Lecture 11:

Discrete Random Variables - Part V

Satyajit Thakor
IIT Mandi

23 March, 2020
Functions of r.v.s

I Definition (function of 2 r.v.s): Given an experiment with

sample space S, if X and Y are r.v.s that map s 2 S to X(s)
and Y (s) respectively, then g(X, Y ) is the r.v. that maps s to
g(X(s), Y (s)).
I Two fair dice are rolled. X is the number shown on
1st die and Y is the number shown on 2nd die. Find the PMF
of Z = max(X, Y ).
13 436
PC Max IX 4 L P X 1,4 2,4 23
3
36
2,4 13 U
X 47 2 P 11 1,4 2 u X
P max 2,4 33 Ex 3,7 33
1,4 3 VEX 3,4 137 7
Pl Max XM 3 p Ex VEX 3 4 VEX
2

similarly verify that

Homework

7 36 P Max X 47 57
936 P Max IX 47 6 f
P Max XM 47
 Joint distributions

I Recall: The distribution of a discrete random variable can be

described by its PMF and also by CDF.
I The joint distribution of two (or more) discrete r.v.s can be
described by their joint PMF and also by joint CDF.
I The joint PMF of discrete r.v.s X and Y is the function
pX,Y : R ⇥ R ! [0, 1] given by
pX,Y (x, y) = P (X = x, Y = y).
11
PM
xample
example plotofjoint PMF
phabetofx EM.az
phabetof Y y biz
whatisthealphabetot
XM
he joint V.V 7
G a
s

kz3X
see Yi Y2 Y3 5
74 6
5
3 4
cnn.yd.CMY2 Laiho Midi z o
2
3
Nz Yz R2 Yz I
Joint distributions

I Example (Two Bernoulli r.v.s X and Y ):

The joint PMF can be completely specified by 4 Values

Coi0
C0 D
pcx.y Ci.oD.PCCxii
fffffff.veW0pCCxii CHD pcx.y
0 PC x 0,4 0
pCx 1,4 1 P X 0,4 1 PIX 1,7 7
aysto
ointpmiI.es 3 E o
100 100
Let
table form
Then the joint PMF can be expressed in the
l 0
X Y

I 0.05 0.2 PxyCmY

r Y y
PX
o 003 072
Joint distributions

I For discrete r.v.s X and Y , the marginal PMF of X is

X
P (X = x) = P (X = x, Y = y).
y

7 a
6
5
64 5 i

Nz
3 it ait
3

iq
y
PV
get
µ
values
add
Joint distributions

I Example (Two Bernoulli r.v.s X and Y ):

Px
o

a us o.is iEefy
x.iiiiii
075 o
spx10
003 072

0.08 0.92

pyd's pico Py
Joint distributions

I The joint CDF of r.v.s X and Y is the function

FX,Y : R ⇥ R ! [0, 1] given by

FX,Y (x, y) = P (X  x, Y  y).

I Example (Two Bernoulli r.v.s X and Y ):

072
II y lo O PIXGO YEO
0.75
Exy oil p X fo Y El X 0,4 13
if 03 U
T PLEX

Fay 11,0 P g4
o y o3U Ex
1,4 03

t Y
Similarly Fxy l 0 for all n
_µfje that f y ay ns.iandyzi
Fx Y um
L for all
Independent r.v.s

I Recall (independent events): The events A and B are

independent if P (A \ B) = P (A)P (B).
I Random variables X and Y are said to be independent if

P (X  x, Y  y) = P (X  x)P (Y  y),

for all x, y 2 R.
I For discrete r.v.s, this is equivalent to

P (X = x, Y = y) = P (X = x)P (Y = y).
Independent r.v.s For discrete r Vs is equivalent to
P X M Xu m P X m P Xn M

I Random variables X1 , . . . , Xn are independent if

P (X1  x1 , . . . , Xn  xn ) = P (X1  x1 ) . . . P (Xn  xn ),

for all x1 , . . . , xn 2 R.
I Recall: For n events to be independent, 2n (one equality for
each subset J ✓ {1, 2, . . . , n}) equalities must be satisfied.
I But for n r.v.s to be independent only one equality must be
satisfied. In fact, this one equality implies all other equalities for
subsets of {1, 2, . . . , n}
For example assume that P Z Z
P X n P Y y
P X n Yay 2
z
Z Z
P Y y P
Then E PLX n Y y 2 Z EP
2
Xen

n pY y
x P n Y Y
P x
ie X and Y are also pairwise independent