Determine the values of c so that the following functions

represent joint probability distributions of the random

variables X and Y:

(a) f(x, y) = cxy, for x = 1, 2, 3; y = 1, 2,3;
(b) f(x, y) = c|x y|, for x: = -2,0,2; y = - 2 , 3.
Problem
From a sack of fruit containing 3 oranges, 2 apples,
and 3 bananas, a random sample of 4 pieces of fruits
is selected. If X is the number of oranges and Y is the
number of apples in the sample:, find

(a) the joint probability distribution of X and Y;
(b) P[(X, Y) A], where A is {(x, y) | x + y < 2 } .


Problem
The variance of a linear function of a random variable is:
V aX b aV X a ( ) ( ) + = =
2 2 2
o
Number
of items, x P(x) xP(x) x
2
P(x)
5000 0.2 1000 5000000
6000 0.3 1800 10800000
7000 0.2 1400 9800000
8000 0.2 1600 12800000
9000 0.1 900 8100000
1.0 6700 46500000
Example:
o
o
o
o
2
2 2
2
2
2
2
2 8000
46500000 6700 1610000
1610000 126886
2 8000 2
4 1610000 6440000
2 8000
2 2 126886 2537 72
=
=
=

(
= =
= = =
=
= =
=
= = =

V X
E X E X
x P x xP x
SD X
V X V X
SD x
all x all x
x
x
( )
( ) [ ( )]
( ) ( )
( )
( ) .
( ) ( ) ( )
( )( )
( )
( )( . ) .
( )
Variance of a Linear Function of a
Random Variable
x ax
a X aE X a E = = = ) ( ) (
Mean of a Linear Function of a Random
Variable
b a b X aE b X a E
x b ax
+ = + = + =
+
) ( ) (
y x y x
Y E X E Y X E = = =

) ( ) ( ) (
Mean of a Linear Function of a Random
Variable

=
= =
0 0
) , ( ) (
x y
xy
y x f y x XY E
If X and Y are independent
y x xy
Y E X E XY E . ) ( ) ( ) ( = = =
Variance of a Linear Function of a
Random Variable
) , ( covariance 2 ) ( ) (
) (
2
Y X Y V X V
Y X V
y X
+ =
=

o
If X and Y are independent
0 ) , ( = Y X Cov
The mean or expected value of the sum of random variables
is the sum of their means or expected values:

( )
( ) ( ) ( )
X Y X Y
E X Y E X EY
+
= + = + = +
For example: E(X) = $350 and E(Y) = $200
E(X+Y) = $350 + $200 = $550
The variance of the sum of independent random variables is
the sum of their variances:
o o o
2 2 2
( ) ( ) ( ) ( ) X Y X Y V X Y V X V Y + = + = + = +
if and only if X and Y are independent.
For example: V(X) = 84 and V(Y) = 60 V(X+Y) = 144
Some Properties of Means and
Variances of Random Variables
For Multiple variables
Problem: Joint prob. distribution
Let X denote the number of times a certain numerical
control machine will malfunction: 1, 2, or 3 times on any
given day. Let Y denote the number of times a technician
is called on an emergency call. Their joint probability
distribution is given as





(a) Find g(x), h(y), E(x), E(y), E(xy),
(b) V(x), V(y), V(x+y), V(x-y), correlation between x and y