 5 , 6
Six outcomes of 𝑋 2 : 12 , 22 , 32 , 42 , 52 , 62
Probability : 1/6, 1/6, 1/6, 1/6, 1/6, 1/6
1 91
Now, E(𝑋 2 ) = (12 + 22 + 32 + 42 + 52 + 62 ) . =
6 6
91 94
Then, E(2 𝑋 2 + 1) = 2. E(𝑋 2 ) + E(1) = 2. +1=
6 3