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    Sta 311 L2

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    ABDULQUADRI SULAIMAN
    The document discusses jointly

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    Sta 311 L2

    Uploaded by

    ABDULQUADRI SULAIMAN
    8 views14 pages
    The document discusses jointly

    Original Title

    STA 311 L2

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    © © All Rights Reserved

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    The document discusses jointly

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    8 views14 pages

    Sta 311 L2

    Uploaded by

    ABDULQUADRI SULAIMAN
    The document discusses jointly

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 14

    EXPECTED VALUE OF A RANDOM VARIABLE

    Let x be a random variable with density function f(x). The expected value of x is denoted by E(x) is given by

    PROPERTIES
    Let x represents a random variable, and a and b are constants.
    Class Activities Continue
    9. Proof the properties of Expected value.
    10. Given that a random variable x has the density function

    i. Find the constant k


    ii. Find E(x)
    iii. Find P(0<x<1)
    UNIFORM DISTRIBUTION

    Definition: A continuous random variable X is said to have a uniform


    distribution, if its probability density function f(x) is given by

    Find the mean and variance


    EXPONENTIAL DISTRIBUTION

    Definition: A continuous random variable X is said to have an exponential


    distribution with parameter , if the probability density function f(x) is given by

    Find the mean and variance


    Exercise
    1. If a random variable X has the density function f(x) is given by

    Find the mean and variance.

    2. If a random variable X is exponentially distributed with parameter 20. Find

    i. The mean and variance of x

    ii. P(x<8)
    JOINTLY CONTINUOUS RANDOM VARIABLE
    We have seen that if X is a continuous random variable, its probabilities are found by
    integrating its probability density function. We say that the random variables X and Y are
    jointly continuous if their probabilities are found by integrating a function of two variables,
    called the joint probability density function of X and Y. To find the probability that X and Y
    take values in any region, we integrate the joint probability density function over that
    region.
    Class Activities
    Class Activities Continue
    The jdf of two continuous random variable X and Y is

    Find
    Conditional Probability

    If x and y are two continuous rv with pdf f(x,y), is said to be the conditional probability
    density function of Y given X, where

    , such that is the marginal pdf of X

    Similarly, the conditional pdf of is given by

    , where is the marginal pdf of Y


    Class Activities
    The joint density function of X and Y is given by

    Find

    i. The constant k

    ii. The marginal density function of x

    iii. The conditional density function of x/y

    iv. The conditional density function of y/x


    EXPECTATION VALUE AND VARIANCE OF JOINT DISTRIBUTION
    If x and y are two continuous random variables having jdf, the expectation (mean) of x and y are given
    respectively below

    The variance of x and y are also given by


    Class Activities
    If x and y are two continuous random variables with jdf

    Find
    i. E(x)
    ii. E(y)
    iii. Var(x)
    iv. Var(y)
    Conditional Expectation
    Definition: If x and y have two density function f(x,y). The conditional expectation
    (mean) of y/x is given by

    where

    Also, the conditional expectation (mean) of x/y is given by

    where
    Note: E(Y/X) is the same as the regression curve of Y on X, and
    E(X/Y) is the same as the regression curve of X on Y
    Class Activities
    1. If x and y are two continuous random variables with jdf

    Find
    i. Regression Curve of Y on X
    ii. Regression Curve of X on Y

    2. If x and y are two continuous random variables with jdf

    Find
    i. Regression Curve of Y on X
    ii. Regression Curve of X on Y

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