Topic 9
Joint Probability Distribution
Joint discrete distribution is also called joint probability mass function (joint pmf)
Definition
Marginal Probability Mass Distributions
𝑝(𝑥, 𝑦) = 𝑃(𝑋 = 𝑥 𝑎𝑛𝑑 𝑌 = 𝑦)
Type of variable
mass function for discrete rv
density function for continuous rv
Expected Values for Discrete RV
Expected value of X, E(X)
Variances for Discrete RV
Variance of X, Var(X)
Covariance for Discrete RV
Correlation Coefficient
Marginal Probability Density Distributions
Expected Values Continuous RV
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Expected value of X, E(X)
Variances Continuous RV
Variance of X, Var(X)
Covariance for Continuous RV
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Correlation Coefficient
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Expected value of Y, E(Y)
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Variance of Y, Var(Y)
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Expected value of Y, E(Y)
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Variance of Y, Var(Y)
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