Joint Probability Distribution Flashcards
Bi-random variable
X,Y are two random variables defined on two experiments respectively.
Joint Probability mass function (DRV)
If X,Y are two discrete random variables, we define joint probability mass function
f(x,y) = P(X=x, Y=y)
Range of f(x,y)
[0,1]
Property 2 of Joint Probability mass function (DRV)
Marginal Probability Density function (DRV)
Joint cumulative distribution function (DRV)
Cumulative function denoted by capital F
Joint probability density function (CRV) and what it gives
Joint cumulative probability function (CRV) and also another name
Marginal density function (CRV)
Marginal Distribution function (CRV)
When we can say X,Y (two jointly distributed random variable) are independent
Joint Conditional Probability Distribution Function
Joint conditional probability density function