Joint Probability Distribution Flashcards

1
Q

Bi-random variable

A

X,Y are two random variables defined on two experiments respectively.

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2
Q

Joint Probability mass function (DRV)

A

If X,Y are two discrete random variables, we define joint probability mass function
f(x,y) = P(X=x, Y=y)

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3
Q

Range of f(x,y)

A

[0,1]

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4
Q

Property 2 of Joint Probability mass function (DRV)

A
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5
Q

Marginal Probability Density function (DRV)

A
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6
Q

Joint cumulative distribution function (DRV)

A

Cumulative function denoted by capital F

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7
Q

Joint probability density function (CRV) and what it gives

A
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8
Q

Joint cumulative probability function (CRV) and also another name

A
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9
Q

Marginal density function (CRV)

A
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10
Q

Marginal Distribution function (CRV)

A
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11
Q

When we can say X,Y (two jointly distributed random variable) are independent

A
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12
Q

Joint Conditional Probability Distribution Function

A
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13
Q

Joint conditional probability density function

A
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14
Q
A
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