You are on page 1of 9

Probability and Random

Processes
Lecture no. (11)
Dr Sherif Rabia
Department of Engineering Mathematics and Physics,
Faculty of Engineering, Alexandria University
sherif.rabia@gmail.com
sherif.rabia@alexu.edu.eg

Part 3: Multiple random variables


3.1 Introduction
3.2 Pairs of discrete random variables

3.3 Pairs of continuous random variables


3.4 Covariance and correlation

Math 9 - 2015/2016 (second term)

3.1 Introduction

No of packets
Destination

x
Discrete
3

Transmitted signal
Received signal

Waiting time
Queue length
y

x
Continuous
Math 9 - 2015/2016 (second term)

x
Mixed

3.2 Pairs of discrete RVs


Joint PMF
Marginal PMFs
Independence

Math 9 - 2015/2016 (second term)

Example 11.1

Joint PMF

The probability that an integrated circuit (IC) passes a reliability


test is 0.9.
The test is applied to 2 ICs which are assumed to be independent.
Let
X denotes the number of ICs that pass the test,
Y denotes the number of successful tests before an IC fails
the test (if both tests succeed, let Y = 2).
Find possible values of X and Y and the associated probabilities.

Example 11.2
(a) Compute
P(X = 0, Y = 1), P(X = Y), P(X + Y 1).
(b) Compute
P(X = 0), P(X = 1), P(X = 2).
5

Math 9 - 2015/2016 (second term)

y
0

1/12 2/12 3/12

3/12 1/12 2/12

Example 11.3
Find PX(x) and
Example 11.2

Marginal PMFs
PY(y)

PY(y)

22

fY(y)

Example 11.4
Find PX(x) and
Example 11.1

in

in

1/12 2/12 3/12


3/12 6/12

3/12 1/12 2/12


2/12 6/12

fX(x) 4/12 3/12 5/12


5/12

fX(x)

fx ( x ) f ( x, y )

fY(y)

fY ( y ) f ( x, y )

f(x, y)

y
x

Q: Can we always construct PX,Y(x, y) starting from PX(x), PY(y)?


6

Math 9 - 2015/2016 (second term)

Example 11.5

Independence

(a)Are the events {X = 0} and {Y = 0}


independent?
(b)Are the events {X = 0} and {Y = 1}
independent?
(c) Are the RVs X and Y independent?

fY(y)

1/12 2/12 3/12

3/12 6/12 9/12

fX(x) 4/12 8/12

Are the RVs X and Y in Examples


11.4, 11.1 independent?

X and Y are independent if

f(x, y) = fX(x) fY(y),

Refer to Example 11.1 and define


for all x and y.
X: number of reliable ICs in first test,
Y: number of reliable ICs in second test,
Are X and Y independent?
7

Example 11.6

Example 11.7

Math 9 - 2015/2016 (second term)

Conditional PMFs
Example 11.8
(a) Find
P(X = 0 | Y = 0),
P(X = 1 | Y = 0),
P(X = 2 | Y = 0).
(b) Repeat Part (a) for {Y = 1}.

y
0

1/12 2/12 3/12

3/12 1/12 2/12

Q: What is the relation between


fX(x) and f(x|y)
when X and Y are independent?

Example 11.9
Find f(x|y), f(y|x) for Example 11.5?
8

Math 9 - 2015/2016 (second term)

f ( x, y )
f (x | y)
fY ( y )
f ( x, y )
f (y | x)
fX ( x )

Homework
Sections covered
4.2, 4.3,
4.9 (Discrete-case only)
Problems
4.2.2, 4.2.3, 4.2.6, 4.2.7,
4.3.2, 4.3.3, 4.3.4
4.9.2,
9

Math 9 - 2015/2016 (second term)

You might also like