ES209 – Engineering Data Analysis

Module No. 05
Topic Joint Probability Distribution
Period Week no.05 Date: October 3-7, 2022

Joint Probability Distribution

In Modules 3 and 4, the focus was on probability distributions for a single random variable. For
example, in Module 3, the number of successes in a Binomial experiment was explored and in
Module 4, several popular distributions for a continuous random variable were considered.

Our study of random variables and their probability distributions in the preceding sections is
restricted to one-dimensional sample spaces, in that we recorded outcomes of an experiment as
values assumed by a single random variable. There will be situations, however, where we may find
it desirable to record the simultaneous outcomes of several random variables. For example, we
might measure the amount of precipitate P and volume V of gas released from a controlled
chemical experiment, giving rise to a two-dimensional sample space consisting of the outcomes
(p, v), or we might be interested in the hardness H and tensile strength T of cold-drawn copper,
resulting in the outcomes (h, t). In a study to determine the likelihood of success in college based
on high school data, we might use a three-dimensional sample space and record for each individual
his or her aptitude test score, high school class rank, and grade-point average at the end of
freshman year in college.

In this module, we will focus on two random variables, but once you understand the theory for
two random variables, the extension to n random variables is straightforward. We will first discuss
joint distributions of discrete random variables and then extend the results to continuous random
variables.

Objective/Intended Learning Outcomes

1. 1. Calculate probabilities for multiple random variables based on joint probability
functions.
2. Calculate marginal distributions from joint distributions.
2. 3. Calculate the conditional probability mass function and conditional probability
distribution function for discrete and continuous random variables.
3. 4. Describe the problem of finding the distribution of a function of random variables.

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JOINT PROBABILITY
The probability that two events happening together. Let A and B be the two events, joint probability is the
probability of event B occurring at the same time that event A occurs.

The following formula represents the joint probability of events

with intersection.
P (A ⋂ B)
where,
A, B= Two events

P(A and B), P(AB) = The joint probability of A and B

The joint probability distribution can be expressed in different ways based on the nature of the variable. In
case of discrete variables, we can represent a joint probability mass function. For continuous variables, it
can be represented as a joint cumulative distribution function or in terms of a joint probability density
function.

Find the probability that the number three will occur twice when two dice are rolled at
the same time.
Solution:

Number of possible outcomes when a die is rolled = 6

i.e. {1, 2, 3, 4, 5, 6}

Let A be the event of occurring 3 on first die and B be the event of occurring 3 on the second die.

Both the dice have six possible outcomes, the probability of a three occurring on each die is 1/6.

P(A) =1/6

P(B )=1/6

P(A, B) = 1/6 x 1/6 = 1/36

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A Joint Probability Distribution represents a probability distribution for two or more random variables.
Instead of events being labelled A and B, the condition is to use X and Y as given below.

The main purpose of this is to look for a relationship between two variables. For example, the below table
shows some probabilities for events X and Y, happening at the same time:

This table can be used to find the probabilities of events or called the Joint Probability Table.

Find the probability of X = 3 and Y = 3.

Solution: From the above table, identify the probability under X = 3 and Y= 3.
That is ⅙.

Joint Probability Mass Function

Remember that for a discrete random variable X, we define the PMF as P(x)=P(X=x). Now, if we have
two random variables X and Y, and we would like to study them jointly, we define the joint probability
mass function as follows:

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Example

Practice Activity 01
1. From a sack of fruit containing 3 oranges, 2 apples, and 3 bananas, a random sample of 4 pieces of
fruit is selected. If X is the number of oranges and Y is the number of apples in the sample, find
P[(X, Y ) ∈ A], where A is the region that is given by {(x, y) | x + y ≤ 2}.

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 Joint Probability Density Function

When X and Y are continuous random variables, the joint density function f(x, y) is a surface lying above
the xy plane, and P[(X, Y ) ∈ A], where A is any region in the xy plane, is equal to the volume of the right
cylinder bounded by the base A and the surface.

Example

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 Practice Activity 02
2. Let X and Y denote the lengths of life, in years, of two components in an electronic system.
If the joint density function of these variables is

find P(0 <X< 1 | Y = 2).

Marginal Distributions

Once a joint probability mass function for (X,Y) has been constructed, one finds probabilities for one of
the two variables. Consider a discrete random vector, that is, a vector whose entries are discrete random
variables. When one of these entries is taken in isolation, its distribution can be characterized in terms of
its probability mass function. This is called marginal probability mass function, in order to distinguish
it from the joint probability mass function, which is instead used to characterize the joint distribution of
all the entries of the random vector considered together.

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 Practice Activity 03
3. Suppose that X and Y have the following joint probability distribution:
(a) Find the marginal distribution of X.
(b) Find the marginal distribution of Y .

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 Conditional Probability Distribution
Is the probability distribution of a random variable, calculated according to the rules of conditional
probability after observing the realization of another random variable. In other words, a conditional
probability distribution describes the probability that a randomly selected person from a sub-population
has a given characteristic of interest.

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 Practice Activity 04
4. A chemical system that results from a chemical reaction has two important components
among others in a blend. The joint distribution describing the proportions X1 and X2 of these
two components is given by,

(a) Give the marginal distribution of X1

(b) Give the marginal distribution of X2.
(c) What is the probability that component proportions produce the results X1 < 0.2 and X2 > 0.5?
(d) Give the conditional distribution

More than Two Random Variables

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 Linear Function of Random Variable

If X is a random variable and Y is a linear function of the random variable X, where:

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General Function of Random Variable

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 Practice Activity 05
5.

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 References
https://byjus.com/maths/joint-probability/
https://www.probabilitycourse.com/chapter5/5_1_1_joint_pmf.php
Probability%20and%20Statistics%20for%20Engineers%20and%20Scientists%20(%20PDFDrive%20).pd
f

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