Finding Marginal and Conditional Probability Density Functions in Probability Theory - Pro, Assignments of Mathematics

Information about an assignment for a probability theory course, given in fall 2008. The assignment includes instructions for students to find the marginal probability density functions and the conditional probability density function for two discrete random variables x and y, using the given joint probability density function. Students are required to explain their steps and interpret the results in terms of marginal distributions and the symmetry of the table.

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Pre 2010

Uploaded on 08/31/2009

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M384G/374G/CAM384G, Fall 2008
ASSIGNMENT #2: DUE FRIDAY, SEPTEMBER 26
M 374G: Problems 3.1 (parts 1 and 2 only), 3.2, and the additional problem below.
M 384G/CAM384G: Problems 2.3, 3.1 (all parts), 3.2, and the additional problem below.
Please note:
1. In problem 2.3, be sure to read instructions carefully. You may not use
equations 2.3 or 2.4, since the purpose of the exercise is to verify the latter formula
empirically in this case.
2. Part 3 of Problem 3.1 requires some careful thinking.
Additional problem:
The joint probability density function f(x,y) (you may prefer to call it the joint probability
mass function, since both random variables are discrete) of the two discrete random
variables X and Y is given in the following table:
X
1 2 3 4
1 .10 .05 .02 .02
2 .05 .20 .05 .02
Y 3 .02 .05 .20 .04
4 .02 .02 .04 .10
(So, for example, f(3,2) = .05)
a. Find the marginal probability density functions (marginal probability mass
functions, if you prefer) of X and Y. Be sure to explain what you are doing. Does your
result help explain why the marginal distributions are called marginal? How is the
symmetry of the table reflected in your answers?
b. Find the conditional probability density (mass) function f(y|x = 2) of Y given
X = 2. Be sure to explain what you are doing.

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M384G/374G/CAM384G, Fall 2008 ASSIGNMENT #2: DUE FRIDAY, SEPTEMBER 26 M 374G: Problems 3.1 (parts 1 and 2 only), 3.2, and the additional problem below. M 384G/CAM384G: Problems 2.3, 3.1 (all parts), 3.2, and the additional problem below. Please note :

  1. In problem 2.3, be sure to read instructions carefully. You may not use equations 2.3 or 2.4, since the purpose of the exercise is to verify the latter formula empirically in this case.
  2. Part 3 of Problem 3.1 requires some careful thinking. Additional problem : The joint probability density function f(x,y) (you may prefer to call it the joint probability mass function, since both random variables are discrete) of the two discrete random variables X and Y is given in the following table: X 1 2 3 4 1 .10 .05 .02. 2 .05 .20 .05. Y 3 .02 .05 .20. 4 .02 .02 .04. (So, for example, f(3,2) = .05) a. Find the marginal probability density functions (marginal probability mass functions, if you prefer) of X and Y. Be sure to explain what you are doing. Does your result help explain why the marginal distributions are called marginal? How is the symmetry of the table reflected in your answers? b. Find the conditional probability density (mass) function f(y|x = 2) of Y given X = 2. Be sure to explain what you are doing.