Statistics and ProbabilityThe joint probability distribution

abdulzareena401

abdulzareena401

Answered question

2022-04-01

Statistics and Probability

The joint probability distribution of two random variables X and Y is given in the following table.

  

Y

 
  

-1

2

X

-1

0.10.1
 

-2

0.50.1

1. Calculate the marginal probability distribution of X.
2. Calculate the marginal probability distribution of Y.
3. Calculate E( X ) and s.d.( X ).
4. Calculate E( Y ) and s.d.( Y )
5. Calculate cov(X, Y) and corr(X, Y).
6. Calculate the conditional probability distribution of X given Y = -1.
7. Calculate the conditional probability distribution of X given Y = 2.
8. Calculate E( X | Y = -1 ) and var( X | Y = -1 ).
9. Calculate E( X | Y = 2 ) and var( X | Y = 2 ).
10. Verify the Law of Iterated Expectations E(X)=E[E(X|Y)] by using your previous results.
11. Are X and Y independent random variables? Justify your answer based on answers to the preceding questions.

Answer & Explanation

alenahelenash

alenahelenash

Expert2023-04-26Added 556 answers

To find the marginal probability distribution of X from the joint probability distribution of X and Y given in the table, we need to sum the probabilities over all possible values of Y for each value of X.
X/Y12Marginal Probability of X10.10.10.220.50.10.6
The table shows that the sum of probabilities for each value of X is the marginal probability distribution of X. For example, the sum of probabilities for X=-1 is 0.1 + 0.1 = 0.2, and the sum of probabilities for X=-2 is 0.5 + 0.1 = 0.6. Therefore, the marginal probability distribution of X is:
P(X=1)=0.2P(X=2)=0.6
Note that we can also find the marginal probability distribution of X by summing the joint probabilities over all possible values of Y for each value of X:
P(X=1)=P(X=1,Y=1)+P(X=1,Y=2)=0.1+0.1=0.2
P(X=2)=P(X=2,Y=1)+P(X=2,Y=2)=0.5+0.1=0.6

Do you have a similar question?

Recalculate according to your conditions!

New Questions in High school probability

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?